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NMTRX vs. TEPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMTRX vs. TEPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Municipal Total Return Managed Accounts (NMTRX) and American Funds Tax-Exempt Preservation Portfolio (TEPAX). The values are adjusted to include any dividend payments, if applicable.

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NMTRX vs. TEPAX - 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%
TEPAX
American Funds Tax-Exempt Preservation Portfolio
-0.02%4.36%2.14%3.63%-4.36%-0.03%3.52%4.14%0.90%2.43%

Returns By Period

In the year-to-date period, NMTRX achieves a -0.12% return, which is significantly lower than TEPAX's -0.02% return. Over the past 10 years, NMTRX has outperformed TEPAX with an annualized return of 2.27%, while TEPAX has yielded a comparatively lower 1.51% annualized 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%

TEPAX

1D
0.10%
1M
-1.42%
YTD
-0.02%
6M
0.67%
1Y
3.50%
3Y*
2.87%
5Y*
1.14%
10Y*
1.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NMTRX vs. TEPAX - Expense Ratio Comparison

NMTRX has a 0.05% expense ratio, which is lower than TEPAX's 0.34% expense ratio.


Return for Risk

NMTRX vs. TEPAX — 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

TEPAX
TEPAX Risk / Return Rank: 8282
Overall Rank
TEPAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TEPAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
TEPAX Omega Ratio Rank: 9595
Omega Ratio Rank
TEPAX Calmar Ratio Rank: 7373
Calmar Ratio Rank
TEPAX Martin Ratio Rank: 7171
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. TEPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Municipal Total Return Managed Accounts (NMTRX) and American Funds Tax-Exempt Preservation Portfolio (TEPAX). 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.


NMTRXTEPAXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.75

-0.91

Sortino ratio

Return per unit of downside risk

1.16

2.30

-1.15

Omega ratio

Gain probability vs. loss probability

1.23

1.52

-0.29

Calmar ratio

Return relative to maximum drawdown

0.99

1.85

-0.86

Martin ratio

Return relative to average drawdown

2.89

7.26

-4.37

NMTRX vs. TEPAX - Sharpe Ratio Comparison

The current NMTRX Sharpe Ratio is 0.84, which is lower than the TEPAX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of NMTRX and TEPAX, 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


NMTRXTEPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.75

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.59

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.73

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.83

+0.14

Correlation

The correlation between NMTRX and TEPAX is 0.67, 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. TEPAX - Dividend Comparison

NMTRX's dividend yield for the trailing twelve months is around 4.19%, more than TEPAX's 2.40% 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%
TEPAX
American Funds Tax-Exempt Preservation Portfolio
2.40%2.39%2.44%1.96%1.11%0.87%1.44%1.79%1.72%1.79%2.22%2.36%

Drawdowns

NMTRX vs. TEPAX - Drawdown Comparison

The maximum NMTRX drawdown since its inception was -16.36%, which is greater than TEPAX's maximum drawdown of -7.13%. Use the drawdown chart below to compare losses from any high point for NMTRX and TEPAX.


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Drawdown Indicators


NMTRXTEPAXDifference

Max Drawdown

Largest peak-to-trough decline

-16.36%

-7.13%

-9.23%

Max Drawdown (1Y)

Largest decline over 1 year

-4.75%

-2.07%

-2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-16.36%

-7.12%

-9.24%

Max Drawdown (10Y)

Largest decline over 10 years

-16.36%

-7.13%

-9.23%

Current Drawdown

Current decline from peak

-2.25%

-1.62%

-0.63%

Average Drawdown

Average peak-to-trough decline

-2.93%

-1.25%

-1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

0.53%

+1.09%

Volatility

NMTRX vs. TEPAX - Volatility Comparison

Nuveen Municipal Total Return Managed Accounts (NMTRX) has a higher volatility of 1.07% compared to American Funds Tax-Exempt Preservation Portfolio (TEPAX) at 0.62%. This indicates that NMTRX's price experiences larger fluctuations and is considered to be riskier than TEPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMTRXTEPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

0.62%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

1.82%

0.99%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

4.93%

2.14%

+2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.97%

1.93%

+2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.38%

2.06%

+2.32%