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MEMUX vs. NEMUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MEMUX vs. NEMUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Maine Municipal Fund (MEMUX) and Nebraska Municipal Fund (NEMUX). The values are adjusted to include any dividend payments, if applicable.

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MEMUX vs. NEMUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MEMUX
Maine Municipal Fund
-0.46%2.89%-0.08%5.27%-10.30%-0.32%3.06%4.37%0.50%3.15%
NEMUX
Nebraska Municipal Fund
-0.33%2.62%-0.55%4.18%-9.04%-0.25%3.23%5.40%0.48%4.52%

Returns By Period

In the year-to-date period, MEMUX achieves a -0.46% return, which is significantly lower than NEMUX's -0.33% return. Over the past 10 years, MEMUX has underperformed NEMUX with an annualized return of 0.48%, while NEMUX has yielded a comparatively higher 0.73% annualized return.


MEMUX

1D
0.22%
1M
-2.31%
YTD
-0.46%
6M
1.16%
1Y
3.50%
3Y*
1.80%
5Y*
-0.58%
10Y*
0.48%

NEMUX

1D
0.22%
1M
-1.94%
YTD
-0.33%
6M
1.27%
1Y
3.55%
3Y*
1.18%
5Y*
-0.52%
10Y*
0.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MEMUX vs. NEMUX - Expense Ratio Comparison

Both MEMUX and NEMUX have an expense ratio of 0.98%.


Return for Risk

MEMUX vs. NEMUX — Risk / Return Rank

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

MEMUX
MEMUX Risk / Return Rank: 3131
Overall Rank
MEMUX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MEMUX Sortino Ratio Rank: 2121
Sortino Ratio Rank
MEMUX Omega Ratio Rank: 6666
Omega Ratio Rank
MEMUX Calmar Ratio Rank: 2222
Calmar Ratio Rank
MEMUX Martin Ratio Rank: 2424
Martin Ratio Rank

NEMUX
NEMUX Risk / Return Rank: 3232
Overall Rank
NEMUX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
NEMUX Sortino Ratio Rank: 2323
Sortino Ratio Rank
NEMUX Omega Ratio Rank: 6868
Omega Ratio Rank
NEMUX Calmar Ratio Rank: 2424
Calmar Ratio Rank
NEMUX Martin Ratio Rank: 2222
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.

MEMUX vs. NEMUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Maine Municipal Fund (MEMUX) and Nebraska Municipal Fund (NEMUX). 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.


MEMUXNEMUXDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.65

-0.01

Sortino ratio

Return per unit of downside risk

0.93

0.95

-0.03

Omega ratio

Gain probability vs. loss probability

1.25

1.26

-0.01

Calmar ratio

Return relative to maximum drawdown

0.67

0.71

-0.03

Martin ratio

Return relative to average drawdown

2.55

2.43

+0.12

MEMUX vs. NEMUX - Sharpe Ratio Comparison

The current MEMUX Sharpe Ratio is 0.64, which is comparable to the NEMUX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of MEMUX and NEMUX, 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


MEMUXNEMUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.65

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

-0.12

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.19

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.36

+0.15

Correlation

The correlation between MEMUX and NEMUX is 0.77, 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

MEMUX vs. NEMUX - Dividend Comparison

MEMUX's dividend yield for the trailing twelve months is around 2.78%, less than NEMUX's 3.03% yield.


TTM20252024202320222021202020192018201720162015
MEMUX
Maine Municipal Fund
2.78%3.01%2.87%2.35%1.98%1.72%1.81%2.40%2.36%2.45%2.43%2.06%
NEMUX
Nebraska Municipal Fund
3.03%3.29%3.09%2.25%1.69%1.54%1.76%2.37%2.39%2.47%2.59%2.23%

Drawdowns

MEMUX vs. NEMUX - Drawdown Comparison

The maximum MEMUX drawdown since its inception was -14.47%, roughly equal to the maximum NEMUX drawdown of -14.88%. Use the drawdown chart below to compare losses from any high point for MEMUX and NEMUX.


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Drawdown Indicators


MEMUXNEMUXDifference

Max Drawdown

Largest peak-to-trough decline

-14.47%

-14.88%

+0.41%

Max Drawdown (1Y)

Largest decline over 1 year

-6.28%

-6.07%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-14.47%

-13.48%

-0.99%

Max Drawdown (10Y)

Largest decline over 10 years

-14.47%

-13.53%

-0.94%

Current Drawdown

Current decline from peak

-4.04%

-3.98%

-0.06%

Average Drawdown

Average peak-to-trough decline

-2.73%

-3.30%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

1.77%

-0.11%

Volatility

MEMUX vs. NEMUX - Volatility Comparison

Maine Municipal Fund (MEMUX) has a higher volatility of 0.94% compared to Nebraska Municipal Fund (NEMUX) at 0.87%. This indicates that MEMUX's price experiences larger fluctuations and is considered to be riskier than NEMUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEMUXNEMUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

0.87%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.54%

1.48%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

6.52%

6.32%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.21%

4.28%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.81%

3.76%

+0.05%