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NHMRX vs. NMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NHMRX vs. NMI - Performance Comparison

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

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Returns By Period

In the year-to-date period, NHMRX achieves a 0.65% return, which is significantly lower than NMI's 4.19% return. Over the past 10 years, NHMRX has outperformed NMI with an annualized return of 3.78%, while NMI has yielded a comparatively lower 2.13% annualized return.


NHMRX

1D
0.14%
1M
-0.78%
YTD
0.65%
6M
2.42%
1Y
2.22%
3Y*
4.44%
5Y*
1.48%
10Y*
3.78%

NMI

1D
-1.25%
1M
2.90%
YTD
4.19%
6M
4.91%
1Y
9.73%
3Y*
7.63%
5Y*
1.78%
10Y*
2.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NHMRX vs. NMI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NHMRX
Nuveen High Yield Municipal Bond Fund
0.65%3.24%5.62%7.31%-14.96%10.37%3.25%12.59%2.06%12.10%
NMI
Nuveen Municipal Income Fund, Inc.
4.19%10.52%7.03%1.90%-15.09%3.86%4.70%16.02%-8.07%7.49%

Correlation

The correlation between NHMRX and NMI is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.


NHMRX vs. NMI - Expense Ratio Comparison

NHMRX has a 0.52% expense ratio, which is lower than NMI's 0.72% expense ratio.


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Return for Risk

NHMRX vs. NMI — Risk / Return Rank

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

NHMRX
NHMRX Risk / Return Rank: 1111
Overall Rank
NHMRX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
NHMRX Sortino Ratio Rank: 1010
Sortino Ratio Rank
NHMRX Omega Ratio Rank: 1414
Omega Ratio Rank
NHMRX Calmar Ratio Rank: 1010
Calmar Ratio Rank
NHMRX Martin Ratio Rank: 99
Martin Ratio Rank

NMI
NMI Risk / Return Rank: 2424
Overall Rank
NMI Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
NMI Sortino Ratio Rank: 3131
Sortino Ratio Rank
NMI Omega Ratio Rank: 3030
Omega Ratio Rank
NMI Calmar Ratio Rank: 2424
Calmar Ratio Rank
NMI Martin Ratio Rank: 1313
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. NMI - Risk-Adjusted Trends Comparison

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


NHMRXNMIDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.70

-0.26

Sortino ratio

Return per unit of downside risk

0.63

1.25

-0.63

Omega ratio

Gain probability vs. loss probability

1.12

1.18

-0.06

Calmar ratio

Return relative to maximum drawdown

0.50

1.00

-0.50

Martin ratio

Return relative to average drawdown

1.21

2.02

-0.81

NHMRX vs. NMI - Sharpe Ratio Comparison

The current NHMRX Sharpe Ratio is 0.44, which is lower than the NMI Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of NHMRX and NMI, 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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Sharpe Ratios by Period


NHMRXNMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.70

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.13

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.15

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.33

+0.55

Drawdowns

NHMRX vs. NMI - Drawdown Comparison

The maximum NHMRX drawdown since its inception was -45.45%, which is greater than NMI's maximum drawdown of -28.92%. Use the drawdown chart below to compare losses from any high point for NHMRX and NMI.


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Drawdown Indicators


NHMRXNMIDifference

Max Drawdown

Largest peak-to-trough decline

-45.45%

-28.92%

-16.53%

Max Drawdown (1Y)

Largest decline over 1 year

-7.92%

-8.71%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-21.52%

-28.92%

+7.40%

Max Drawdown (10Y)

Largest decline over 10 years

-22.22%

-28.92%

+6.70%

Current Drawdown

Current decline from peak

-1.87%

-2.11%

+0.24%

Average Drawdown

Average peak-to-trough decline

-5.35%

-5.93%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

4.31%

-1.02%

Volatility

NHMRX vs. NMI - Volatility Comparison

The current volatility for Nuveen High Yield Municipal Bond Fund (NHMRX) is 1.80%, while Nuveen Municipal Income Fund, Inc. (NMI) has a volatility of 5.96%. This indicates that NHMRX experiences smaller price fluctuations and is considered to be less risky than NMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NHMRXNMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

5.96%

-4.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

7.55%

-4.82%

Volatility (1Y)

Calculated over the trailing 1-year period

8.00%

12.18%

-4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.81%

13.59%

-6.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.71%

14.60%

-7.89%

Dividends

NHMRX vs. NMI - Dividend Comparison

NHMRX's dividend yield for the trailing twelve months is around 6.17%, more than NMI's 4.46% yield.


TTM20252024202320222021202020192018201720162015
NHMRX
Nuveen High Yield Municipal Bond Fund
6.17%6.54%5.79%7.34%5.64%5.09%5.03%5.39%5.47%5.38%5.88%5.60%
NMI
Nuveen Municipal Income Fund, Inc.
4.46%4.59%4.63%4.04%3.51%3.22%3.53%4.15%5.12%4.21%4.45%4.28%