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NSBRX vs. FKYTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NSBRX vs. FKYTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Dividend Growth Fund (NSBRX) and Nuveen Kentucky Municipal Bond Fund (FKYTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NSBRX achieves a 5.28% return, which is significantly higher than FKYTX's -0.57% return. Over the past 10 years, NSBRX has outperformed FKYTX with an annualized return of 12.62%, while FKYTX has yielded a comparatively lower 1.38% annualized return.


NSBRX

1D
1.24%
1M
1.55%
6M
3.55%
YTD
5.28%
1Y
11.18%
3Y*
12.44%
5Y*
9.38%
10Y*
12.62%
ALL TIME*
10.60%

FKYTX

1D
-0.21%
1M
-2.21%
6M
-0.94%
YTD
-0.57%
1Y
5.35%
3Y*
2.45%
5Y*
-0.29%
10Y*
1.38%
ALL TIME*
4.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

NSBRX vs. FKYTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSBRX
Nuveen Dividend Growth Fund
5.28%10.03%17.56%15.08%-9.63%27.17%9.79%41.88%-4.36%20.07%
FKYTX
Nuveen Kentucky Municipal Bond Fund
-0.57%3.34%1.09%6.57%-10.85%2.24%4.24%7.35%0.75%4.26%

Correlation

The correlation between NSBRX and FKYTX is 0.23, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.23

Correlation (3Y)
Balances recent behavior with more history.

0.17

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.10

Correlation (10Y)
Provides a long-term view across more market conditions.

0.02

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2006

-0.09

The correlation between NSBRX and FKYTX shifts across timeframes, from -0.09 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

NSBRX vs. FKYTX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NSBRX
NSBRX Risk / Return Rank: 3030
Overall Rank
NSBRX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
NSBRX Sortino Ratio Rank: 3030
Sortino Ratio Rank
NSBRX Omega Ratio Rank: 2929
Omega Ratio Rank
NSBRX Calmar Ratio Rank: 2929
Calmar Ratio Rank
NSBRX Martin Ratio Rank: 3131
Martin Ratio Rank

FKYTX
FKYTX Risk / Return Rank: 6969
Overall Rank
FKYTX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FKYTX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FKYTX Omega Ratio Rank: 8888
Omega Ratio Rank
FKYTX Calmar Ratio Rank: 5454
Calmar Ratio Rank
FKYTX Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NSBRX vs. FKYTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Dividend Growth Fund (NSBRX) and Nuveen Kentucky Municipal Bond Fund (FKYTX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NSBRXFKYTXDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

1.17

1.46

-0.29

Calmar ratioReturn relative to maximum drawdown

1.28

1.99

-0.71

Martin ratioReturn relative to average drawdown

4.45

6.11

-1.66

NSBRX vs. FKYTX - Sharpe Ratio Comparison

The current NSBRX Sharpe Ratio is 0.98, which is lower than the FKYTX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of NSBRX and FKYTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NSBRX vs. FKYTX - Drawdown Comparison

The maximum NSBRX drawdown since its inception was -45.14%, which is greater than FKYTX's maximum drawdown of -15.24%. Use the drawdown chart below to compare losses from any high point for NSBRX and FKYTX.


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Drawdown Indicators


NSBRXFKYTXDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-15.24%

-29.90%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-3.19%

-4.61%

Max Drawdown (3Y)

Largest decline over 3 years

-14.89%

-7.34%

-7.55%

Max Drawdown (5Y)

Largest decline over 5 years

-19.79%

-15.24%

-4.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

-15.24%

-18.45%

Current Drawdown

Current decline from peak

0.00%

-2.29%

+2.29%

Average Drawdown

Average peak-to-trough decline

-5.23%

-1.91%

-3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

1.04%

+1.20%

Volatility

NSBRX vs. FKYTX - Volatility Comparison

Nuveen Dividend Growth Fund (NSBRX) has a higher volatility of 2.88% compared to Nuveen Kentucky Municipal Bond Fund (FKYTX) at 1.12%. This indicates that NSBRX's price experiences larger fluctuations and is considered to be riskier than FKYTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NSBRXFKYTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

1.12%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

7.74%

2.54%

+5.20%

Volatility (1Y)

Calculated over the trailing 1-year period

10.19%

3.25%

+6.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.28%

4.57%

+9.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.56%

4.24%

+12.32%

NSBRX vs. FKYTX - Expense Ratio Comparison

NSBRX has a 0.67% expense ratio, which is lower than FKYTX's 0.77% expense ratio.


Dividends

NSBRX vs. FKYTX - Dividend Comparison

NSBRX's dividend yield for the trailing twelve months is around 11.44%, more than FKYTX's 2.75% yield.


PositionTTM20252024202320222021202020192018201720162015
FKYTX
Nuveen Kentucky Municipal Bond Fund
2.75%3.02%2.70%2.63%2.72%2.58%2.58%2.98%3.17%3.52%3.73%3.61%
NSBRX
Nuveen Dividend Growth Fund
11.44%9.26%6.82%3.01%3.58%3.67%4.68%15.68%7.04%4.57%1.75%6.24%

Frequently Asked Questions


NSBRX and FKYTX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NSBRX has higher volatility (2.88%) compared to FKYTX (1.12%). In terms of maximum drawdown, NSBRX dropped -45.14% vs FKYTX's -15.24%.

FKYTX currently has the higher Sharpe Ratio (1.96 vs 0.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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