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NMZ vs. HIMYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMZ vs. HIMYX - Performance Comparison

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

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NMZ vs. HIMYX - 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%
HIMYX
Pioneer High Income Municipal Fund
-1.26%-1.50%6.07%3.64%-13.08%6.69%1.85%9.56%4.15%8.33%

Returns By Period

In the year-to-date period, NMZ achieves a 3.79% return, which is significantly higher than HIMYX's -1.26% return. Over the past 10 years, NMZ has outperformed HIMYX with an annualized return of 2.92%, while HIMYX has yielded a comparatively lower 2.16% 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%

HIMYX

1D
0.18%
1M
-3.53%
YTD
-1.26%
6M
-2.54%
1Y
-2.59%
3Y*
1.58%
5Y*
-0.50%
10Y*
2.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NMZ vs. HIMYX - Expense Ratio Comparison

NMZ has a 1.50% expense ratio, which is higher than HIMYX's 0.55% expense ratio.


Return for Risk

NMZ vs. HIMYX — 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

HIMYX
HIMYX Risk / Return Rank: 33
Overall Rank
HIMYX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
HIMYX Sortino Ratio Rank: 33
Sortino Ratio Rank
HIMYX Omega Ratio Rank: 22
Omega Ratio Rank
HIMYX Calmar Ratio Rank: 33
Calmar Ratio Rank
HIMYX Martin Ratio Rank: 44
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. HIMYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Municipal High Income Opportunity Fund (NMZ) and Pioneer High Income Municipal Fund (HIMYX). 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.


NMZHIMYXDifference

Sharpe ratio

Return per unit of total volatility

0.21

-0.24

+0.45

Sortino ratio

Return per unit of downside risk

0.35

-0.30

+0.65

Omega ratio

Gain probability vs. loss probability

1.05

0.95

+0.11

Calmar ratio

Return relative to maximum drawdown

0.32

-0.26

+0.58

Martin ratio

Return relative to average drawdown

0.96

-0.53

+1.49

NMZ vs. HIMYX - Sharpe Ratio Comparison

The current NMZ Sharpe Ratio is 0.21, which is higher than the HIMYX Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of NMZ and HIMYX, 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


NMZHIMYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

-0.24

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

-0.09

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.43

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.52

-0.25

Correlation

The correlation between NMZ and HIMYX is 0.21, 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. HIMYX - Dividend Comparison

NMZ's dividend yield for the trailing twelve months is around 7.57%, less than HIMYX's 8.27% 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%
HIMYX
Pioneer High Income Municipal Fund
8.27%8.63%5.32%4.97%3.88%3.71%3.96%5.35%5.20%5.00%5.66%5.65%

Drawdowns

NMZ vs. HIMYX - Drawdown Comparison

The maximum NMZ drawdown since its inception was -58.53%, which is greater than HIMYX's maximum drawdown of -35.00%. Use the drawdown chart below to compare losses from any high point for NMZ and HIMYX.


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Drawdown Indicators


NMZHIMYXDifference

Max Drawdown

Largest peak-to-trough decline

-58.53%

-35.00%

-23.53%

Max Drawdown (1Y)

Largest decline over 1 year

-11.04%

-6.96%

-4.08%

Max Drawdown (5Y)

Largest decline over 5 years

-40.03%

-19.32%

-20.71%

Max Drawdown (10Y)

Largest decline over 10 years

-40.03%

-19.32%

-20.71%

Current Drawdown

Current decline from peak

-11.86%

-7.07%

-4.79%

Average Drawdown

Average peak-to-trough decline

-9.44%

-5.66%

-3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

3.49%

+0.20%

Volatility

NMZ vs. HIMYX - Volatility Comparison

Nuveen Municipal High Income Opportunity Fund (NMZ) has a higher volatility of 4.99% compared to Pioneer High Income Municipal Fund (HIMYX) at 1.37%. This indicates that NMZ's price experiences larger fluctuations and is considered to be riskier than HIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMZHIMYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

1.37%

+3.62%

Volatility (6M)

Calculated over the trailing 6-month period

6.60%

4.31%

+2.29%

Volatility (1Y)

Calculated over the trailing 1-year period

12.73%

8.40%

+4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.90%

5.62%

+7.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.72%

5.04%

+9.68%