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NMZ vs. FASEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMZ vs. FASEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Municipal High Income Opportunity Fund (NMZ) and Nuveen Mid Cap Value Fund (FASEX). The values are adjusted to include any dividend payments, if applicable.

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NMZ vs. FASEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NMZ
Nuveen Municipal High Income Opportunity Fund
3.79%1.56%16.52%0.69%-27.36%10.41%7.33%28.36%-9.47%12.87%
FASEX
Nuveen Mid Cap Value Fund
2.64%9.68%10.40%14.20%-10.63%34.84%1.19%26.68%-13.00%19.23%

Returns By Period

In the year-to-date period, NMZ achieves a 3.79% return, which is significantly higher than FASEX's 2.64% return. Over the past 10 years, NMZ has underperformed FASEX with an annualized return of 2.92%, while FASEX has yielded a comparatively higher 9.89% annualized return.


NMZ

1D
3.70%
1M
-2.29%
YTD
3.79%
6M
1.74%
1Y
2.59%
3Y*
5.34%
5Y*
-0.49%
10Y*
2.92%

FASEX

1D
-0.41%
1M
-6.34%
YTD
2.64%
6M
3.59%
1Y
17.10%
3Y*
11.79%
5Y*
7.98%
10Y*
9.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NMZ vs. FASEX - Expense Ratio Comparison

NMZ has a 1.50% expense ratio, which is higher than FASEX's 1.16% expense ratio.


Return for Risk

NMZ vs. FASEX — Risk / Return Rank

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

NMZ
NMZ Risk / Return Rank: 1010
Overall Rank
NMZ Sharpe Ratio Rank: 99
Sharpe Ratio Rank
NMZ Sortino Ratio Rank: 88
Sortino Ratio Rank
NMZ Omega Ratio Rank: 88
Omega Ratio Rank
NMZ Calmar Ratio Rank: 1212
Calmar Ratio Rank
NMZ Martin Ratio Rank: 1212
Martin Ratio Rank

FASEX
FASEX Risk / Return Rank: 4949
Overall Rank
FASEX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FASEX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FASEX Omega Ratio Rank: 5050
Omega Ratio Rank
FASEX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FASEX Martin Ratio Rank: 4848
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.

NMZ vs. FASEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Municipal High Income Opportunity Fund (NMZ) and Nuveen Mid Cap Value Fund (FASEX). 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.


NMZFASEXDifference

Sharpe ratio

Return per unit of total volatility

0.21

0.96

-0.76

Sortino ratio

Return per unit of downside risk

0.35

1.42

-1.07

Omega ratio

Gain probability vs. loss probability

1.05

1.20

-0.15

Calmar ratio

Return relative to maximum drawdown

0.32

1.07

-0.75

Martin ratio

Return relative to average drawdown

0.96

4.84

-3.88

NMZ vs. FASEX - Sharpe Ratio Comparison

The current NMZ Sharpe Ratio is 0.21, which is lower than the FASEX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of NMZ and FASEX, 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


NMZFASEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

0.96

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.44

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.49

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.50

-0.24

Correlation

The correlation between NMZ and FASEX is 0.15, 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

NMZ vs. FASEX - Dividend Comparison

NMZ's dividend yield for the trailing twelve months is around 7.57%, less than FASEX's 14.29% yield.


TTM20252024202320222021202020192018201720162015
NMZ
Nuveen Municipal High Income Opportunity Fund
7.57%7.71%6.35%5.44%7.04%5.10%5.09%4.99%6.15%5.94%6.94%6.67%
FASEX
Nuveen Mid Cap Value Fund
14.29%14.67%5.29%3.12%6.32%4.02%1.06%0.89%4.48%7.93%3.67%3.49%

Drawdowns

NMZ vs. FASEX - Drawdown Comparison

The maximum NMZ drawdown since its inception was -58.53%, which is greater than FASEX's maximum drawdown of -55.57%. Use the drawdown chart below to compare losses from any high point for NMZ and FASEX.


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Drawdown Indicators


NMZFASEXDifference

Max Drawdown

Largest peak-to-trough decline

-58.53%

-55.57%

-2.96%

Max Drawdown (1Y)

Largest decline over 1 year

-11.04%

-13.62%

+2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-40.03%

-22.26%

-17.77%

Max Drawdown (10Y)

Largest decline over 10 years

-40.03%

-44.56%

+4.53%

Current Drawdown

Current decline from peak

-11.86%

-6.83%

-5.03%

Average Drawdown

Average peak-to-trough decline

-9.44%

-8.97%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

3.01%

+0.68%

Volatility

NMZ vs. FASEX - Volatility Comparison

Nuveen Municipal High Income Opportunity Fund (NMZ) and Nuveen Mid Cap Value Fund (FASEX) have volatilities of 4.99% and 5.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMZFASEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

5.25%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

6.60%

9.91%

-3.31%

Volatility (1Y)

Calculated over the trailing 1-year period

12.73%

18.72%

-5.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.90%

18.04%

-5.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.72%

20.17%

-5.45%