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NIM vs. MHF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NIM vs. MHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Select Maturities Municipal Fund (NIM) and Western Asset Municipal High Income Fund Inc (MHF). The values are adjusted to include any dividend payments, if applicable.

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NIM vs. MHF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NIM
Nuveen Select Maturities Municipal Fund
2.42%10.88%2.74%0.75%-12.95%2.95%5.44%12.77%-0.49%5.40%
MHF
Western Asset Municipal High Income Fund Inc
2.39%7.18%11.99%4.53%-17.68%10.42%3.00%13.93%-2.27%7.54%

Returns By Period

The year-to-date returns for both stocks are quite close, with NIM having a 2.42% return and MHF slightly lower at 2.39%. Over the past 10 years, NIM has underperformed MHF with an annualized return of 2.14%, while MHF has yielded a comparatively higher 2.65% annualized return.


NIM

1D
1.94%
1M
-2.03%
YTD
2.42%
6M
3.94%
1Y
5.17%
3Y*
4.61%
5Y*
0.77%
10Y*
2.14%

MHF

1D
4.20%
1M
0.22%
YTD
2.39%
6M
-1.14%
1Y
-0.66%
3Y*
6.79%
5Y*
2.18%
10Y*
2.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NIM vs. MHF - Expense Ratio Comparison

NIM has a 0.03% expense ratio, which is lower than MHF's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

NIM vs. MHF — Risk / Return Rank

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

NIM
NIM Risk / Return Rank: 2424
Overall Rank
NIM Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
NIM Sortino Ratio Rank: 1717
Sortino Ratio Rank
NIM Omega Ratio Rank: 1515
Omega Ratio Rank
NIM Calmar Ratio Rank: 3939
Calmar Ratio Rank
NIM Martin Ratio Rank: 2929
Martin Ratio Rank

MHF
MHF Risk / Return Rank: 55
Overall Rank
MHF Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MHF Sortino Ratio Rank: 44
Sortino Ratio Rank
MHF Omega Ratio Rank: 44
Omega Ratio Rank
MHF Calmar Ratio Rank: 55
Calmar Ratio Rank
MHF Martin Ratio Rank: 55
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.

NIM vs. MHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Select Maturities Municipal Fund (NIM) and Western Asset Municipal High Income Fund Inc (MHF). 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.


NIMMHFDifference

Sharpe ratio

Return per unit of total volatility

0.51

-0.04

+0.56

Sortino ratio

Return per unit of downside risk

0.80

0.05

+0.75

Omega ratio

Gain probability vs. loss probability

1.10

1.01

+0.10

Calmar ratio

Return relative to maximum drawdown

1.05

-0.08

+1.13

Martin ratio

Return relative to average drawdown

3.21

-0.12

+3.34

NIM vs. MHF - Sharpe Ratio Comparison

The current NIM Sharpe Ratio is 0.51, which is higher than the MHF Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of NIM and MHF, 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


NIMMHFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

-0.04

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.16

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.20

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.31

-0.08

Correlation

The correlation between NIM and MHF is 0.20, 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

NIM vs. MHF - Dividend Comparison

NIM's dividend yield for the trailing twelve months is around 3.60%, less than MHF's 5.88% yield.


TTM20252024202320222021202020192018201720162015
NIM
Nuveen Select Maturities Municipal Fund
3.60%3.61%4.10%3.49%2.88%2.69%3.42%3.03%3.27%3.15%3.23%3.27%
MHF
Western Asset Municipal High Income Fund Inc
5.88%5.93%5.65%3.78%3.72%3.23%3.75%4.02%4.42%4.14%4.53%4.45%

Drawdowns

NIM vs. MHF - Drawdown Comparison

The maximum NIM drawdown since its inception was -23.09%, smaller than the maximum MHF drawdown of -29.95%. Use the drawdown chart below to compare losses from any high point for NIM and MHF.


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Drawdown Indicators


NIMMHFDifference

Max Drawdown

Largest peak-to-trough decline

-23.09%

-29.95%

+6.86%

Max Drawdown (1Y)

Largest decline over 1 year

-6.03%

-10.06%

+4.03%

Max Drawdown (5Y)

Largest decline over 5 years

-19.96%

-26.72%

+6.76%

Max Drawdown (10Y)

Largest decline over 10 years

-19.96%

-26.72%

+6.76%

Current Drawdown

Current decline from peak

-4.21%

-5.89%

+1.68%

Average Drawdown

Average peak-to-trough decline

-5.93%

-6.35%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

6.54%

-4.58%

Volatility

NIM vs. MHF - Volatility Comparison

The current volatility for Nuveen Select Maturities Municipal Fund (NIM) is 4.49%, while Western Asset Municipal High Income Fund Inc (MHF) has a volatility of 4.84%. This indicates that NIM experiences smaller price fluctuations and is considered to be less risky than MHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NIMMHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

4.84%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

7.22%

8.53%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

10.17%

15.07%

-4.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.66%

13.99%

-3.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.78%

13.51%

-2.73%