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FPNTX vs. NVHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FPNTX vs. NVHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Pennsylvania Municipal Bond Fund (FPNTX) and Nuveen Short Duration High Yield Municipal Bond Fund (NVHIX). The values are adjusted to include any dividend payments, if applicable.

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FPNTX vs. NVHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FPNTX
Nuveen Pennsylvania Municipal Bond Fund
-1.01%4.17%1.32%5.69%-10.47%3.23%4.27%7.95%1.00%5.87%
NVHIX
Nuveen Short Duration High Yield Municipal Bond Fund
-0.04%2.43%6.88%3.54%-6.73%8.44%-0.10%8.27%3.47%8.17%

Returns By Period

In the year-to-date period, FPNTX achieves a -1.01% return, which is significantly lower than NVHIX's -0.04% return. Over the past 10 years, FPNTX has underperformed NVHIX with an annualized return of 1.86%, while NVHIX has yielded a comparatively higher 3.17% annualized return.


FPNTX

1D
0.20%
1M
-3.26%
YTD
-1.01%
6M
1.22%
1Y
3.83%
3Y*
2.64%
5Y*
0.46%
10Y*
1.86%

NVHIX

1D
0.00%
1M
-1.79%
YTD
-0.04%
6M
0.91%
1Y
1.94%
3Y*
3.86%
5Y*
2.17%
10Y*
3.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FPNTX vs. NVHIX - Expense Ratio Comparison

FPNTX has a 0.76% expense ratio, which is higher than NVHIX's 0.55% expense ratio.


Return for Risk

FPNTX vs. NVHIX — Risk / Return Rank

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

FPNTX
FPNTX Risk / Return Rank: 2929
Overall Rank
FPNTX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FPNTX Sortino Ratio Rank: 2525
Sortino Ratio Rank
FPNTX Omega Ratio Rank: 4646
Omega Ratio Rank
FPNTX Calmar Ratio Rank: 2424
Calmar Ratio Rank
FPNTX Martin Ratio Rank: 1919
Martin Ratio Rank

NVHIX
NVHIX Risk / Return Rank: 2828
Overall Rank
NVHIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
NVHIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
NVHIX Omega Ratio Rank: 4545
Omega Ratio Rank
NVHIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
NVHIX Martin Ratio Rank: 1919
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.

FPNTX vs. NVHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Pennsylvania Municipal Bond Fund (FPNTX) and Nuveen Short Duration High Yield Municipal Bond Fund (NVHIX). 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.


FPNTXNVHIXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.67

+0.07

Sortino ratio

Return per unit of downside risk

1.01

0.92

+0.09

Omega ratio

Gain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratio

Return relative to maximum drawdown

0.73

0.68

+0.04

Martin ratio

Return relative to average drawdown

2.06

2.00

+0.07

FPNTX vs. NVHIX - Sharpe Ratio Comparison

The current FPNTX Sharpe Ratio is 0.74, which is comparable to the NVHIX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of FPNTX and NVHIX, 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


FPNTXNVHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.67

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.66

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.92

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

1.08

-0.07

Correlation

The correlation between FPNTX and NVHIX is 0.72, 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

FPNTX vs. NVHIX - Dividend Comparison

FPNTX's dividend yield for the trailing twelve months is around 3.14%, less than NVHIX's 4.70% yield.


TTM20252024202320222021202020192018201720162015
FPNTX
Nuveen Pennsylvania Municipal Bond Fund
3.14%3.32%3.10%2.61%2.38%2.03%2.92%2.77%3.67%3.28%3.53%3.64%
NVHIX
Nuveen Short Duration High Yield Municipal Bond Fund
4.70%5.15%4.36%4.41%3.84%3.43%3.90%4.03%3.90%3.78%3.62%3.55%

Drawdowns

FPNTX vs. NVHIX - Drawdown Comparison

The maximum FPNTX drawdown since its inception was -19.11%, which is greater than NVHIX's maximum drawdown of -13.54%. Use the drawdown chart below to compare losses from any high point for FPNTX and NVHIX.


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Drawdown Indicators


FPNTXNVHIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.11%

-13.54%

-5.57%

Max Drawdown (1Y)

Largest decline over 1 year

-5.80%

-3.63%

-2.17%

Max Drawdown (5Y)

Largest decline over 5 years

-15.45%

-10.54%

-4.91%

Max Drawdown (10Y)

Largest decline over 10 years

-15.45%

-13.54%

-1.91%

Current Drawdown

Current decline from peak

-3.26%

-1.79%

-1.47%

Average Drawdown

Average peak-to-trough decline

-2.35%

-2.06%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

1.25%

+0.79%

Volatility

FPNTX vs. NVHIX - Volatility Comparison

Nuveen Pennsylvania Municipal Bond Fund (FPNTX) has a higher volatility of 1.31% compared to Nuveen Short Duration High Yield Municipal Bond Fund (NVHIX) at 0.63%. This indicates that FPNTX's price experiences larger fluctuations and is considered to be riskier than NVHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPNTXNVHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

0.63%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

2.00%

1.43%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

5.90%

3.77%

+2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.65%

3.32%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

3.47%

+1.08%