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FMITX vs. FASEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMITX vs. FASEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Michigan Municipal Bond Fund (FMITX) and Nuveen Mid Cap Value Fund (FASEX). The values are adjusted to include any dividend payments, if applicable.

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FMITX vs. FASEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMITX
Nuveen Michigan Municipal Bond Fund
-0.98%2.98%0.98%5.35%-10.59%1.30%5.10%7.07%0.58%5.00%
FASEX
Nuveen Mid Cap Value Fund
2.64%9.68%10.40%14.20%-10.63%34.84%1.19%26.68%-13.00%19.23%

Returns By Period

In the year-to-date period, FMITX achieves a -0.98% return, which is significantly lower than FASEX's 2.64% return. Over the past 10 years, FMITX has underperformed FASEX with an annualized return of 1.40%, while FASEX has yielded a comparatively higher 9.89% annualized return.


FMITX

1D
0.19%
1M
-2.63%
YTD
-0.98%
6M
0.90%
1Y
3.06%
3Y*
1.94%
5Y*
-0.24%
10Y*
1.40%

FASEX

1D
-0.41%
1M
-6.34%
YTD
2.64%
6M
3.59%
1Y
17.10%
3Y*
11.79%
5Y*
7.98%
10Y*
9.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMITX vs. FASEX - Expense Ratio Comparison

FMITX has a 0.78% expense ratio, which is lower than FASEX's 1.16% expense ratio.


Return for Risk

FMITX vs. FASEX — Risk / Return Rank

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

FMITX
FMITX Risk / Return Rank: 2727
Overall Rank
FMITX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FMITX Sortino Ratio Rank: 2323
Sortino Ratio Rank
FMITX Omega Ratio Rank: 4040
Omega Ratio Rank
FMITX Calmar Ratio Rank: 2424
Calmar Ratio Rank
FMITX Martin Ratio Rank: 1717
Martin Ratio Rank

FASEX
FASEX Risk / Return Rank: 4949
Overall Rank
FASEX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FASEX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FASEX Omega Ratio Rank: 5050
Omega Ratio Rank
FASEX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FASEX Martin Ratio Rank: 4848
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.

FMITX vs. FASEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Michigan Municipal Bond Fund (FMITX) and Nuveen Mid Cap Value Fund (FASEX). 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.


FMITXFASEXDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.96

-0.25

Sortino ratio

Return per unit of downside risk

0.96

1.42

-0.46

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

0.73

1.07

-0.35

Martin ratio

Return relative to average drawdown

1.84

4.84

-3.00

FMITX vs. FASEX - Sharpe Ratio Comparison

The current FMITX Sharpe Ratio is 0.71, which is comparable to the FASEX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of FMITX and FASEX, 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


FMITXFASEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.96

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.44

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.49

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.50

+0.59

Correlation

The correlation between FMITX and FASEX is -0.03. 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

FMITX vs. FASEX - Dividend Comparison

FMITX's dividend yield for the trailing twelve months is around 3.01%, less than FASEX's 14.29% yield.


TTM20252024202320222021202020192018201720162015
FMITX
Nuveen Michigan Municipal Bond Fund
3.01%3.17%2.96%2.60%2.29%2.05%2.34%2.65%2.67%2.93%3.34%3.84%
FASEX
Nuveen Mid Cap Value Fund
14.29%14.67%5.29%3.12%6.32%4.02%1.06%0.89%4.48%7.93%3.67%3.49%

Drawdowns

FMITX vs. FASEX - Drawdown Comparison

The maximum FMITX drawdown since its inception was -18.15%, smaller than the maximum FASEX drawdown of -55.57%. Use the drawdown chart below to compare losses from any high point for FMITX and FASEX.


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Drawdown Indicators


FMITXFASEXDifference

Max Drawdown

Largest peak-to-trough decline

-18.15%

-55.57%

+37.42%

Max Drawdown (1Y)

Largest decline over 1 year

-4.85%

-13.62%

+8.77%

Max Drawdown (5Y)

Largest decline over 5 years

-15.48%

-22.26%

+6.78%

Max Drawdown (10Y)

Largest decline over 10 years

-15.48%

-44.56%

+29.08%

Current Drawdown

Current decline from peak

-3.57%

-6.83%

+3.26%

Average Drawdown

Average peak-to-trough decline

-2.36%

-8.97%

+6.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

3.01%

-1.10%

Volatility

FMITX vs. FASEX - Volatility Comparison

The current volatility for Nuveen Michigan Municipal Bond Fund (FMITX) is 1.14%, while Nuveen Mid Cap Value Fund (FASEX) has a volatility of 5.25%. This indicates that FMITX experiences smaller price fluctuations and is considered to be less risky than FASEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMITXFASEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

5.25%

-4.11%

Volatility (6M)

Calculated over the trailing 6-month period

1.78%

9.91%

-8.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.99%

18.72%

-13.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.10%

18.04%

-13.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.09%

20.17%

-16.08%