PortfoliosLab logoPortfoliosLab logo
HYGV vs. NEA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYGV vs. NEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) and Nuveen AMT-Free Quality Municipal Income Fund (NEA). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HYGV vs. NEA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
-0.23%7.92%8.02%12.11%-12.60%5.93%8.01%15.76%-4.15%
NEA
Nuveen AMT-Free Quality Municipal Income Fund
-0.17%11.31%9.50%0.75%-23.32%8.16%10.07%22.42%-3.78%

Returns By Period

In the year-to-date period, HYGV achieves a -0.23% return, which is significantly lower than NEA's -0.17% return.


HYGV

1D
0.29%
1M
-0.80%
YTD
-0.23%
6M
0.82%
1Y
6.88%
3Y*
7.94%
5Y*
3.43%
10Y*

NEA

1D
1.60%
1M
-3.55%
YTD
-0.17%
6M
3.40%
1Y
9.39%
3Y*
7.48%
5Y*
0.39%
10Y*
3.17%
*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.


Return for Risk

HYGV vs. NEA — Risk / Return Rank

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

HYGV
HYGV Risk / Return Rank: 6464
Overall Rank
HYGV Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
HYGV Sortino Ratio Rank: 6060
Sortino Ratio Rank
HYGV Omega Ratio Rank: 7070
Omega Ratio Rank
HYGV Calmar Ratio Rank: 5959
Calmar Ratio Rank
HYGV Martin Ratio Rank: 7070
Martin Ratio Rank

NEA
NEA Risk / Return Rank: 6666
Overall Rank
NEA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NEA Sortino Ratio Rank: 6060
Sortino Ratio Rank
NEA Omega Ratio Rank: 6262
Omega Ratio Rank
NEA Calmar Ratio Rank: 6565
Calmar Ratio Rank
NEA Martin Ratio Rank: 7676
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.

HYGV vs. NEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) and Nuveen AMT-Free Quality Municipal Income Fund (NEA). 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.


HYGVNEADifference

Sharpe ratio

Return per unit of total volatility

1.12

0.83

+0.29

Sortino ratio

Return per unit of downside risk

1.59

1.20

+0.39

Omega ratio

Gain probability vs. loss probability

1.27

1.17

+0.09

Calmar ratio

Return relative to maximum drawdown

1.57

1.16

+0.41

Martin ratio

Return relative to average drawdown

7.57

4.81

+2.76

HYGV vs. NEA - Sharpe Ratio Comparison

The current HYGV Sharpe Ratio is 1.12, which is higher than the NEA Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of HYGV and NEA, 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


HYGVNEADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.83

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.04

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.31

+0.22

Correlation

The correlation between HYGV and NEA is 0.31, 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

HYGV vs. NEA - Dividend Comparison

HYGV's dividend yield for the trailing twelve months is around 7.52%, more than NEA's 7.37% yield.


TTM20252024202320222021202020192018201720162015
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
7.52%7.48%8.20%8.77%7.64%6.07%6.18%7.95%5.63%0.00%0.00%0.00%
NEA
Nuveen AMT-Free Quality Municipal Income Fund
7.37%7.36%6.63%3.95%5.49%4.50%4.45%4.46%5.40%5.33%5.70%5.71%

Drawdowns

HYGV vs. NEA - Drawdown Comparison

The maximum HYGV drawdown since its inception was -23.47%, smaller than the maximum NEA drawdown of -43.83%. Use the drawdown chart below to compare losses from any high point for HYGV and NEA.


Loading graphics...

Drawdown Indicators


HYGVNEADifference

Max Drawdown

Largest peak-to-trough decline

-23.47%

-43.83%

+20.36%

Max Drawdown (1Y)

Largest decline over 1 year

-4.54%

-8.37%

+3.83%

Max Drawdown (5Y)

Largest decline over 5 years

-17.12%

-36.57%

+19.45%

Max Drawdown (10Y)

Largest decline over 10 years

-36.57%

Current Drawdown

Current decline from peak

-1.32%

-7.17%

+5.85%

Average Drawdown

Average peak-to-trough decline

-3.39%

-8.03%

+4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

2.03%

-1.09%

Volatility

HYGV vs. NEA - Volatility Comparison

The current volatility for FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) is 2.32%, while Nuveen AMT-Free Quality Municipal Income Fund (NEA) has a volatility of 5.19%. This indicates that HYGV experiences smaller price fluctuations and is considered to be less risky than NEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HYGVNEADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

5.19%

-2.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.99%

7.19%

-4.20%

Volatility (1Y)

Calculated over the trailing 1-year period

6.19%

11.41%

-5.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.57%

11.19%

-3.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.28%

11.68%

-2.40%