NMTRX vs. FGNSX
Compare and contrast key facts about Nuveen Municipal Total Return Managed Accounts (NMTRX) and Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX).
NMTRX is managed by BlackRock. It was launched on May 30, 2007. FGNSX is managed by Fidelity. It was launched on Dec 27, 2017.
Performance
NMTRX vs. FGNSX - Performance Comparison
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NMTRX vs. FGNSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NMTRX Nuveen Municipal Total Return Managed Accounts | 0.18% | 3.90% | 1.99% | 6.21% | -11.98% | 2.69% | 5.25% | 9.26% | 1.06% | 0.36% |
FGNSX Strategic Advisers Tax-Sensitive Short Duration Fund | 0.00% | 3.08% | 3.47% | 3.56% | -0.36% | 0.14% | 1.04% | 2.11% | 1.47% | -0.10% |
Returns By Period
NMTRX
- 1D
- 0.30%
- 1M
- -1.19%
- YTD
- 0.18%
- 6M
- 1.96%
- 1Y
- 4.09%
- 3Y*
- 3.32%
- 5Y*
- 0.44%
- 10Y*
- 2.30%
FGNSX
- 1D
- 0.10%
- 1M
- -0.20%
- YTD
- -0.00%
- 6M
- 0.44%
- 1Y
- 2.09%
- 3Y*
- 3.03%
- 5Y*
- 1.96%
- 10Y*
- —
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NMTRX vs. FGNSX - Expense Ratio Comparison
NMTRX has a 0.05% expense ratio, which is lower than FGNSX's 0.07% expense ratio. Despite the difference, 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
NMTRX vs. FGNSX — Risk / Return Rank
NMTRX
FGNSX
NMTRX vs. FGNSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Municipal Total Return Managed Accounts (NMTRX) and Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX). 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.
| NMTRX | FGNSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.64 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.16 | 0.92 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.41 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.11 | -0.19 |
Martin ratioReturn relative to average drawdown | 2.71 | 2.85 | -0.14 |
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
| NMTRX | FGNSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.64 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.99 | -0.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 1.07 | -0.09 |
Correlation
The correlation between NMTRX and FGNSX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
NMTRX vs. FGNSX - Dividend Comparison
NMTRX's dividend yield for the trailing twelve months is around 4.18%, more than FGNSX's 1.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NMTRX Nuveen Municipal Total Return Managed Accounts | 4.18% | 4.46% | 3.55% | 3.67% | 3.28% | 2.73% | 2.92% | 3.20% | 3.47% | 3.28% | 3.71% | 3.91% |
FGNSX Strategic Advisers Tax-Sensitive Short Duration Fund | 1.86% | 2.63% | 3.31% | 2.57% | 0.84% | 0.34% | 0.83% | 1.79% | 1.36% | 0.00% | 0.00% | 0.00% |
Drawdowns
NMTRX vs. FGNSX - Drawdown Comparison
The maximum NMTRX drawdown since its inception was -16.36%, which is greater than FGNSX's maximum drawdown of -2.35%. Use the drawdown chart below to compare losses from any high point for NMTRX and FGNSX.
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Drawdown Indicators
| NMTRX | FGNSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.36% | -2.35% | -14.01% |
Max Drawdown (1Y)Largest decline over 1 year | -4.75% | -2.35% | -2.40% |
Max Drawdown (5Y)Largest decline over 5 years | -16.36% | -2.35% | -14.01% |
Max Drawdown (10Y)Largest decline over 10 years | -16.36% | — | — |
Current DrawdownCurrent decline from peak | -1.96% | -0.40% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -2.93% | -0.25% | -2.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 0.92% | +0.71% |
Volatility
NMTRX vs. FGNSX - Volatility Comparison
Nuveen Municipal Total Return Managed Accounts (NMTRX) has a higher volatility of 1.05% compared to Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX) at 0.23%. This indicates that NMTRX's price experiences larger fluctuations and is considered to be riskier than FGNSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NMTRX | FGNSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 0.23% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 1.80% | 0.67% | +1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.91% | 3.79% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.98% | 2.04% | +1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.38% | 1.66% | +2.72% |