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MMU vs. NVG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMU vs. NVG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Managed Municipals Fund Inc (MMU) and Nuveen AMT-Free Municipal Credit Income Fund (NVG). The values are adjusted to include any dividend payments, if applicable.

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MMU vs. NVG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MMU
Western Asset Managed Municipals Fund Inc
0.03%9.19%6.58%5.63%-19.58%5.83%0.71%10.08%-4.55%8.30%
NVG
Nuveen AMT-Free Municipal Credit Income Fund
-0.81%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, MMU achieves a 0.03% return, which is significantly higher than NVG's -0.81% return. Over the past 10 years, MMU has underperformed NVG with an annualized return of 1.38%, while NVG has yielded a comparatively higher 3.74% annualized return.


MMU

1D
3.11%
1M
-2.96%
YTD
0.03%
6M
2.59%
1Y
6.56%
3Y*
6.02%
5Y*
0.40%
10Y*
1.38%

NVG

1D
2.84%
1M
-6.72%
YTD
-0.81%
6M
4.12%
1Y
7.56%
3Y*
8.43%
5Y*
-0.35%
10Y*
3.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MMU vs. NVG — Risk / Return Rank

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

MMU
MMU Risk / Return Rank: 2929
Overall Rank
MMU Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
MMU Sortino Ratio Rank: 2828
Sortino Ratio Rank
MMU Omega Ratio Rank: 2424
Omega Ratio Rank
MMU Calmar Ratio Rank: 3434
Calmar Ratio Rank
MMU Martin Ratio Rank: 2727
Martin Ratio Rank

NVG
NVG Risk / Return Rank: 6161
Overall Rank
NVG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
NVG Sortino Ratio Rank: 5555
Sortino Ratio Rank
NVG Omega Ratio Rank: 5757
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.

MMU vs. NVG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Managed Municipals Fund Inc (MMU) 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.


MMUNVGDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.66

+0.06

Sortino ratio

Return per unit of downside risk

1.09

0.95

+0.13

Omega ratio

Gain probability vs. loss probability

1.14

1.14

0.00

Calmar ratio

Return relative to maximum drawdown

0.95

0.82

+0.14

Martin ratio

Return relative to average drawdown

3.03

2.68

+0.35

MMU vs. NVG - Sharpe Ratio Comparison

The current MMU Sharpe Ratio is 0.72, which is comparable to the NVG Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of MMU 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


MMUNVGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.66

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

-0.03

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.29

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.39

-0.01

Correlation

The correlation between MMU and NVG 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

MMU vs. NVG - Dividend Comparison

MMU's dividend yield for the trailing twelve months is around 6.36%, less than NVG's 7.69% yield.


TTM20252024202320222021202020192018201720162015
MMU
Western Asset Managed Municipals Fund Inc
6.36%6.26%6.16%4.36%4.65%3.88%4.21%4.96%5.68%5.37%5.67%5.50%
NVG
Nuveen AMT-Free Municipal Credit Income Fund
7.69%7.49%6.74%4.45%6.18%4.69%5.24%4.94%6.07%5.67%6.17%5.46%

Drawdowns

MMU vs. NVG - Drawdown Comparison

The maximum MMU drawdown since its inception was -34.51%, smaller than the maximum NVG drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for MMU and NVG.


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Drawdown Indicators


MMUNVGDifference

Max Drawdown

Largest peak-to-trough decline

-34.51%

-41.72%

+7.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.54%

-10.44%

+2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-31.89%

-40.58%

+8.69%

Max Drawdown (10Y)

Largest decline over 10 years

-34.51%

-40.58%

+6.07%

Current Drawdown

Current decline from peak

-6.98%

-10.57%

+3.59%

Average Drawdown

Average peak-to-trough decline

-6.84%

-7.92%

+1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

3.18%

-0.81%

Volatility

MMU vs. NVG - Volatility Comparison

The current volatility for Western Asset Managed Municipals Fund Inc (MMU) is 4.77%, while Nuveen AMT-Free Municipal Credit Income Fund (NVG) has a volatility of 5.12%. This indicates that MMU 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


MMUNVGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

5.12%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

6.12%

7.38%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

9.22%

11.58%

-2.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.63%

12.88%

-2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.02%

12.79%

+0.23%