PortfoliosLab logoPortfoliosLab logo
FVATX vs. TFCYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FVATX vs. TFCYX - Performance Comparison

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

Loading graphics...

FVATX vs. TFCYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FVATX
Nuveen Virginia Municipal Bond Fund
-0.16%3.33%2.33%8.28%-10.78%1.44%4.93%7.87%0.25%5.64%
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, FVATX achieves a -0.16% return, which is significantly lower than TFCYX's 0.32% return.


FVATX

1D
0.61%
1M
-1.83%
YTD
-0.16%
6M
1.47%
1Y
3.31%
3Y*
3.57%
5Y*
0.83%
10Y*
2.04%

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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FVATX vs. TFCYX - Expense Ratio Comparison

FVATX has a 0.76% expense ratio, which is higher than TFCYX's 0.13% expense ratio.


Return for Risk

FVATX vs. TFCYX — Risk / Return Rank

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

FVATX
FVATX Risk / Return Rank: 2323
Overall Rank
FVATX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FVATX Sortino Ratio Rank: 1818
Sortino Ratio Rank
FVATX Omega Ratio Rank: 3939
Omega Ratio Rank
FVATX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FVATX Martin Ratio Rank: 1616
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.

FVATX vs. TFCYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Virginia Municipal Bond Fund (FVATX) 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.


FVATXTFCYXDifference

Sharpe ratio

Return per unit of total volatility

0.68

3.02

-2.34

Sortino ratio

Return per unit of downside risk

0.93

8.81

-7.87

Omega ratio

Gain probability vs. loss probability

1.20

4.32

-3.12

Calmar ratio

Return relative to maximum drawdown

0.80

26.02

-25.21

Martin ratio

Return relative to average drawdown

2.28

68.88

-66.61

FVATX vs. TFCYX - Sharpe Ratio Comparison

The current FVATX Sharpe Ratio is 0.68, which is lower than the TFCYX Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of FVATX 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.


Loading graphics...

Sharpe Ratios by Period


FVATXTFCYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

3.02

-2.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

1.61

-1.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

1.61

-0.51

Correlation

The correlation between FVATX and TFCYX is 0.22, 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

FVATX vs. TFCYX - Dividend Comparison

FVATX's dividend yield for the trailing twelve months is around 3.94%, more than TFCYX's 2.31% yield.


TTM20252024202320222021202020192018201720162015
FVATX
Nuveen Virginia Municipal Bond Fund
3.94%4.11%3.66%4.29%2.71%2.04%2.42%2.95%2.98%2.92%3.02%3.37%
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

FVATX vs. TFCYX - Drawdown Comparison

The maximum FVATX drawdown since its inception was -19.13%, which is greater than TFCYX's maximum drawdown of -1.10%. Use the drawdown chart below to compare losses from any high point for FVATX and TFCYX.


Loading graphics...

Drawdown Indicators


FVATXTFCYXDifference

Max Drawdown

Largest peak-to-trough decline

-19.13%

-1.10%

-18.03%

Max Drawdown (1Y)

Largest decline over 1 year

-5.65%

-0.10%

-5.55%

Max Drawdown (5Y)

Largest decline over 5 years

-16.14%

-1.10%

-15.04%

Max Drawdown (10Y)

Largest decline over 10 years

-16.14%

Current Drawdown

Current decline from peak

-2.11%

-0.10%

-2.01%

Average Drawdown

Average peak-to-trough decline

-2.18%

-0.02%

-2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

0.04%

+1.95%

Volatility

FVATX vs. TFCYX - Volatility Comparison

Nuveen Virginia Municipal Bond Fund (FVATX) has a higher volatility of 1.29% compared to SEI Institutional Managed Trust Tax-Free Conservative Income Fund (TFCYX) at 0.10%. This indicates that FVATX'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.


Loading graphics...

Volatility by Period


FVATXTFCYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

0.10%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

1.88%

0.55%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

5.50%

0.81%

+4.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.40%

1.21%

+3.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.25%

0.92%

+3.33%