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NMS vs. NVLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMS vs. NVLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Minnesota Quality Municipal Income Fund (NMS) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX). The values are adjusted to include any dividend payments, if applicable.

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NMS vs. NVLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NMS
Nuveen Minnesota Quality Municipal Income Fund
5.59%2.10%19.59%1.57%-21.89%5.47%5.80%25.72%-13.31%-1.58%
NVLIX
Nuveen Winslow Large-Cap Growth ESG Fund Class I
-11.60%12.76%29.48%43.60%-31.31%27.62%37.97%33.54%3.02%33.09%

Returns By Period

In the year-to-date period, NMS achieves a 5.59% return, which is significantly higher than NVLIX's -11.60% return. Over the past 10 years, NMS has underperformed NVLIX with an annualized return of 2.11%, while NVLIX has yielded a comparatively higher 15.48% annualized return.


NMS

1D
-0.16%
1M
0.56%
YTD
5.59%
6M
5.83%
1Y
8.43%
3Y*
6.46%
5Y*
1.22%
10Y*
2.11%

NVLIX

1D
3.68%
1M
-6.71%
YTD
-11.60%
6M
-11.36%
1Y
9.95%
3Y*
18.20%
5Y*
9.66%
10Y*
15.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NMS vs. NVLIX - Expense Ratio Comparison

NMS has a 0.03% expense ratio, which is lower than NVLIX's 0.83% expense ratio.


Return for Risk

NMS vs. NVLIX — Risk / Return Rank

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

NMS
NMS Risk / Return Rank: 3939
Overall Rank
NMS Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
NMS Sortino Ratio Rank: 3636
Sortino Ratio Rank
NMS Omega Ratio Rank: 3333
Omega Ratio Rank
NMS Calmar Ratio Rank: 6161
Calmar Ratio Rank
NMS Martin Ratio Rank: 2626
Martin Ratio Rank

NVLIX
NVLIX Risk / Return Rank: 1515
Overall Rank
NVLIX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
NVLIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
NVLIX Omega Ratio Rank: 1717
Omega Ratio Rank
NVLIX Calmar Ratio Rank: 1313
Calmar Ratio Rank
NVLIX 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.

NMS vs. NVLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Minnesota Quality Municipal Income Fund (NMS) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX). 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.


NMSNVLIXDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.47

+0.47

Sortino ratio

Return per unit of downside risk

1.35

0.84

+0.52

Omega ratio

Gain probability vs. loss probability

1.19

1.12

+0.07

Calmar ratio

Return relative to maximum drawdown

1.75

0.39

+1.35

Martin ratio

Return relative to average drawdown

3.68

1.29

+2.39

NMS vs. NVLIX - Sharpe Ratio Comparison

The current NMS Sharpe Ratio is 0.95, which is higher than the NVLIX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of NMS and NVLIX, 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


NMSNVLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.47

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.43

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

0.71

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.74

-0.52

Correlation

The correlation between NMS and NVLIX is 0.08, 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

NMS vs. NVLIX - Dividend Comparison

NMS's dividend yield for the trailing twelve months is around 6.84%, less than NVLIX's 25.40% yield.


TTM20252024202320222021202020192018201720162015
NMS
Nuveen Minnesota Quality Municipal Income Fund
6.84%7.29%6.05%4.03%5.24%4.19%3.93%4.05%5.52%5.20%4.68%5.60%
NVLIX
Nuveen Winslow Large-Cap Growth ESG Fund Class I
25.40%22.45%14.35%5.39%8.93%9.51%5.47%8.69%18.81%18.70%17.11%15.18%

Drawdowns

NMS vs. NVLIX - Drawdown Comparison

The maximum NMS drawdown since its inception was -38.76%, roughly equal to the maximum NVLIX drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for NMS and NVLIX.


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Drawdown Indicators


NMSNVLIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.76%

-39.57%

+0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-4.92%

-19.01%

+14.09%

Max Drawdown (5Y)

Largest decline over 5 years

-38.76%

-39.57%

+0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-38.76%

-39.57%

+0.81%

Current Drawdown

Current decline from peak

-5.24%

-16.03%

+10.79%

Average Drawdown

Average peak-to-trough decline

-10.80%

-6.20%

-4.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

5.80%

-3.39%

Volatility

NMS vs. NVLIX - Volatility Comparison

The current volatility for Nuveen Minnesota Quality Municipal Income Fund (NMS) is 2.87%, while Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) has a volatility of 6.85%. This indicates that NMS experiences smaller price fluctuations and is considered to be less risky than NVLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMSNVLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

6.85%

-3.98%

Volatility (6M)

Calculated over the trailing 6-month period

5.93%

12.64%

-6.71%

Volatility (1Y)

Calculated over the trailing 1-year period

8.95%

22.89%

-13.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.10%

22.40%

-8.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.63%

21.99%

-7.36%