PortfoliosLab logoPortfoliosLab logo
FLAAX vs. QQQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLAAX vs. QQQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen All-American Municipal Bond Fund (FLAAX) and Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FLAAX vs. QQQX - 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%
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
-4.39%14.87%25.61%21.68%-27.39%25.32%15.75%28.83%-11.68%39.19%

Returns By Period

In the year-to-date period, FLAAX achieves a -0.81% return, which is significantly higher than QQQX's -4.39% return. Over the past 10 years, FLAAX has underperformed QQQX with an annualized return of 1.77%, while QQQX has yielded a comparatively higher 11.43% 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%

QQQX

1D
4.83%
1M
-2.23%
YTD
-4.39%
6M
1.33%
1Y
22.19%
3Y*
12.04%
5Y*
7.31%
10Y*
11.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLAAX vs. QQQX - Expense Ratio Comparison

FLAAX has a 0.66% expense ratio, which is lower than QQQX's 0.92% expense ratio.


Return for Risk

FLAAX vs. QQQX — 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

QQQX
QQQX Risk / Return Rank: 7171
Overall Rank
QQQX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
QQQX Sortino Ratio Rank: 6565
Sortino Ratio Rank
QQQX Omega Ratio Rank: 6868
Omega Ratio Rank
QQQX Calmar Ratio Rank: 7676
Calmar Ratio Rank
QQQX Martin Ratio Rank: 8484
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. QQQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen All-American Municipal Bond Fund (FLAAX) and Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX). 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.


FLAAXQQQXDifference

Sharpe ratio

Return per unit of total volatility

0.56

1.07

-0.51

Sortino ratio

Return per unit of downside risk

0.77

1.61

-0.84

Omega ratio

Gain probability vs. loss probability

1.15

1.25

-0.10

Calmar ratio

Return relative to maximum drawdown

0.56

1.73

-1.17

Martin ratio

Return relative to average drawdown

1.61

8.57

-6.96

FLAAX vs. QQQX - Sharpe Ratio Comparison

The current FLAAX Sharpe Ratio is 0.56, which is lower than the QQQX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of FLAAX and QQQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FLAAXQQQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

1.07

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.37

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.55

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.45

+0.47

Correlation

The correlation between FLAAX and QQQX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FLAAX vs. QQQX - Dividend Comparison

FLAAX's dividend yield for the trailing twelve months is around 3.94%, less than QQQX's 8.61% 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%
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
8.61%7.85%6.73%7.26%9.66%5.85%6.00%6.49%8.40%5.95%7.54%7.23%

Drawdowns

FLAAX vs. QQQX - Drawdown Comparison

The maximum FLAAX drawdown since its inception was -21.01%, smaller than the maximum QQQX drawdown of -57.25%. Use the drawdown chart below to compare losses from any high point for FLAAX and QQQX.


Loading graphics...

Drawdown Indicators


FLAAXQQQXDifference

Max Drawdown

Largest peak-to-trough decline

-21.01%

-57.25%

+36.24%

Max Drawdown (1Y)

Largest decline over 1 year

-4.96%

-12.93%

+7.97%

Max Drawdown (5Y)

Largest decline over 5 years

-21.01%

-29.33%

+8.32%

Max Drawdown (10Y)

Largest decline over 10 years

-21.01%

-35.96%

+14.95%

Current Drawdown

Current decline from peak

-7.12%

-4.72%

-2.40%

Average Drawdown

Average peak-to-trough decline

-2.73%

-8.09%

+5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

2.61%

-0.88%

Volatility

FLAAX vs. QQQX - Volatility Comparison

The current volatility for Nuveen All-American Municipal Bond Fund (FLAAX) is 1.17%, while Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX) has a volatility of 7.11%. This indicates that FLAAX experiences smaller price fluctuations and is considered to be less risky than QQQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FLAAXQQQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

7.11%

-5.94%

Volatility (6M)

Calculated over the trailing 6-month period

1.84%

11.38%

-9.54%

Volatility (1Y)

Calculated over the trailing 1-year period

4.99%

20.76%

-15.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.52%

19.73%

-15.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.64%

21.02%

-16.38%