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FVATX vs. NELIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FVATX vs. NELIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Virginia Municipal Bond Fund (FVATX) and Nuveen Equity Long/Short Fund (NELIX). The values are adjusted to include any dividend payments, if applicable.

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FVATX vs. NELIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FVATX
Nuveen Virginia Municipal Bond Fund
-0.77%3.33%2.33%8.28%-10.78%1.44%4.93%7.87%0.25%5.64%
NELIX
Nuveen Equity Long/Short Fund
-4.35%11.31%20.55%24.09%-14.94%32.92%-0.79%6.35%-2.36%19.32%

Returns By Period

In the year-to-date period, FVATX achieves a -0.77% return, which is significantly higher than NELIX's -4.35% return. Over the past 10 years, FVATX has underperformed NELIX with an annualized return of 1.98%, while NELIX has yielded a comparatively higher 9.10% annualized return.


FVATX

1D
0.10%
1M
-2.71%
YTD
-0.77%
6M
0.95%
1Y
3.09%
3Y*
3.36%
5Y*
0.73%
10Y*
1.98%

NELIX

1D
-0.29%
1M
-4.44%
YTD
-4.35%
6M
-3.17%
1Y
11.79%
3Y*
15.32%
5Y*
9.56%
10Y*
9.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FVATX vs. NELIX - Expense Ratio Comparison

FVATX has a 0.76% expense ratio, which is lower than NELIX's 1.35% expense ratio.


Return for Risk

FVATX vs. NELIX — Risk / Return Rank

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

FVATX
FVATX Risk / Return Rank: 2626
Overall Rank
FVATX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FVATX Sortino Ratio Rank: 2121
Sortino Ratio Rank
FVATX Omega Ratio Rank: 4343
Omega Ratio Rank
FVATX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FVATX Martin Ratio Rank: 1717
Martin Ratio Rank

NELIX
NELIX Risk / Return Rank: 4747
Overall Rank
NELIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
NELIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
NELIX Omega Ratio Rank: 5050
Omega Ratio Rank
NELIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
NELIX Martin Ratio Rank: 4949
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.

FVATX vs. NELIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Virginia Municipal Bond Fund (FVATX) and Nuveen Equity Long/Short Fund (NELIX). 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.


FVATXNELIXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.92

-0.25

Sortino ratio

Return per unit of downside risk

0.90

1.34

-0.44

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratio

Return relative to maximum drawdown

0.60

1.11

-0.51

Martin ratio

Return relative to average drawdown

1.70

4.90

-3.19

FVATX vs. NELIX - Sharpe Ratio Comparison

The current FVATX Sharpe Ratio is 0.66, which is comparable to the NELIX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of FVATX and NELIX, 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


FVATXNELIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.92

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.76

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.67

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.67

+0.44

Correlation

The correlation between FVATX and NELIX 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

FVATX vs. NELIX - Dividend Comparison

FVATX's dividend yield for the trailing twelve months is around 3.64%, less than NELIX's 3.98% yield.


TTM20252024202320222021202020192018201720162015
FVATX
Nuveen Virginia Municipal Bond Fund
3.64%4.11%3.66%4.29%2.71%2.04%2.42%2.95%2.98%2.92%3.02%3.37%
NELIX
Nuveen Equity Long/Short Fund
3.98%3.81%4.78%4.20%6.84%2.44%0.00%0.00%1.35%1.58%0.00%0.00%

Drawdowns

FVATX vs. NELIX - Drawdown Comparison

The maximum FVATX drawdown since its inception was -19.13%, smaller than the maximum NELIX drawdown of -28.72%. Use the drawdown chart below to compare losses from any high point for FVATX and NELIX.


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Drawdown Indicators


FVATXNELIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.13%

-28.72%

+9.59%

Max Drawdown (1Y)

Largest decline over 1 year

-5.65%

-8.92%

+3.27%

Max Drawdown (5Y)

Largest decline over 5 years

-16.14%

-19.30%

+3.16%

Max Drawdown (10Y)

Largest decline over 10 years

-16.14%

-28.72%

+12.58%

Current Drawdown

Current decline from peak

-2.71%

-6.31%

+3.60%

Average Drawdown

Average peak-to-trough decline

-2.18%

-4.75%

+2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

2.03%

-0.04%

Volatility

FVATX vs. NELIX - Volatility Comparison

The current volatility for Nuveen Virginia Municipal Bond Fund (FVATX) is 1.07%, while Nuveen Equity Long/Short Fund (NELIX) has a volatility of 3.34%. This indicates that FVATX experiences smaller price fluctuations and is considered to be less risky than NELIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVATXNELIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

3.34%

-2.27%

Volatility (6M)

Calculated over the trailing 6-month period

1.79%

7.26%

-5.47%

Volatility (1Y)

Calculated over the trailing 1-year period

5.48%

13.50%

-8.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.40%

12.67%

-8.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.25%

13.71%

-9.46%