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NMTRX vs. BITEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMTRX vs. BITEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Municipal Total Return Managed Accounts (NMTRX) and Brown Advisory Tax-Exempt Sustainable Bond Fund (BITEX). The values are adjusted to include any dividend payments, if applicable.

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NMTRX vs. BITEX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NMTRX
Nuveen Municipal Total Return Managed Accounts
-0.12%3.90%1.99%6.21%-11.98%2.69%5.25%0.52%
BITEX
Brown Advisory Tax-Exempt Sustainable Bond Fund
-0.44%4.27%2.02%4.35%-9.40%2.21%2.08%0.19%

Returns By Period

In the year-to-date period, NMTRX achieves a -0.12% return, which is significantly higher than BITEX's -0.44% return.


NMTRX

1D
0.20%
1M
-1.97%
YTD
-0.12%
6M
1.65%
1Y
3.78%
3Y*
3.22%
5Y*
0.38%
10Y*
2.27%

BITEX

1D
0.22%
1M
-1.95%
YTD
-0.44%
6M
1.12%
1Y
3.68%
3Y*
2.78%
5Y*
0.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NMTRX vs. BITEX - Expense Ratio Comparison

NMTRX has a 0.05% expense ratio, which is lower than BITEX's 0.49% expense ratio.


Return for Risk

NMTRX vs. BITEX — Risk / Return Rank

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

NMTRX
NMTRX Risk / Return Rank: 3131
Overall Rank
NMTRX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
NMTRX Sortino Ratio Rank: 2727
Sortino Ratio Rank
NMTRX Omega Ratio Rank: 4848
Omega Ratio Rank
NMTRX Calmar Ratio Rank: 2727
Calmar Ratio Rank
NMTRX Martin Ratio Rank: 2121
Martin Ratio Rank

BITEX
BITEX Risk / Return Rank: 4646
Overall Rank
BITEX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
BITEX Sortino Ratio Rank: 4242
Sortino Ratio Rank
BITEX Omega Ratio Rank: 6868
Omega Ratio Rank
BITEX Calmar Ratio Rank: 3939
Calmar Ratio Rank
BITEX Martin Ratio Rank: 3535
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.

NMTRX vs. BITEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Municipal Total Return Managed Accounts (NMTRX) and Brown Advisory Tax-Exempt Sustainable Bond Fund (BITEX). 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.


NMTRXBITEXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.01

-0.18

Sortino ratio

Return per unit of downside risk

1.16

1.39

-0.24

Omega ratio

Gain probability vs. loss probability

1.23

1.27

-0.05

Calmar ratio

Return relative to maximum drawdown

0.99

1.19

-0.20

Martin ratio

Return relative to average drawdown

2.89

4.28

-1.39

NMTRX vs. BITEX - Sharpe Ratio Comparison

The current NMTRX Sharpe Ratio is 0.84, which is comparable to the BITEX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of NMTRX and BITEX, 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


NMTRXBITEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.01

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.15

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.18

+0.79

Correlation

The correlation between NMTRX and BITEX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NMTRX vs. BITEX - Dividend Comparison

NMTRX's dividend yield for the trailing twelve months is around 4.19%, more than BITEX's 3.27% yield.


TTM20252024202320222021202020192018201720162015
NMTRX
Nuveen Municipal Total Return Managed Accounts
4.19%4.46%3.55%3.67%3.28%2.73%2.92%3.20%3.47%3.28%3.71%3.91%
BITEX
Brown Advisory Tax-Exempt Sustainable Bond Fund
3.27%3.25%3.32%2.78%1.25%2.00%1.45%0.09%0.00%0.00%0.00%0.00%

Drawdowns

NMTRX vs. BITEX - Drawdown Comparison

The maximum NMTRX drawdown since its inception was -16.36%, which is greater than BITEX's maximum drawdown of -13.06%. Use the drawdown chart below to compare losses from any high point for NMTRX and BITEX.


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Drawdown Indicators


NMTRXBITEXDifference

Max Drawdown

Largest peak-to-trough decline

-16.36%

-13.06%

-3.30%

Max Drawdown (1Y)

Largest decline over 1 year

-4.75%

-3.86%

-0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-16.36%

-13.06%

-3.30%

Max Drawdown (10Y)

Largest decline over 10 years

-16.36%

Current Drawdown

Current decline from peak

-2.25%

-2.27%

+0.02%

Average Drawdown

Average peak-to-trough decline

-2.93%

-4.64%

+1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

1.07%

+0.55%

Volatility

NMTRX vs. BITEX - Volatility Comparison

Nuveen Municipal Total Return Managed Accounts (NMTRX) has a higher volatility of 1.07% compared to Brown Advisory Tax-Exempt Sustainable Bond Fund (BITEX) at 0.93%. This indicates that NMTRX's price experiences larger fluctuations and is considered to be riskier than BITEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMTRXBITEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

0.93%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

1.82%

1.60%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

4.93%

4.02%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.97%

3.24%

+0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.38%

4.07%

+0.31%