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NMT vs. BSNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMT vs. BSNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Massachusetts Quality Municipal Income Fund (NMT) and Baird Strategic Municipal Bond Fund Institutional Class (BSNIX). The values are adjusted to include any dividend payments, if applicable.

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NMT vs. BSNIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NMT
Nuveen Massachusetts Quality Municipal Income Fund
10.44%5.77%16.29%2.58%-30.45%12.42%6.47%0.57%
BSNIX
Baird Strategic Municipal Bond Fund Institutional Class
-0.21%4.90%3.17%6.78%-5.31%2.26%8.39%0.88%

Returns By Period

In the year-to-date period, NMT achieves a 10.44% return, which is significantly higher than BSNIX's -0.21% return.


NMT

1D
1.99%
1M
4.52%
YTD
10.44%
6M
9.21%
1Y
11.40%
3Y*
11.18%
5Y*
1.85%
10Y*
2.89%

BSNIX

1D
0.19%
1M
-1.90%
YTD
-0.21%
6M
1.20%
1Y
4.32%
3Y*
3.99%
5Y*
2.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NMT vs. BSNIX - Expense Ratio Comparison

NMT has a 0.04% expense ratio, which is lower than BSNIX's 0.30% expense ratio.


Return for Risk

NMT vs. BSNIX — Risk / Return Rank

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

NMT
NMT Risk / Return Rank: 5555
Overall Rank
NMT Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
NMT Sortino Ratio Rank: 5656
Sortino Ratio Rank
NMT Omega Ratio Rank: 5454
Omega Ratio Rank
NMT Calmar Ratio Rank: 7373
Calmar Ratio Rank
NMT Martin Ratio Rank: 4040
Martin Ratio Rank

BSNIX
BSNIX Risk / Return Rank: 8181
Overall Rank
BSNIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BSNIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
BSNIX Omega Ratio Rank: 9494
Omega Ratio Rank
BSNIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
BSNIX Martin Ratio Rank: 7575
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.

NMT vs. BSNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Massachusetts Quality Municipal Income Fund (NMT) and Baird Strategic Municipal Bond Fund Institutional Class (BSNIX). 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.


NMTBSNIXDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.60

-0.57

Sortino ratio

Return per unit of downside risk

1.53

2.12

-0.60

Omega ratio

Gain probability vs. loss probability

1.22

1.48

-0.26

Calmar ratio

Return relative to maximum drawdown

1.74

1.62

+0.11

Martin ratio

Return relative to average drawdown

4.26

7.17

-2.91

NMT vs. BSNIX - Sharpe Ratio Comparison

The current NMT Sharpe Ratio is 1.04, which is lower than the BSNIX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of NMT and BSNIX, 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


NMTBSNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.60

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.79

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.94

-0.54

Correlation

The correlation between NMT and BSNIX is 0.29, 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

NMT vs. BSNIX - Dividend Comparison

NMT's dividend yield for the trailing twelve months is around 6.52%, more than BSNIX's 3.25% yield.


TTM20252024202320222021202020192018201720162015
NMT
Nuveen Massachusetts Quality Municipal Income Fund
6.52%7.27%5.94%3.06%4.50%3.43%3.60%3.46%4.66%4.57%5.30%5.15%
BSNIX
Baird Strategic Municipal Bond Fund Institutional Class
3.25%3.29%3.51%3.22%2.09%1.58%2.23%0.18%0.00%0.00%0.00%0.00%

Drawdowns

NMT vs. BSNIX - Drawdown Comparison

The maximum NMT drawdown since its inception was -40.12%, which is greater than BSNIX's maximum drawdown of -9.58%. Use the drawdown chart below to compare losses from any high point for NMT and BSNIX.


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Drawdown Indicators


NMTBSNIXDifference

Max Drawdown

Largest peak-to-trough decline

-40.12%

-9.58%

-30.54%

Max Drawdown (1Y)

Largest decline over 1 year

-7.05%

-2.91%

-4.14%

Max Drawdown (5Y)

Largest decline over 5 years

-38.88%

-9.58%

-29.30%

Max Drawdown (10Y)

Largest decline over 10 years

-38.88%

Current Drawdown

Current decline from peak

-3.73%

-1.90%

-1.83%

Average Drawdown

Average peak-to-trough decline

-8.48%

-1.51%

-6.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

0.66%

+2.22%

Volatility

NMT vs. BSNIX - Volatility Comparison

Nuveen Massachusetts Quality Municipal Income Fund (NMT) has a higher volatility of 3.55% compared to Baird Strategic Municipal Bond Fund Institutional Class (BSNIX) at 0.78%. This indicates that NMT's price experiences larger fluctuations and is considered to be riskier than BSNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMTBSNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

0.78%

+2.77%

Volatility (6M)

Calculated over the trailing 6-month period

5.65%

1.13%

+4.52%

Volatility (1Y)

Calculated over the trailing 1-year period

11.04%

2.90%

+8.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.15%

2.66%

+9.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.02%

3.40%

+10.62%