NMT vs. NVLIX
Compare and contrast key facts about Nuveen Massachusetts Quality Municipal Income Fund (NMT) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX).
NMT is managed by Nuveen. It was launched on Jan 12, 1993. NVLIX is managed by Nuveen. It was launched on May 15, 2009.
Performance
NMT vs. NVLIX - Performance Comparison
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NMT vs. NVLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
NVLIX Nuveen Winslow Large-Cap Growth ESG Fund Class I | -14.74% | 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, NMT achieves a 10.44% return, which is significantly higher than NVLIX's -14.74% return. Over the past 10 years, NMT has underperformed NVLIX with an annualized return of 2.89%, while NVLIX has yielded a comparatively higher 15.06% 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%
NVLIX
- 1D
- -0.77%
- 1M
- -9.92%
- YTD
- -14.74%
- 6M
- -14.11%
- 1Y
- 6.84%
- 3Y*
- 16.78%
- 5Y*
- 9.29%
- 10Y*
- 15.06%
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NMT vs. NVLIX - Expense Ratio Comparison
NMT has a 0.04% expense ratio, which is lower than NVLIX's 0.83% expense ratio.
Return for Risk
NMT vs. NVLIX — Risk / Return Rank
NMT
NVLIX
NMT vs. NVLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Massachusetts Quality Municipal Income Fund (NMT) 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.
| NMT | NVLIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.29 | +0.74 |
Sortino ratioReturn per unit of downside risk | 1.53 | 0.58 | +0.95 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.08 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 0.15 | +1.59 |
Martin ratioReturn relative to average drawdown | 4.26 | 0.49 | +3.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NMT | NVLIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.29 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.42 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.69 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.73 | -0.33 |
Correlation
The correlation between NMT and NVLIX is 0.07, 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. NVLIX - Dividend Comparison
NMT's dividend yield for the trailing twelve months is around 6.52%, less than NVLIX's 26.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NVLIX Nuveen Winslow Large-Cap Growth ESG Fund Class I | 26.33% | 22.45% | 14.35% | 5.39% | 8.93% | 9.51% | 5.47% | 8.69% | 18.81% | 18.70% | 17.11% | 15.18% |
Drawdowns
NMT vs. NVLIX - Drawdown Comparison
The maximum NMT drawdown since its inception was -40.12%, roughly equal to the maximum NVLIX drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for NMT and NVLIX.
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Drawdown Indicators
| NMT | NVLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.12% | -39.57% | -0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.05% | -19.01% | +11.96% |
Max Drawdown (5Y)Largest decline over 5 years | -38.88% | -39.57% | +0.69% |
Max Drawdown (10Y)Largest decline over 10 years | -38.88% | -39.57% | +0.69% |
Current DrawdownCurrent decline from peak | -3.73% | -19.01% | +15.28% |
Average DrawdownAverage peak-to-trough decline | -8.48% | -6.20% | -2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 5.81% | -2.93% |
Volatility
NMT vs. NVLIX - Volatility Comparison
The current volatility for Nuveen Massachusetts Quality Municipal Income Fund (NMT) is 3.55%, while Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) has a volatility of 5.48%. This indicates that NMT 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
| NMT | NVLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 5.48% | -1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 5.65% | 12.08% | -6.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.04% | 22.64% | -11.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.15% | 22.35% | -10.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.02% | 21.97% | -7.95% |