PortfoliosLab logoPortfoliosLab logo
NCA vs. FCTFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NCA vs. FCTFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen California Municipal Value Fund (NCA) and Fidelity California Municipal Income Fund (FCTFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NCA vs. FCTFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NCA
Nuveen California Municipal Value Fund
5.80%10.27%-1.92%10.39%-13.57%-3.51%4.62%21.08%-7.38%2.94%
FCTFX
Fidelity California Municipal Income Fund
-1.07%5.75%1.89%6.53%-9.64%1.39%4.50%7.63%0.68%5.81%

Returns By Period

In the year-to-date period, NCA achieves a 5.80% return, which is significantly higher than FCTFX's -1.07% return. Over the past 10 years, NCA has outperformed FCTFX with an annualized return of 2.21%, while FCTFX has yielded a comparatively lower 2.02% annualized return.


NCA

1D
1.41%
1M
-2.18%
YTD
5.80%
6M
7.44%
1Y
12.81%
3Y*
6.25%
5Y*
2.03%
10Y*
2.21%

FCTFX

1D
0.16%
1M
-3.26%
YTD
-1.07%
6M
0.59%
1Y
4.27%
3Y*
3.38%
5Y*
0.96%
10Y*
2.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NCA vs. FCTFX - Expense Ratio Comparison

NCA has a 0.03% expense ratio, which is lower than FCTFX's 0.45% expense ratio.


Return for Risk

NCA vs. FCTFX — Risk / Return Rank

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

NCA
NCA Risk / Return Rank: 5757
Overall Rank
NCA Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
NCA Sortino Ratio Rank: 6060
Sortino Ratio Rank
NCA Omega Ratio Rank: 4444
Omega Ratio Rank
NCA Calmar Ratio Rank: 7373
Calmar Ratio Rank
NCA Martin Ratio Rank: 5555
Martin Ratio Rank

FCTFX
FCTFX Risk / Return Rank: 5353
Overall Rank
FCTFX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FCTFX Sortino Ratio Rank: 5151
Sortino Ratio Rank
FCTFX Omega Ratio Rank: 7676
Omega Ratio Rank
FCTFX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FCTFX Martin Ratio Rank: 3737
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.

NCA vs. FCTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen California Municipal Value Fund (NCA) and Fidelity California Municipal Income Fund (FCTFX). 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.


NCAFCTFXDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.04

-0.02

Sortino ratio

Return per unit of downside risk

1.59

1.40

+0.19

Omega ratio

Gain probability vs. loss probability

1.20

1.29

-0.09

Calmar ratio

Return relative to maximum drawdown

1.73

1.08

+0.65

Martin ratio

Return relative to average drawdown

5.39

3.87

+1.52

NCA vs. FCTFX - Sharpe Ratio Comparison

The current NCA Sharpe Ratio is 1.02, which is comparable to the FCTFX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of NCA and FCTFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NCAFCTFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.04

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.25

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.50

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

1.12

-0.87

Correlation

The correlation between NCA and FCTFX is 0.16, 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

NCA vs. FCTFX - Dividend Comparison

NCA's dividend yield for the trailing twelve months is around 3.72%, more than FCTFX's 3.01% yield.


TTM20252024202320222021202020192018201720162015
NCA
Nuveen California Municipal Value Fund
3.72%3.89%4.12%3.88%3.66%3.02%2.98%3.21%3.79%5.33%4.36%4.34%
FCTFX
Fidelity California Municipal Income Fund
3.01%3.86%2.85%2.67%1.67%2.28%2.79%2.84%3.01%3.53%3.52%3.03%

Drawdowns

NCA vs. FCTFX - Drawdown Comparison

The maximum NCA drawdown since its inception was -37.14%, which is greater than FCTFX's maximum drawdown of -23.20%. Use the drawdown chart below to compare losses from any high point for NCA and FCTFX.


Loading graphics...

Drawdown Indicators


NCAFCTFXDifference

Max Drawdown

Largest peak-to-trough decline

-37.14%

-23.20%

-13.94%

Max Drawdown (1Y)

Largest decline over 1 year

-7.55%

-5.00%

-2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-22.97%

-14.01%

-8.96%

Max Drawdown (10Y)

Largest decline over 10 years

-22.97%

-14.01%

-8.96%

Current Drawdown

Current decline from peak

-2.79%

-3.26%

+0.47%

Average Drawdown

Average peak-to-trough decline

-8.12%

-2.44%

-5.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

1.39%

+1.03%

Volatility

NCA vs. FCTFX - Volatility Comparison

Nuveen California Municipal Value Fund (NCA) has a higher volatility of 6.30% compared to Fidelity California Municipal Income Fund (FCTFX) at 1.17%. This indicates that NCA's price experiences larger fluctuations and is considered to be riskier than FCTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NCAFCTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

1.17%

+5.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.42%

1.77%

+8.65%

Volatility (1Y)

Calculated over the trailing 1-year period

12.65%

4.99%

+7.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.09%

3.92%

+8.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.38%

4.04%

+8.34%