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HYMB vs. NVG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYMB vs. NVG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB) and Nuveen AMT-Free Municipal Credit Income Fund (NVG). The values are adjusted to include any dividend payments, if applicable.

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HYMB vs. NVG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYMB
SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF
0.82%2.04%5.52%7.73%-15.54%5.16%3.74%9.51%4.91%3.22%
NVG
Nuveen AMT-Free Municipal Credit Income Fund
0.63%11.61%10.79%1.94%-28.47%12.14%6.40%25.63%-4.03%13.19%

Returns By Period

In the year-to-date period, HYMB achieves a 0.82% return, which is significantly higher than NVG's 0.63% return. Over the past 10 years, HYMB has underperformed NVG with an annualized return of 2.52%, while NVG has yielded a comparatively higher 3.89% annualized return.


HYMB

1D
0.64%
1M
-1.35%
YTD
0.82%
6M
2.23%
1Y
2.88%
3Y*
4.34%
5Y*
0.49%
10Y*
2.52%

NVG

1D
1.46%
1M
-4.78%
YTD
0.63%
6M
4.53%
1Y
8.78%
3Y*
8.96%
5Y*
-0.06%
10Y*
3.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HYMB vs. NVG — Risk / Return Rank

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

HYMB
HYMB Risk / Return Rank: 2525
Overall Rank
HYMB Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
HYMB Sortino Ratio Rank: 2121
Sortino Ratio Rank
HYMB Omega Ratio Rank: 2727
Omega Ratio Rank
HYMB Calmar Ratio Rank: 2828
Calmar Ratio Rank
HYMB Martin Ratio Rank: 2424
Martin Ratio Rank

NVG
NVG Risk / Return Rank: 6262
Overall Rank
NVG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
NVG Sortino Ratio Rank: 5757
Sortino Ratio Rank
NVG Omega Ratio Rank: 5959
Omega Ratio Rank
NVG Calmar Ratio Rank: 6161
Calmar Ratio Rank
NVG Martin Ratio Rank: 6666
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.

HYMB vs. NVG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB) and Nuveen AMT-Free Municipal Credit Income Fund (NVG). 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.


HYMBNVGDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.76

-0.27

Sortino ratio

Return per unit of downside risk

0.61

1.09

-0.48

Omega ratio

Gain probability vs. loss probability

1.12

1.16

-0.04

Calmar ratio

Return relative to maximum drawdown

0.71

0.87

-0.17

Martin ratio

Return relative to average drawdown

1.74

2.85

-1.11

HYMB vs. NVG - Sharpe Ratio Comparison

The current HYMB Sharpe Ratio is 0.49, which is lower than the NVG Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of HYMB and NVG, 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


HYMBNVGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.76

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

-0.01

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.30

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.39

+0.05

Correlation

The correlation between HYMB and NVG is 0.33, 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

HYMB vs. NVG - Dividend Comparison

HYMB's dividend yield for the trailing twelve months is around 4.59%, less than NVG's 7.58% yield.


TTM20252024202320222021202020192018201720162015
HYMB
SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF
4.59%4.55%4.29%4.07%3.77%3.19%3.55%3.95%4.03%3.78%4.08%4.54%
NVG
Nuveen AMT-Free Municipal Credit Income Fund
7.58%7.49%6.74%4.45%6.18%4.69%5.24%4.94%6.07%5.67%6.17%5.46%

Drawdowns

HYMB vs. NVG - Drawdown Comparison

The maximum HYMB drawdown since its inception was -29.57%, smaller than the maximum NVG drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for HYMB and NVG.


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Drawdown Indicators


HYMBNVGDifference

Max Drawdown

Largest peak-to-trough decline

-29.57%

-41.72%

+12.15%

Max Drawdown (1Y)

Largest decline over 1 year

-5.07%

-10.44%

+5.37%

Max Drawdown (5Y)

Largest decline over 5 years

-20.15%

-40.58%

+20.43%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-40.58%

+11.01%

Current Drawdown

Current decline from peak

-1.57%

-9.26%

+7.69%

Average Drawdown

Average peak-to-trough decline

-3.84%

-7.92%

+4.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

3.20%

-1.14%

Volatility

HYMB vs. NVG - Volatility Comparison

The current volatility for SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB) is 2.21%, while Nuveen AMT-Free Municipal Credit Income Fund (NVG) has a volatility of 5.39%. This indicates that HYMB experiences smaller price fluctuations and is considered to be less risky than NVG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYMBNVGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

5.39%

-3.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

7.51%

-4.56%

Volatility (1Y)

Calculated over the trailing 1-year period

5.95%

11.64%

-5.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.63%

12.90%

-6.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.34%

12.80%

-1.46%