NAD vs. VTI
Compare and contrast key facts about Nuveen Quality Municipal Income Fund (NAD) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016.
Performance
NAD vs. VTI - Performance Comparison
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NAD vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NAD Nuveen Quality Municipal Income Fund | -2.64% | 11.29% | 8.74% | 1.26% | -22.85% | 9.70% | 10.33% | 21.92% | -6.10% | 6.37% |
VTI Vanguard Total Stock Market ETF | -4.01% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Returns By Period
In the year-to-date period, NAD achieves a -2.64% return, which is significantly higher than VTI's -4.01% return. Over the past 10 years, NAD has underperformed VTI with an annualized return of 2.89%, while VTI has yielded a comparatively higher 13.60% annualized return.
NAD
- 1D
- 2.31%
- 1M
- -5.72%
- YTD
- -2.64%
- 6M
- 1.90%
- 1Y
- 7.58%
- 3Y*
- 6.52%
- 5Y*
- 0.20%
- 10Y*
- 2.89%
VTI
- 1D
- 2.93%
- 1M
- -5.00%
- YTD
- -4.01%
- 6M
- -1.66%
- 1Y
- 18.11%
- 3Y*
- 17.84%
- 5Y*
- 10.46%
- 10Y*
- 13.60%
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Return for Risk
NAD vs. VTI — Risk / Return Rank
NAD
VTI
NAD vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Quality Municipal Income Fund (NAD) and Vanguard Total Stock Market ETF (VTI). 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.
| NAD | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.96 | -0.28 |
Sortino ratioReturn per unit of downside risk | 0.96 | 1.48 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.52 | -0.47 |
Martin ratioReturn relative to average drawdown | 4.47 | 7.26 | -2.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NAD | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.96 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.60 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.75 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.48 | -0.11 |
Correlation
The correlation between NAD and VTI is 0.14, 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
NAD vs. VTI - Dividend Comparison
NAD's dividend yield for the trailing twelve months is around 7.57%, more than VTI's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NAD Nuveen Quality Municipal Income Fund | 7.57% | 7.37% | 6.63% | 4.13% | 5.58% | 4.43% | 4.41% | 4.40% | 5.37% | 5.42% | 6.05% | 5.96% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
NAD vs. VTI - Drawdown Comparison
The maximum NAD drawdown since its inception was -44.65%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for NAD and VTI.
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Drawdown Indicators
| NAD | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.65% | -55.45% | +10.80% |
Max Drawdown (1Y)Largest decline over 1 year | -8.08% | -12.30% | +4.22% |
Max Drawdown (5Y)Largest decline over 5 years | -35.58% | -25.36% | -10.22% |
Max Drawdown (10Y)Largest decline over 10 years | -35.58% | -35.00% | -0.58% |
Current DrawdownCurrent decline from peak | -8.44% | -6.25% | -2.19% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -8.08% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.58% | -0.68% |
Volatility
NAD vs. VTI - Volatility Comparison
Nuveen Quality Municipal Income Fund (NAD) has a higher volatility of 6.01% compared to Vanguard Total Stock Market ETF (VTI) at 5.45%. This indicates that NAD's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NAD | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 5.45% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 7.99% | 9.73% | -1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.32% | 19.01% | -7.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.31% | 17.42% | -6.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.84% | 18.29% | -6.45% |