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FLAAX vs. NHMRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLAAX vs. NHMRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen All-American Municipal Bond Fund (FLAAX) and Nuveen High Yield Municipal Bond Fund (NHMRX). The values are adjusted to include any dividend payments, if applicable.

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FLAAX vs. NHMRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLAAX
Nuveen All-American Municipal Bond Fund
-0.81%2.78%2.58%6.52%-16.29%3.89%5.64%9.03%0.50%8.03%
NHMRX
Nuveen High Yield Municipal Bond Fund
-0.75%3.24%5.62%7.31%-14.96%10.37%3.25%12.59%2.06%12.10%

Returns By Period

In the year-to-date period, FLAAX achieves a -0.81% return, which is significantly lower than NHMRX's -0.75% return. Over the past 10 years, FLAAX has underperformed NHMRX with an annualized return of 1.77%, while NHMRX has yielded a comparatively higher 3.64% annualized return.


FLAAX

1D
0.20%
1M
-2.87%
YTD
-0.81%
6M
0.56%
1Y
2.33%
3Y*
2.78%
5Y*
-0.65%
10Y*
1.77%

NHMRX

1D
0.36%
1M
-3.23%
YTD
-0.75%
6M
1.07%
1Y
2.53%
3Y*
4.02%
5Y*
1.21%
10Y*
3.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLAAX vs. NHMRX - Expense Ratio Comparison

FLAAX has a 0.66% expense ratio, which is higher than NHMRX's 0.52% expense ratio.


Return for Risk

FLAAX vs. NHMRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLAAX
FLAAX Risk / Return Rank: 2020
Overall Rank
FLAAX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FLAAX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FLAAX Omega Ratio Rank: 2929
Omega Ratio Rank
FLAAX Calmar Ratio Rank: 1919
Calmar Ratio Rank
FLAAX Martin Ratio Rank: 1616
Martin Ratio Rank

NHMRX
NHMRX Risk / Return Rank: 1515
Overall Rank
NHMRX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
NHMRX Sortino Ratio Rank: 1414
Sortino Ratio Rank
NHMRX Omega Ratio Rank: 2020
Omega Ratio Rank
NHMRX Calmar Ratio Rank: 1515
Calmar Ratio Rank
NHMRX Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLAAX vs. NHMRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen All-American Municipal Bond Fund (FLAAX) and Nuveen High Yield Municipal Bond Fund (NHMRX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FLAAXNHMRXDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.42

+0.14

Sortino ratio

Return per unit of downside risk

0.77

0.61

+0.16

Omega ratio

Gain probability vs. loss probability

1.15

1.12

+0.04

Calmar ratio

Return relative to maximum drawdown

0.56

0.42

+0.14

Martin ratio

Return relative to average drawdown

1.61

1.02

+0.59

FLAAX vs. NHMRX - Sharpe Ratio Comparison

The current FLAAX Sharpe Ratio is 0.56, which is higher than the NHMRX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of FLAAX and NHMRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLAAXNHMRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.42

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.18

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.54

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.87

+0.04

Correlation

The correlation between FLAAX and NHMRX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FLAAX vs. NHMRX - Dividend Comparison

FLAAX's dividend yield for the trailing twelve months is around 3.94%, less than NHMRX's 5.75% yield.


TTM20252024202320222021202020192018201720162015
FLAAX
Nuveen All-American Municipal Bond Fund
3.94%4.21%3.85%3.55%3.39%2.83%3.07%3.69%3.72%3.65%3.79%3.84%
NHMRX
Nuveen High Yield Municipal Bond Fund
5.75%6.54%5.79%7.34%5.64%5.09%5.03%5.39%5.47%5.38%5.88%5.60%

Drawdowns

FLAAX vs. NHMRX - Drawdown Comparison

The maximum FLAAX drawdown since its inception was -21.01%, smaller than the maximum NHMRX drawdown of -45.45%. Use the drawdown chart below to compare losses from any high point for FLAAX and NHMRX.


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Drawdown Indicators


FLAAXNHMRXDifference

Max Drawdown

Largest peak-to-trough decline

-21.01%

-45.45%

+24.44%

Max Drawdown (1Y)

Largest decline over 1 year

-4.96%

-7.92%

+2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-21.01%

-21.52%

+0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-21.01%

-22.22%

+1.21%

Current Drawdown

Current decline from peak

-7.12%

-3.23%

-3.89%

Average Drawdown

Average peak-to-trough decline

-2.73%

-5.35%

+2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

3.28%

-1.55%

Volatility

FLAAX vs. NHMRX - Volatility Comparison

The current volatility for Nuveen All-American Municipal Bond Fund (FLAAX) is 1.17%, while Nuveen High Yield Municipal Bond Fund (NHMRX) has a volatility of 1.61%. This indicates that FLAAX experiences smaller price fluctuations and is considered to be less risky than NHMRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLAAXNHMRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

1.61%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

1.84%

2.63%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

4.99%

8.02%

-3.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.52%

6.81%

-2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.64%

6.71%

-2.07%