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NHMRX vs. MISHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NHMRX vs. MISHX - Performance Comparison

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

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NHMRX vs. MISHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NHMRX
Nuveen High Yield Municipal Bond Fund
0.08%3.24%5.62%7.31%-14.96%10.37%3.25%12.59%2.06%12.10%
MISHX
AB Municipal Income Shares
-0.28%6.41%5.29%6.24%-12.77%6.81%6.22%11.52%0.80%9.59%

Returns By Period

In the year-to-date period, NHMRX achieves a 0.08% return, which is significantly higher than MISHX's -0.28% return. Both investments have delivered pretty close results over the past 10 years, with NHMRX having a 3.73% annualized return and MISHX not far behind at 3.67%.


NHMRX

1D
0.84%
1M
-2.02%
YTD
0.08%
6M
1.84%
1Y
2.82%
3Y*
4.31%
5Y*
1.37%
10Y*
3.73%

MISHX

1D
0.36%
1M
-2.13%
YTD
-0.28%
6M
1.03%
1Y
3.93%
3Y*
4.92%
5Y*
1.71%
10Y*
3.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NHMRX vs. MISHX - Expense Ratio Comparison

NHMRX has a 0.52% expense ratio, which is higher than MISHX's 0.00% expense ratio.


Return for Risk

NHMRX vs. MISHX — Risk / Return Rank

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

NHMRX
NHMRX Risk / Return Rank: 1515
Overall Rank
NHMRX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
NHMRX Sortino Ratio Rank: 1212
Sortino Ratio Rank
NHMRX Omega Ratio Rank: 1717
Omega Ratio Rank
NHMRX Calmar Ratio Rank: 1818
Calmar Ratio Rank
NHMRX Martin Ratio Rank: 1414
Martin Ratio Rank

MISHX
MISHX Risk / Return Rank: 3434
Overall Rank
MISHX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MISHX Sortino Ratio Rank: 2727
Sortino Ratio Rank
MISHX Omega Ratio Rank: 4949
Omega Ratio Rank
MISHX Calmar Ratio Rank: 3434
Calmar Ratio Rank
MISHX Martin Ratio Rank: 2828
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.

NHMRX vs. MISHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen High Yield Municipal Bond Fund (NHMRX) and AB Municipal Income Shares (MISHX). 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.


NHMRXMISHXDifference

Sharpe ratio

Return per unit of total volatility

0.43

0.79

-0.36

Sortino ratio

Return per unit of downside risk

0.61

1.09

-0.48

Omega ratio

Gain probability vs. loss probability

1.12

1.22

-0.10

Calmar ratio

Return relative to maximum drawdown

0.60

1.00

-0.41

Martin ratio

Return relative to average drawdown

1.44

3.23

-1.79

NHMRX vs. MISHX - Sharpe Ratio Comparison

The current NHMRX Sharpe Ratio is 0.43, which is lower than the MISHX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of NHMRX and MISHX, 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


NHMRXMISHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

0.79

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.35

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.71

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.90

-0.03

Correlation

The correlation between NHMRX and MISHX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NHMRX vs. MISHX - Dividend Comparison

NHMRX's dividend yield for the trailing twelve months is around 6.20%, more than MISHX's 4.83% yield.


TTM20252024202320222021202020192018201720162015
NHMRX
Nuveen High Yield Municipal Bond Fund
6.20%6.54%5.79%7.34%5.64%5.09%5.03%5.39%5.47%5.38%5.88%5.60%
MISHX
AB Municipal Income Shares
4.83%6.23%4.80%3.23%3.75%2.77%3.56%3.98%3.77%3.78%4.25%4.38%

Drawdowns

NHMRX vs. MISHX - Drawdown Comparison

The maximum NHMRX drawdown since its inception was -45.45%, which is greater than MISHX's maximum drawdown of -19.03%. Use the drawdown chart below to compare losses from any high point for NHMRX and MISHX.


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Drawdown Indicators


NHMRXMISHXDifference

Max Drawdown

Largest peak-to-trough decline

-45.45%

-19.03%

-26.42%

Max Drawdown (1Y)

Largest decline over 1 year

-7.92%

-5.34%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-21.52%

-18.20%

-3.32%

Max Drawdown (10Y)

Largest decline over 10 years

-22.22%

-19.03%

-3.19%

Current Drawdown

Current decline from peak

-2.42%

-2.47%

+0.05%

Average Drawdown

Average peak-to-trough decline

-5.35%

-3.44%

-1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

1.65%

+1.63%

Volatility

NHMRX vs. MISHX - Volatility Comparison

Nuveen High Yield Municipal Bond Fund (NHMRX) has a higher volatility of 1.87% compared to AB Municipal Income Shares (MISHX) at 1.29%. This indicates that NHMRX's price experiences larger fluctuations and is considered to be riskier than MISHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NHMRXMISHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.87%

1.29%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

2.02%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

8.04%

5.64%

+2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.81%

4.95%

+1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.71%

5.17%

+1.54%