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NMT vs. NIM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMT vs. NIM - Performance Comparison

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

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NMT vs. NIM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NMT
Nuveen Massachusetts Quality Municipal Income Fund
10.44%5.77%16.29%2.58%-30.45%12.42%6.47%25.65%-14.05%13.80%
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%

Returns By Period

In the year-to-date period, NMT achieves a 10.44% return, which is significantly higher than NIM's 2.42% return. Over the past 10 years, NMT has outperformed NIM with an annualized return of 2.89%, while NIM has yielded a comparatively lower 2.14% annualized 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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NMT vs. NIM - Expense Ratio Comparison

NMT has a 0.04% expense ratio, which is higher than NIM's 0.03% expense ratio. However, 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

NMT vs. NIM — 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

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
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. NIM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Massachusetts Quality Municipal Income Fund (NMT) and Nuveen Select Maturities Municipal Fund (NIM). 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.


NMTNIMDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.51

+0.53

Sortino ratio

Return per unit of downside risk

1.53

0.80

+0.73

Omega ratio

Gain probability vs. loss probability

1.22

1.10

+0.12

Calmar ratio

Return relative to maximum drawdown

1.74

1.05

+0.69

Martin ratio

Return relative to average drawdown

4.26

3.21

+1.04

NMT vs. NIM - Sharpe Ratio Comparison

The current NMT Sharpe Ratio is 1.04, which is higher than the NIM Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of NMT and NIM, 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


NMTNIMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.51

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.07

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.20

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.24

+0.16

Correlation

The correlation between NMT and NIM is 0.14, 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. NIM - Dividend Comparison

NMT's dividend yield for the trailing twelve months is around 6.52%, more than NIM's 3.60% 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%
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%

Drawdowns

NMT vs. NIM - Drawdown Comparison

The maximum NMT drawdown since its inception was -40.12%, which is greater than NIM's maximum drawdown of -23.09%. Use the drawdown chart below to compare losses from any high point for NMT and NIM.


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Drawdown Indicators


NMTNIMDifference

Max Drawdown

Largest peak-to-trough decline

-40.12%

-23.09%

-17.03%

Max Drawdown (1Y)

Largest decline over 1 year

-7.05%

-6.03%

-1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-38.88%

-19.96%

-18.92%

Max Drawdown (10Y)

Largest decline over 10 years

-38.88%

-19.96%

-18.92%

Current Drawdown

Current decline from peak

-3.73%

-4.21%

+0.48%

Average Drawdown

Average peak-to-trough decline

-8.48%

-5.93%

-2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

1.96%

+0.92%

Volatility

NMT vs. NIM - Volatility Comparison

The current volatility for Nuveen Massachusetts Quality Municipal Income Fund (NMT) is 3.55%, while Nuveen Select Maturities Municipal Fund (NIM) has a volatility of 4.49%. This indicates that NMT experiences smaller price fluctuations and is considered to be less risky than NIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMTNIMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

4.49%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

5.65%

7.22%

-1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

11.04%

10.17%

+0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.15%

10.66%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.02%

10.78%

+3.24%