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NDMO vs. HYMB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NDMO vs. HYMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Dynamic Municipal Opportunities Fund (NDMO) and SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB). The values are adjusted to include any dividend payments, if applicable.

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NDMO vs. HYMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NDMO
Nuveen Dynamic Municipal Opportunities Fund
4.14%8.21%8.31%7.25%-35.45%12.12%5.29%
HYMB
SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF
0.82%2.04%5.52%7.73%-15.54%5.16%4.38%

Returns By Period

In the year-to-date period, NDMO achieves a 4.14% return, which is significantly higher than HYMB's 0.82% return.


NDMO

1D
0.19%
1M
-2.69%
YTD
4.14%
6M
1.96%
1Y
7.87%
3Y*
6.49%
5Y*
-1.80%
10Y*

HYMB

1D
0.64%
1M
-1.35%
YTD
0.82%
6M
2.23%
1Y
2.88%
3Y*
4.34%
5Y*
0.49%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NDMO vs. HYMB — Risk / Return Rank

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

NDMO
NDMO Risk / Return Rank: 6060
Overall Rank
NDMO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
NDMO Sortino Ratio Rank: 5454
Sortino Ratio Rank
NDMO Omega Ratio Rank: 5454
Omega Ratio Rank
NDMO Calmar Ratio Rank: 6363
Calmar Ratio Rank
NDMO Martin Ratio Rank: 6666
Martin Ratio Rank

HYMB
HYMB Risk / Return Rank: 2525
Overall Rank
HYMB Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
HYMB Sortino Ratio Rank: 2121
Sortino Ratio Rank
HYMB Omega Ratio Rank: 2727
Omega Ratio Rank
HYMB Calmar Ratio Rank: 2828
Calmar Ratio Rank
HYMB Martin Ratio Rank: 2424
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.

NDMO vs. HYMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Dynamic Municipal Opportunities Fund (NDMO) and SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB). 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.


NDMOHYMBDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.49

+0.15

Sortino ratio

Return per unit of downside risk

0.98

0.61

+0.37

Omega ratio

Gain probability vs. loss probability

1.13

1.12

+0.01

Calmar ratio

Return relative to maximum drawdown

1.04

0.71

+0.33

Martin ratio

Return relative to average drawdown

2.88

1.74

+1.14

NDMO vs. HYMB - Sharpe Ratio Comparison

The current NDMO Sharpe Ratio is 0.64, which is higher than the HYMB Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of NDMO and HYMB, 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


NDMOHYMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.49

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

0.07

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.44

-0.44

Correlation

The correlation between NDMO and HYMB is 0.36, 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

NDMO vs. HYMB - Dividend Comparison

NDMO's dividend yield for the trailing twelve months is around 7.22%, more than HYMB's 4.59% yield.


TTM20252024202320222021202020192018201720162015
NDMO
Nuveen Dynamic Municipal Opportunities Fund
7.22%7.38%7.43%7.80%9.24%5.52%1.46%0.00%0.00%0.00%0.00%0.00%
HYMB
SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF
4.59%4.55%4.29%4.07%3.77%3.19%3.55%3.95%4.03%3.78%4.08%4.54%

Drawdowns

NDMO vs. HYMB - Drawdown Comparison

The maximum NDMO drawdown since its inception was -42.54%, which is greater than HYMB's maximum drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for NDMO and HYMB.


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Drawdown Indicators


NDMOHYMBDifference

Max Drawdown

Largest peak-to-trough decline

-42.54%

-29.57%

-12.97%

Max Drawdown (1Y)

Largest decline over 1 year

-7.77%

-5.07%

-2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-42.54%

-20.15%

-22.39%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-19.11%

-1.57%

-17.54%

Average Drawdown

Average peak-to-trough decline

-21.54%

-3.84%

-17.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.06%

+0.75%

Volatility

NDMO vs. HYMB - Volatility Comparison

Nuveen Dynamic Municipal Opportunities Fund (NDMO) has a higher volatility of 6.18% compared to SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB) at 2.21%. This indicates that NDMO's price experiences larger fluctuations and is considered to be riskier than HYMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NDMOHYMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

2.21%

+3.97%

Volatility (6M)

Calculated over the trailing 6-month period

8.19%

2.95%

+5.24%

Volatility (1Y)

Calculated over the trailing 1-year period

12.30%

5.95%

+6.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

6.63%

+9.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.75%

11.34%

+4.41%