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NHMAX vs. HIMYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NHMAX vs. HIMYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen High Yield Municipal Bond Fund Class A (NHMAX) and Pioneer High Income Municipal Fund (HIMYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NHMAX achieves a 3.38% return, which is significantly higher than HIMYX's 1.51% return. Over the past 10 years, NHMAX has outperformed HIMYX with an annualized return of 3.34%, while HIMYX has yielded a comparatively lower 2.19% annualized return.


NHMAX

1D
0.07%
1M
2.51%
YTD
3.38%
6M
4.00%
1Y
9.06%
3Y*
4.70%
5Y*
0.76%
10Y*
3.34%

HIMYX

1D
0.36%
1M
1.77%
YTD
1.51%
6M
1.67%
1Y
2.78%
3Y*
2.68%
5Y*
-0.51%
10Y*
2.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NHMAX vs. HIMYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NHMAX
Nuveen High Yield Municipal Bond Fund Class A
3.38%2.51%5.36%6.96%-15.14%9.71%3.03%11.96%1.79%11.90%
HIMYX
Pioneer High Income Municipal Fund
1.51%-1.50%6.07%3.64%-13.08%6.69%1.85%9.56%4.15%8.33%

Correlation

The correlation between NHMAX and HIMYX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2006

0.67

The correlation between NHMAX and HIMYX shifts across timeframes, from 0.63 (1 year) to 0.73 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

NHMAX vs. HIMYX — Risk / Return Rank

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

NHMAX
NHMAX Risk / Return Rank: 5959
Overall Rank
NHMAX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
NHMAX Sortino Ratio Rank: 7474
Sortino Ratio Rank
NHMAX Omega Ratio Rank: 7979
Omega Ratio Rank
NHMAX Calmar Ratio Rank: 4949
Calmar Ratio Rank
NHMAX Martin Ratio Rank: 3636
Martin Ratio Rank

HIMYX
HIMYX Risk / Return Rank: 88
Overall Rank
HIMYX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
HIMYX Sortino Ratio Rank: 88
Sortino Ratio Rank
HIMYX Omega Ratio Rank: 99
Omega Ratio Rank
HIMYX Calmar Ratio Rank: 77
Calmar Ratio Rank
HIMYX Martin Ratio Rank: 77
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.

NHMAX vs. HIMYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen High Yield Municipal Bond Fund Class A (NHMAX) and Pioneer High Income Municipal Fund (HIMYX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NHMAXHIMYXDifference
Sharpe ratioReturn per unit of total volatility

+1.57

Sortino ratioReturn per unit of downside risk

+2.29

Omega ratioGain probability vs. loss probability

1.47

1.13

+0.34

Calmar ratioReturn relative to maximum drawdown

2.55

0.67

+1.89

Martin ratioReturn relative to average drawdown

7.58

1.69

+5.90

NHMAX vs. HIMYX - Sharpe Ratio Comparison

The current NHMAX Sharpe Ratio is 2.08, which is higher than the HIMYX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of NHMAX and HIMYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NHMAX vs. HIMYX - Drawdown Comparison

The maximum NHMAX drawdown since its inception was -45.60%, which is greater than HIMYX's maximum drawdown of -35.00%. Use the drawdown chart below to compare losses from any high point for NHMAX and HIMYX.


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Drawdown Indicators


NHMAXHIMYXDifference

Max Drawdown

Largest peak-to-trough decline

-45.60%

-35.00%

-10.60%

Max Drawdown (1Y)

Largest decline over 1 year

-3.58%

-4.22%

+0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-10.29%

-7.79%

-2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-21.65%

-19.32%

-2.33%

Max Drawdown (10Y)

Largest decline over 10 years

-22.22%

-19.32%

-2.90%

Current Drawdown

Current decline from peak

0.00%

-4.46%

+4.46%

Average Drawdown

Average peak-to-trough decline

-5.48%

-5.65%

+0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

1.66%

-0.46%

Volatility

NHMAX vs. HIMYX - Volatility Comparison

The current volatility for Nuveen High Yield Municipal Bond Fund Class A (NHMAX) is 1.10%, while Pioneer High Income Municipal Fund (HIMYX) has a volatility of 1.38%. This indicates that NHMAX experiences smaller price fluctuations and is considered to be less risky than HIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NHMAXHIMYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

1.38%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

3.10%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

5.47%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.83%

5.68%

+1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.69%

5.07%

+1.62%

NHMAX vs. HIMYX - Expense Ratio Comparison

NHMAX has a 2.00% expense ratio, which is higher than HIMYX's 0.55% expense ratio.


Dividends

NHMAX vs. HIMYX - Dividend Comparison

NHMAX's dividend yield for the trailing twelve months is around 5.40%, less than HIMYX's 8.68% yield.


PositionTTM20252024202320222021202020192018201720162015
HIMYX
Pioneer High Income Municipal Fund
8.68%8.63%5.32%4.97%3.88%3.71%3.96%5.35%5.20%5.00%5.66%5.65%
NHMAX
Nuveen High Yield Municipal Bond Fund Class A
5.40%5.84%5.54%7.10%5.41%4.49%4.83%4.77%5.26%5.20%5.61%5.39%

Frequently Asked Questions


NHMAX and HIMYX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIMYX has higher volatility (1.38%) compared to NHMAX (1.10%). In terms of maximum drawdown, NHMAX dropped -45.60% vs HIMYX's -35.00%.

NHMAX currently has the higher Sharpe Ratio (2.08 vs 0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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