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NMI vs. FSHYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NMI vs. FSHYX - Performance Comparison

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

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Returns By Period

In the year-to-date period, NMI achieves a 11.94% return, which is significantly higher than FSHYX's 0.51% return. Over the past 10 years, NMI has outperformed FSHYX with an annualized return of 2.60%, while FSHYX has yielded a comparatively lower 1.65% annualized return.


NMI

1D
-0.39%
1M
-0.57%
6M
11.08%
YTD
11.94%
1Y
14.80%
3Y*
8.35%
5Y*
2.23%
10Y*
2.60%
ALL TIME*
5.26%

FSHYX

1D
0.00%
1M
-0.41%
6M
-0.04%
YTD
0.51%
1Y
1.61%
3Y*
3.05%
5Y*
1.45%
10Y*
1.65%
ALL TIME*
2.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$223.63K$190.25K$203.93K

NMI vs. FSHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NMI
Nuveen Municipal Income Fund, Inc.
11.94%10.52%7.03%1.90%-15.09%3.86%4.70%16.02%-8.07%7.49%
FSHYX
Nuveen Short Term Municipal Bond Fund
0.51%3.50%2.86%3.63%-2.66%0.21%2.24%4.03%1.45%2.06%

Correlation

The correlation between NMI and FSHYX is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.03

Correlation (3Y)
Balances recent behavior with more history.

0.17

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.19

Correlation (10Y)
Provides a long-term view across more market conditions.

0.17

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2002

0.12

The correlation between NMI and FSHYX shifts across timeframes, from -0.03 (1 year) to 0.19 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

NMI vs. FSHYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NMI
NMI Risk / Return Rank: 3636
Overall Rank
NMI Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
NMI Sortino Ratio Rank: 3232
Sortino Ratio Rank
NMI Omega Ratio Rank: 4747
Omega Ratio Rank
NMI Calmar Ratio Rank: 3131
Calmar Ratio Rank
NMI Martin Ratio Rank: 4242
Martin Ratio Rank

FSHYX
FSHYX Risk / Return Rank: 6666
Overall Rank
FSHYX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FSHYX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FSHYX Omega Ratio Rank: 9292
Omega Ratio Rank
FSHYX Calmar Ratio Rank: 5555
Calmar Ratio Rank
FSHYX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NMI vs. FSHYX - Risk-Adjusted Trends Comparison

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


NMIFSHYXDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-1.43

Omega ratioGain probability vs. loss probability

1.24

1.51

-0.27

Calmar ratioReturn relative to maximum drawdown

1.33

2.07

-0.74

Martin ratioReturn relative to average drawdown

6.00

5.16

+0.84

NMI vs. FSHYX - Sharpe Ratio Comparison

The current NMI Sharpe Ratio is 0.94, which is lower than the FSHYX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of NMI and FSHYX, 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

NMI vs. FSHYX - Drawdown Comparison

The maximum NMI drawdown since its inception was -28.92%, which is greater than FSHYX's maximum drawdown of -4.96%. Use the drawdown chart below to compare losses from any high point for NMI and FSHYX.


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Drawdown Indicators


NMIFSHYXDifference

Max Drawdown

Largest peak-to-trough decline

-28.92%

-4.96%

-23.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

-0.96%

-10.00%

Max Drawdown (3Y)

Largest decline over 3 years

-11.32%

-1.21%

-10.11%

Max Drawdown (5Y)

Largest decline over 5 years

-28.92%

-4.80%

-24.12%

Max Drawdown (10Y)

Largest decline over 10 years

-28.92%

-4.96%

-23.96%

Current Drawdown

Current decline from peak

-2.56%

-0.49%

-2.07%

Average Drawdown

Average peak-to-trough decline

-5.91%

-0.48%

-5.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

0.39%

+2.05%

Volatility

NMI vs. FSHYX - Volatility Comparison

Nuveen Municipal Income Fund, Inc. (NMI) has a higher volatility of 2.25% compared to Nuveen Short Term Municipal Bond Fund (FSHYX) at 0.32%. This indicates that NMI's price experiences larger fluctuations and is considered to be riskier than FSHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMIFSHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

0.32%

+1.93%

Volatility (6M)

Calculated over the trailing 6-month period

14.84%

0.88%

+13.96%

Volatility (1Y)

Calculated over the trailing 1-year period

15.57%

1.20%

+14.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.71%

1.44%

+13.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.04%

1.47%

+13.57%

NMI vs. FSHYX - Expense Ratio Comparison

NMI has a 0.72% expense ratio, which is higher than FSHYX's 0.49% expense ratio.


Dividends

NMI vs. FSHYX - Dividend Comparison

NMI's dividend yield for the trailing twelve months is around 4.21%, more than FSHYX's 2.53% yield.


PositionTTM20252024202320222021202020192018201720162015
FSHYX
Nuveen Short Term Municipal Bond Fund
2.53%3.13%2.92%2.31%1.43%1.09%1.72%2.25%1.44%1.85%1.14%1.08%
NMI
Nuveen Municipal Income Fund, Inc.
4.21%4.59%4.63%4.04%3.51%3.22%3.53%4.15%5.12%4.21%4.45%4.28%

Frequently Asked Questions


NMI and FSHYX have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NMI has higher volatility (2.25%) compared to FSHYX (0.32%). In terms of maximum drawdown, NMI dropped -28.92% vs FSHYX's -4.96%.

FSHYX currently has the higher Sharpe Ratio (1.66 vs 0.94), 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.

Portfolio Optimizer

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