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FMOTX vs. TFCYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMOTX vs. TFCYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Missouri Municipal Bond Fund (FMOTX) and SEI Institutional Managed Trust Tax-Free Conservative Income Fund (TFCYX). The values are adjusted to include any dividend payments, if applicable.

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FMOTX vs. TFCYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMOTX
Nuveen Missouri Municipal Bond Fund
0.12%3.09%2.02%6.20%-8.88%2.15%4.33%7.53%1.13%5.12%
TFCYX
SEI Institutional Managed Trust Tax-Free Conservative Income Fund
0.32%2.71%3.24%2.77%0.72%0.10%0.46%1.40%1.25%0.69%

Returns By Period

In the year-to-date period, FMOTX achieves a 0.12% return, which is significantly lower than TFCYX's 0.32% return.


FMOTX

1D
0.59%
1M
-1.32%
YTD
0.12%
6M
1.80%
1Y
3.52%
3Y*
2.97%
5Y*
0.84%
10Y*
2.11%

TFCYX

1D
0.00%
1M
-0.10%
YTD
0.32%
6M
0.99%
1Y
2.34%
3Y*
2.75%
5Y*
1.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMOTX vs. TFCYX - Expense Ratio Comparison

FMOTX has a 0.75% expense ratio, which is higher than TFCYX's 0.13% expense ratio.


Return for Risk

FMOTX vs. TFCYX — Risk / Return Rank

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

FMOTX
FMOTX Risk / Return Rank: 3030
Overall Rank
FMOTX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FMOTX Sortino Ratio Rank: 2424
Sortino Ratio Rank
FMOTX Omega Ratio Rank: 5050
Omega Ratio Rank
FMOTX Calmar Ratio Rank: 2525
Calmar Ratio Rank
FMOTX Martin Ratio Rank: 2020
Martin Ratio Rank

TFCYX
TFCYX Risk / Return Rank: 9999
Overall Rank
TFCYX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TFCYX Sortino Ratio Rank: 9999
Sortino Ratio Rank
TFCYX Omega Ratio Rank: 100100
Omega Ratio Rank
TFCYX Calmar Ratio Rank: 100100
Calmar Ratio Rank
TFCYX Martin Ratio Rank: 100100
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.

FMOTX vs. TFCYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Missouri Municipal Bond Fund (FMOTX) and SEI Institutional Managed Trust Tax-Free Conservative Income Fund (TFCYX). 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.


FMOTXTFCYXDifference

Sharpe ratio

Return per unit of total volatility

0.80

3.02

-2.22

Sortino ratio

Return per unit of downside risk

1.09

8.81

-7.72

Omega ratio

Gain probability vs. loss probability

1.23

4.32

-3.09

Calmar ratio

Return relative to maximum drawdown

0.95

26.02

-25.06

Martin ratio

Return relative to average drawdown

2.75

68.88

-66.13

FMOTX vs. TFCYX - Sharpe Ratio Comparison

The current FMOTX Sharpe Ratio is 0.80, which is lower than the TFCYX Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of FMOTX and TFCYX, 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


FMOTXTFCYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

3.02

-2.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

1.61

-1.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

1.61

-0.45

Correlation

The correlation between FMOTX and TFCYX is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FMOTX vs. TFCYX - Dividend Comparison

FMOTX's dividend yield for the trailing twelve months is around 3.54%, more than TFCYX's 2.31% yield.


TTM20252024202320222021202020192018201720162015
FMOTX
Nuveen Missouri Municipal Bond Fund
3.54%3.47%3.44%3.16%2.84%2.39%2.74%3.43%3.35%3.29%3.56%3.64%
TFCYX
SEI Institutional Managed Trust Tax-Free Conservative Income Fund
2.31%2.68%3.19%2.63%0.72%0.00%0.46%1.39%1.24%0.68%0.00%0.00%

Drawdowns

FMOTX vs. TFCYX - Drawdown Comparison

The maximum FMOTX drawdown since its inception was -14.87%, which is greater than TFCYX's maximum drawdown of -1.10%. Use the drawdown chart below to compare losses from any high point for FMOTX and TFCYX.


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Drawdown Indicators


FMOTXTFCYXDifference

Max Drawdown

Largest peak-to-trough decline

-14.87%

-1.10%

-13.77%

Max Drawdown (1Y)

Largest decline over 1 year

-4.98%

-0.10%

-4.88%

Max Drawdown (5Y)

Largest decline over 5 years

-14.40%

-1.10%

-13.30%

Max Drawdown (10Y)

Largest decline over 10 years

-14.40%

Current Drawdown

Current decline from peak

-1.60%

-0.10%

-1.50%

Average Drawdown

Average peak-to-trough decline

-1.82%

-0.02%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

0.04%

+1.68%

Volatility

FMOTX vs. TFCYX - Volatility Comparison

Nuveen Missouri Municipal Bond Fund (FMOTX) has a higher volatility of 1.11% compared to SEI Institutional Managed Trust Tax-Free Conservative Income Fund (TFCYX) at 0.10%. This indicates that FMOTX's price experiences larger fluctuations and is considered to be riskier than TFCYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMOTXTFCYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

0.10%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.58%

0.55%

+1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.95%

0.81%

+4.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.05%

1.21%

+2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.98%

0.92%

+3.06%