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NMTRX vs. EACAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMTRX vs. EACAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Municipal Total Return Managed Accounts (NMTRX) and Eaton Vance California Municipal Opportunities Fund (EACAX). The values are adjusted to include any dividend payments, if applicable.

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NMTRX vs. EACAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NMTRX
Nuveen Municipal Total Return Managed Accounts
-0.12%3.90%1.99%6.21%-11.98%2.69%5.25%9.26%1.06%7.41%
EACAX
Eaton Vance California Municipal Opportunities Fund
-0.32%3.85%3.25%6.45%-7.76%0.53%5.33%8.32%1.07%4.58%

Returns By Period

In the year-to-date period, NMTRX achieves a -0.12% return, which is significantly higher than EACAX's -0.32% return. Both investments have delivered pretty close results over the past 10 years, with NMTRX having a 2.27% annualized return and EACAX not far ahead at 2.28%.


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%

EACAX

1D
0.30%
1M
-2.15%
YTD
-0.32%
6M
1.26%
1Y
3.22%
3Y*
3.47%
5Y*
1.27%
10Y*
2.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NMTRX vs. EACAX - Expense Ratio Comparison

NMTRX has a 0.05% expense ratio, which is lower than EACAX's 0.71% expense ratio.


Return for Risk

NMTRX vs. EACAX — 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

EACAX
EACAX Risk / Return Rank: 2323
Overall Rank
EACAX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EACAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
EACAX Omega Ratio Rank: 3535
Omega Ratio Rank
EACAX Calmar Ratio Rank: 2222
Calmar Ratio Rank
EACAX Martin Ratio Rank: 1818
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. EACAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Municipal Total Return Managed Accounts (NMTRX) and Eaton Vance California Municipal Opportunities Fund (EACAX). 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.


NMTRXEACAXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.67

+0.17

Sortino ratio

Return per unit of downside risk

1.16

0.92

+0.24

Omega ratio

Gain probability vs. loss probability

1.23

1.19

+0.04

Calmar ratio

Return relative to maximum drawdown

0.99

0.80

+0.19

Martin ratio

Return relative to average drawdown

2.89

2.36

+0.53

NMTRX vs. EACAX - Sharpe Ratio Comparison

The current NMTRX Sharpe Ratio is 0.84, which is comparable to the EACAX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of NMTRX and EACAX, 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


NMTRXEACAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.67

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.33

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.63

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

1.00

-0.03

Correlation

The correlation between NMTRX and EACAX is 0.79, 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. EACAX - Dividend Comparison

NMTRX's dividend yield for the trailing twelve months is around 4.19%, more than EACAX's 3.54% 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%
EACAX
Eaton Vance California Municipal Opportunities Fund
3.54%4.30%3.88%3.18%2.09%1.53%2.04%3.00%2.61%2.52%2.74%3.52%

Drawdowns

NMTRX vs. EACAX - Drawdown Comparison

The maximum NMTRX drawdown since its inception was -16.36%, smaller than the maximum EACAX drawdown of -25.41%. Use the drawdown chart below to compare losses from any high point for NMTRX and EACAX.


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Drawdown Indicators


NMTRXEACAXDifference

Max Drawdown

Largest peak-to-trough decline

-16.36%

-25.41%

+9.05%

Max Drawdown (1Y)

Largest decline over 1 year

-4.75%

-5.53%

+0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-16.36%

-12.56%

-3.80%

Max Drawdown (10Y)

Largest decline over 10 years

-16.36%

-12.56%

-3.80%

Current Drawdown

Current decline from peak

-2.25%

-2.44%

+0.19%

Average Drawdown

Average peak-to-trough decline

-2.93%

-2.43%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

1.87%

-0.25%

Volatility

NMTRX vs. EACAX - Volatility Comparison

The current volatility for Nuveen Municipal Total Return Managed Accounts (NMTRX) is 1.07%, while Eaton Vance California Municipal Opportunities Fund (EACAX) has a volatility of 1.15%. This indicates that NMTRX experiences smaller price fluctuations and is considered to be less risky than EACAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMTRXEACAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

1.15%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.82%

1.81%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.93%

5.48%

-0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.97%

3.88%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.38%

3.65%

+0.73%