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MFM vs. NZF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MFM vs. NZF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Municipal Income Trust (MFM) and Nuveen Municipal Credit Income Fund (NZF). The values are adjusted to include any dividend payments, if applicable.

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MFM vs. NZF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFM
MFS Municipal Income Trust
0.58%6.95%8.35%4.11%-22.63%9.45%-0.87%20.83%-5.56%9.45%
NZF
Nuveen Municipal Credit Income Fund
-1.35%11.78%10.09%2.49%-25.53%11.19%3.58%28.33%-6.79%14.48%

Returns By Period

In the year-to-date period, MFM achieves a 0.58% return, which is significantly higher than NZF's -1.35% return. Over the past 10 years, MFM has underperformed NZF with an annualized return of 2.01%, while NZF has yielded a comparatively higher 3.66% annualized return.


MFM

1D
3.26%
1M
-3.15%
YTD
0.58%
6M
2.68%
1Y
7.30%
3Y*
5.22%
5Y*
-0.19%
10Y*
2.01%

NZF

1D
2.61%
1M
-5.35%
YTD
-1.35%
6M
0.69%
1Y
7.63%
3Y*
7.56%
5Y*
0.18%
10Y*
3.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MFM vs. NZF — Risk / Return Rank

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

MFM
MFM Risk / Return Rank: 6161
Overall Rank
MFM Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
MFM Sortino Ratio Rank: 5555
Sortino Ratio Rank
MFM Omega Ratio Rank: 5454
Omega Ratio Rank
MFM Calmar Ratio Rank: 6464
Calmar Ratio Rank
MFM Martin Ratio Rank: 6666
Martin Ratio Rank

NZF
NZF Risk / Return Rank: 3131
Overall Rank
NZF Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
NZF Sortino Ratio Rank: 2626
Sortino Ratio Rank
NZF Omega Ratio Rank: 2424
Omega Ratio Rank
NZF Calmar Ratio Rank: 4242
Calmar Ratio Rank
NZF Martin Ratio Rank: 3434
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.

MFM vs. NZF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Municipal Income Trust (MFM) and Nuveen Municipal Credit Income Fund (NZF). 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.


MFMNZFDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.66

-0.02

Sortino ratio

Return per unit of downside risk

0.98

1.01

-0.02

Omega ratio

Gain probability vs. loss probability

1.13

1.13

-0.01

Calmar ratio

Return relative to maximum drawdown

1.00

1.09

-0.08

Martin ratio

Return relative to average drawdown

2.72

3.61

-0.89

MFM vs. NZF - Sharpe Ratio Comparison

The current MFM Sharpe Ratio is 0.65, which is comparable to the NZF Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of MFM and NZF, 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


MFMNZFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.66

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.01

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

0.28

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.36

-0.16

Correlation

The correlation between MFM and NZF is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MFM vs. NZF - Dividend Comparison

MFM's dividend yield for the trailing twelve months is around 5.26%, less than NZF's 7.83% yield.


TTM20252024202320222021202020192018201720162015
MFM
MFS Municipal Income Trust
5.26%5.08%4.65%4.12%4.85%4.34%4.70%4.71%5.91%5.61%5.72%5.76%
NZF
Nuveen Municipal Credit Income Fund
7.83%7.58%6.84%4.51%5.80%4.63%4.74%4.82%6.05%5.86%6.26%5.50%

Drawdowns

MFM vs. NZF - Drawdown Comparison

The maximum MFM drawdown since its inception was -54.24%, which is greater than NZF's maximum drawdown of -48.55%. Use the drawdown chart below to compare losses from any high point for MFM and NZF.


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Drawdown Indicators


MFMNZFDifference

Max Drawdown

Largest peak-to-trough decline

-54.24%

-48.55%

-5.69%

Max Drawdown (1Y)

Largest decline over 1 year

-7.26%

-8.18%

+0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-34.39%

-37.42%

+3.03%

Max Drawdown (10Y)

Largest decline over 10 years

-34.39%

-37.42%

+3.03%

Current Drawdown

Current decline from peak

-9.50%

-8.18%

-1.32%

Average Drawdown

Average peak-to-trough decline

-8.95%

-7.79%

-1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.46%

+0.22%

Volatility

MFM vs. NZF - Volatility Comparison

MFS Municipal Income Trust (MFM) and Nuveen Municipal Credit Income Fund (NZF) have volatilities of 4.49% and 4.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MFMNZFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

4.70%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

7.85%

7.66%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

11.34%

11.63%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

12.22%

+1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

13.02%

+1.82%