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NRIIX vs. NVHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NRIIX vs. NVHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Real Asset Income Fund (NRIIX) and Nuveen Short Duration High Yield Municipal Bond Fund (NVHIX). The values are adjusted to include any dividend payments, if applicable.

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NRIIX vs. NVHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NRIIX
Nuveen Real Asset Income Fund
1.42%12.55%7.56%10.38%-11.50%10.58%-3.45%22.74%-6.10%12.39%
NVHIX
Nuveen Short Duration High Yield Municipal Bond Fund
-0.04%2.43%6.88%3.54%-6.73%8.44%-0.10%8.27%3.47%8.17%

Returns By Period

In the year-to-date period, NRIIX achieves a 1.42% return, which is significantly higher than NVHIX's -0.04% return. Over the past 10 years, NRIIX has outperformed NVHIX with an annualized return of 5.74%, while NVHIX has yielded a comparatively lower 3.17% annualized return.


NRIIX

1D
0.18%
1M
-4.73%
YTD
1.42%
6M
2.69%
1Y
10.31%
3Y*
9.83%
5Y*
5.29%
10Y*
5.74%

NVHIX

1D
0.00%
1M
-1.79%
YTD
-0.04%
6M
0.91%
1Y
1.94%
3Y*
3.86%
5Y*
2.17%
10Y*
3.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NRIIX vs. NVHIX - Expense Ratio Comparison

NRIIX has a 0.91% expense ratio, which is higher than NVHIX's 0.55% expense ratio.


Return for Risk

NRIIX vs. NVHIX — Risk / Return Rank

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

NRIIX
NRIIX Risk / Return Rank: 8181
Overall Rank
NRIIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
NRIIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
NRIIX Omega Ratio Rank: 8080
Omega Ratio Rank
NRIIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
NRIIX Martin Ratio Rank: 8383
Martin Ratio Rank

NVHIX
NVHIX Risk / Return Rank: 2828
Overall Rank
NVHIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
NVHIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
NVHIX Omega Ratio Rank: 4545
Omega Ratio Rank
NVHIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
NVHIX Martin Ratio Rank: 1919
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.

NRIIX vs. NVHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Real Asset Income Fund (NRIIX) and Nuveen Short Duration High Yield Municipal Bond Fund (NVHIX). 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.


NRIIXNVHIXDifference

Sharpe ratio

Return per unit of total volatility

1.57

0.67

+0.90

Sortino ratio

Return per unit of downside risk

2.06

0.92

+1.14

Omega ratio

Gain probability vs. loss probability

1.31

1.19

+0.12

Calmar ratio

Return relative to maximum drawdown

1.88

0.68

+1.20

Martin ratio

Return relative to average drawdown

8.33

2.00

+6.33

NRIIX vs. NVHIX - Sharpe Ratio Comparison

The current NRIIX Sharpe Ratio is 1.57, which is higher than the NVHIX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of NRIIX and NVHIX, 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


NRIIXNVHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.67

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.66

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.92

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

1.08

-0.34

Correlation

The correlation between NRIIX and NVHIX is 0.22, 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

NRIIX vs. NVHIX - Dividend Comparison

NRIIX's dividend yield for the trailing twelve months is around 5.92%, more than NVHIX's 4.70% yield.


TTM20252024202320222021202020192018201720162015
NRIIX
Nuveen Real Asset Income Fund
5.92%6.71%5.39%6.70%5.81%4.34%4.63%5.99%5.82%5.73%5.47%5.70%
NVHIX
Nuveen Short Duration High Yield Municipal Bond Fund
4.70%5.15%4.36%4.41%3.84%3.43%3.90%4.03%3.90%3.78%3.62%3.55%

Drawdowns

NRIIX vs. NVHIX - Drawdown Comparison

The maximum NRIIX drawdown since its inception was -37.35%, which is greater than NVHIX's maximum drawdown of -13.54%. Use the drawdown chart below to compare losses from any high point for NRIIX and NVHIX.


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Drawdown Indicators


NRIIXNVHIXDifference

Max Drawdown

Largest peak-to-trough decline

-37.35%

-13.54%

-23.81%

Max Drawdown (1Y)

Largest decline over 1 year

-5.74%

-3.63%

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-18.44%

-10.54%

-7.90%

Max Drawdown (10Y)

Largest decline over 10 years

-37.35%

-13.54%

-23.81%

Current Drawdown

Current decline from peak

-4.73%

-1.79%

-2.94%

Average Drawdown

Average peak-to-trough decline

-3.68%

-2.06%

-1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

1.25%

+0.04%

Volatility

NRIIX vs. NVHIX - Volatility Comparison

Nuveen Real Asset Income Fund (NRIIX) has a higher volatility of 2.30% compared to Nuveen Short Duration High Yield Municipal Bond Fund (NVHIX) at 0.63%. This indicates that NRIIX's price experiences larger fluctuations and is considered to be riskier than NVHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NRIIXNVHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

0.63%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

4.03%

1.43%

+2.60%

Volatility (1Y)

Calculated over the trailing 1-year period

6.94%

3.77%

+3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.37%

3.32%

+5.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.21%

3.47%

+6.74%