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MMD vs. NAC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMD vs. NAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYLI MacKay DefinedTerm Muni Opportunities Fund (MMD) and Nuveen California Quality Municipal Income Fund (NAC). The values are adjusted to include any dividend payments, if applicable.

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MMD vs. NAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MMD
NYLI MacKay DefinedTerm Muni Opportunities Fund
1.14%4.54%-3.99%6.48%-21.94%4.74%8.78%13.25%3.91%14.50%
NAC
Nuveen California Quality Municipal Income Fund
0.49%13.09%8.67%4.47%-25.66%7.62%6.29%22.27%-6.23%6.79%

Returns By Period

In the year-to-date period, MMD achieves a 1.14% return, which is significantly higher than NAC's 0.49% return. Over the past 10 years, MMD has outperformed NAC with an annualized return of 2.38%, while NAC has yielded a comparatively lower 2.00% annualized return.


MMD

1D
2.27%
1M
-4.40%
YTD
1.14%
6M
0.60%
1Y
3.43%
3Y*
-0.49%
5Y*
-3.02%
10Y*
2.38%

NAC

1D
2.19%
1M
-2.80%
YTD
0.49%
6M
5.14%
1Y
11.94%
3Y*
8.71%
5Y*
0.71%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MMD vs. NAC - Expense Ratio Comparison

MMD has a 0.03% expense ratio, which is lower than NAC's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

MMD vs. NAC — Risk / Return Rank

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

MMD
MMD Risk / Return Rank: 1313
Overall Rank
MMD Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MMD Sortino Ratio Rank: 1212
Sortino Ratio Rank
MMD Omega Ratio Rank: 1010
Omega Ratio Rank
MMD Calmar Ratio Rank: 1616
Calmar Ratio Rank
MMD Martin Ratio Rank: 1414
Martin Ratio Rank

NAC
NAC Risk / Return Rank: 7171
Overall Rank
NAC Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NAC Sortino Ratio Rank: 7676
Sortino Ratio Rank
NAC Omega Ratio Rank: 6868
Omega Ratio Rank
NAC Calmar Ratio Rank: 7272
Calmar Ratio Rank
NAC Martin Ratio Rank: 6363
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.

MMD vs. NAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NYLI MacKay DefinedTerm Muni Opportunities Fund (MMD) and Nuveen California Quality Municipal Income Fund (NAC). 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.


MMDNACDifference

Sharpe ratio

Return per unit of total volatility

0.37

1.34

-0.97

Sortino ratio

Return per unit of downside risk

0.58

1.91

-1.33

Omega ratio

Gain probability vs. loss probability

1.07

1.26

-0.19

Calmar ratio

Return relative to maximum drawdown

0.48

1.70

-1.22

Martin ratio

Return relative to average drawdown

1.36

6.04

-4.68

MMD vs. NAC - Sharpe Ratio Comparison

The current MMD Sharpe Ratio is 0.37, which is lower than the NAC Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of MMD and NAC, 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


MMDNACDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

1.34

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.07

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.16

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.37

-0.10

Correlation

The correlation between MMD and NAC is 0.37, 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

MMD vs. NAC - Dividend Comparison

MMD's dividend yield for the trailing twelve months is around 4.95%, less than NAC's 7.57% yield.


TTM20252024202320222021202020192018201720162015
MMD
NYLI MacKay DefinedTerm Muni Opportunities Fund
4.95%4.84%4.82%5.26%6.35%4.68%4.68%4.85%5.38%5.45%6.16%6.25%
NAC
Nuveen California Quality Municipal Income Fund
7.57%7.47%6.63%4.03%5.47%4.18%4.17%4.38%5.34%5.54%6.25%6.05%

Drawdowns

MMD vs. NAC - Drawdown Comparison

The maximum MMD drawdown since its inception was -30.12%, smaller than the maximum NAC drawdown of -46.41%. Use the drawdown chart below to compare losses from any high point for MMD and NAC.


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Drawdown Indicators


MMDNACDifference

Max Drawdown

Largest peak-to-trough decline

-30.12%

-46.41%

+16.29%

Max Drawdown (1Y)

Largest decline over 1 year

-7.41%

-7.32%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-30.12%

-36.31%

+6.19%

Max Drawdown (10Y)

Largest decline over 10 years

-30.12%

-36.31%

+6.19%

Current Drawdown

Current decline from peak

-19.05%

-5.72%

-13.33%

Average Drawdown

Average peak-to-trough decline

-9.05%

-8.44%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.06%

+0.57%

Volatility

MMD vs. NAC - Volatility Comparison

NYLI MacKay DefinedTerm Muni Opportunities Fund (MMD) and Nuveen California Quality Municipal Income Fund (NAC) have volatilities of 3.80% and 3.62%, 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


MMDNACDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

3.62%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

5.68%

5.75%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

9.38%

8.99%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.43%

10.75%

+2.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.90%

12.27%

+1.63%