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NEA vs. VYM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEA vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen AMT-Free Quality Municipal Income Fund (NEA) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

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NEA vs. VYM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEA
Nuveen AMT-Free Quality Municipal Income Fund
-0.17%11.31%9.50%0.75%-23.32%8.16%10.07%22.42%-5.72%8.77%
VYM
Vanguard High Dividend Yield ETF
3.69%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%16.42%

Returns By Period

In the year-to-date period, NEA achieves a -0.17% return, which is significantly lower than VYM's 3.69% return. Over the past 10 years, NEA has underperformed VYM with an annualized return of 3.17%, while VYM has yielded a comparatively higher 11.22% annualized return.


NEA

1D
1.60%
1M
-3.55%
YTD
-0.17%
6M
3.40%
1Y
9.39%
3Y*
7.48%
5Y*
0.39%
10Y*
3.17%

VYM

1D
-0.10%
1M
-4.02%
YTD
3.69%
6M
6.19%
1Y
17.89%
3Y*
15.17%
5Y*
11.02%
10Y*
11.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NEA vs. VYM — Risk / Return Rank

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

NEA
NEA Risk / Return Rank: 6666
Overall Rank
NEA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NEA Sortino Ratio Rank: 6060
Sortino Ratio Rank
NEA Omega Ratio Rank: 6262
Omega Ratio Rank
NEA Calmar Ratio Rank: 6565
Calmar Ratio Rank
NEA Martin Ratio Rank: 7676
Martin Ratio Rank

VYM
VYM Risk / Return Rank: 6565
Overall Rank
VYM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 6565
Sortino Ratio Rank
VYM Omega Ratio Rank: 6868
Omega Ratio Rank
VYM Calmar Ratio Rank: 5959
Calmar Ratio Rank
VYM 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.

NEA vs. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen AMT-Free Quality Municipal Income Fund (NEA) and Vanguard High Dividend Yield ETF (VYM). 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.


NEAVYMDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.19

-0.36

Sortino ratio

Return per unit of downside risk

1.20

1.70

-0.50

Omega ratio

Gain probability vs. loss probability

1.17

1.26

-0.08

Calmar ratio

Return relative to maximum drawdown

1.16

1.56

-0.40

Martin ratio

Return relative to average drawdown

4.81

6.86

-2.04

NEA vs. VYM - Sharpe Ratio Comparison

The current NEA Sharpe Ratio is 0.83, which is lower than the VYM Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of NEA and VYM, 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


NEAVYMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.19

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.79

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.69

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.49

-0.18

Correlation

The correlation between NEA and VYM is 0.13, 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

NEA vs. VYM - Dividend Comparison

NEA's dividend yield for the trailing twelve months is around 7.37%, more than VYM's 2.37% yield.


TTM20252024202320222021202020192018201720162015
NEA
Nuveen AMT-Free Quality Municipal Income Fund
7.37%7.36%6.63%3.95%5.49%4.50%4.45%4.46%5.40%5.33%5.70%5.71%
VYM
Vanguard High Dividend Yield ETF
2.37%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%

Drawdowns

NEA vs. VYM - Drawdown Comparison

The maximum NEA drawdown since its inception was -43.83%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for NEA and VYM.


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Drawdown Indicators


NEAVYMDifference

Max Drawdown

Largest peak-to-trough decline

-43.83%

-56.98%

+13.15%

Max Drawdown (1Y)

Largest decline over 1 year

-8.37%

-11.32%

+2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-36.57%

-15.84%

-20.73%

Max Drawdown (10Y)

Largest decline over 10 years

-36.57%

-35.21%

-1.36%

Current Drawdown

Current decline from peak

-7.17%

-4.91%

-2.26%

Average Drawdown

Average peak-to-trough decline

-8.03%

-7.25%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.57%

-0.54%

Volatility

NEA vs. VYM - Volatility Comparison

Nuveen AMT-Free Quality Municipal Income Fund (NEA) has a higher volatility of 5.19% compared to Vanguard High Dividend Yield ETF (VYM) at 3.60%. This indicates that NEA's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEAVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

3.60%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

7.19%

7.96%

-0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

11.41%

15.14%

-3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.19%

13.97%

-2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.68%

16.33%

-4.65%