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FMUAX vs. NWQIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMUAX vs. NWQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Municipal and Stock Advantage Fund (FMUAX) and Nuveen Flexible Income Fund (NWQIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FMUAX achieves a 6.13% return, which is significantly higher than NWQIX's 5.71% return. Over the past 10 years, FMUAX has outperformed NWQIX with an annualized return of 6.17%, while NWQIX has yielded a comparatively lower 5.69% annualized return.


FMUAX

1D
0.42%
1M
2.13%
YTD
6.13%
6M
6.19%
1Y
16.49%
3Y*
9.79%
5Y*
5.10%
10Y*
6.17%

NWQIX

1D
0.25%
1M
1.61%
YTD
5.71%
6M
6.17%
1Y
14.70%
3Y*
10.64%
5Y*
4.46%
10Y*
5.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMUAX vs. NWQIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMUAX
Federated Hermes Municipal and Stock Advantage Fund
6.13%9.00%8.70%9.81%-10.68%10.32%8.48%15.16%-5.24%11.09%
NWQIX
Nuveen Flexible Income Fund
5.71%11.74%6.03%11.61%-13.64%4.94%5.54%18.57%-4.07%9.18%

Correlation

The correlation between FMUAX and NWQIX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2010

0.63

The correlation between FMUAX and NWQIX has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.

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Return for Risk

FMUAX vs. NWQIX — Risk / Return Rank

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

FMUAX
FMUAX Risk / Return Rank: 9494
Overall Rank
FMUAX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FMUAX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FMUAX Omega Ratio Rank: 9191
Omega Ratio Rank
FMUAX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FMUAX Martin Ratio Rank: 9595
Martin Ratio Rank

NWQIX
NWQIX Risk / Return Rank: 9797
Overall Rank
NWQIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
NWQIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
NWQIX Omega Ratio Rank: 9696
Omega Ratio Rank
NWQIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
NWQIX Martin Ratio Rank: 9797
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.

FMUAX vs. NWQIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Municipal and Stock Advantage Fund (FMUAX) and Nuveen Flexible Income Fund (NWQIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FMUAXNWQIXDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.64

1.84

-0.20

Calmar ratioReturn relative to maximum drawdown

4.16

5.06

-0.90

Martin ratioReturn relative to average drawdown

19.98

23.89

-3.92

FMUAX vs. NWQIX - Sharpe Ratio Comparison

The current FMUAX Sharpe Ratio is 3.29, which is comparable to the NWQIX Sharpe Ratio of 3.75. The chart below compares the historical Sharpe Ratios of FMUAX and NWQIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FMUAX vs. NWQIX - Drawdown Comparison

The maximum FMUAX drawdown since its inception was -22.43%, smaller than the maximum NWQIX drawdown of -23.89%. Use the drawdown chart below to compare losses from any high point for FMUAX and NWQIX.


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Drawdown Indicators


FMUAXNWQIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.43%

-23.89%

+1.46%

Max Drawdown (1Y)

Largest decline over 1 year

-4.94%

-2.94%

-2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-10.18%

-4.59%

-5.59%

Max Drawdown (5Y)

Largest decline over 5 years

-15.93%

-17.75%

+1.82%

Max Drawdown (10Y)

Largest decline over 10 years

-21.46%

-23.89%

+2.43%

Current Drawdown

Current decline from peak

-0.12%

0.00%

-0.12%

Average Drawdown

Average peak-to-trough decline

-2.75%

-3.00%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.62%

+0.34%

Volatility

FMUAX vs. NWQIX - Volatility Comparison

Federated Hermes Municipal and Stock Advantage Fund (FMUAX) has a higher volatility of 2.21% compared to Nuveen Flexible Income Fund (NWQIX) at 1.25%. This indicates that FMUAX's price experiences larger fluctuations and is considered to be riskier than NWQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMUAXNWQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

1.25%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

5.03%

3.13%

+1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

6.24%

3.97%

+2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.21%

5.70%

+1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.13%

6.33%

+1.80%

FMUAX vs. NWQIX - Expense Ratio Comparison

FMUAX has a 1.00% expense ratio, which is higher than NWQIX's 0.70% expense ratio.


Dividends

FMUAX vs. NWQIX - Dividend Comparison

FMUAX's dividend yield for the trailing twelve months is around 1.24%, less than NWQIX's 5.49% yield.


PositionTTM20252024202320222021202020192018201720162015
FMUAX
Federated Hermes Municipal and Stock Advantage Fund
1.24%1.23%2.01%2.53%2.25%4.56%2.12%4.00%7.98%2.17%2.36%2.80%
NWQIX
Nuveen Flexible Income Fund
5.49%6.09%5.20%7.84%7.02%4.39%4.82%5.71%6.23%5.67%5.52%5.70%

Frequently Asked Questions


FMUAX and NWQIX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FMUAX has higher volatility (2.21%) compared to NWQIX (1.25%). In terms of maximum drawdown, FMUAX dropped -22.43% vs NWQIX's -23.89%.

NWQIX currently has the higher Sharpe Ratio (3.75 vs 3.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FMUAX and NWQIX

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