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NSIOX vs. AHMFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NSIOX vs. AHMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Strategic Municipal Opportunities Fund (NSIOX) and American High-Income Municipal Bond Fund Class F-2 (AHMFX). The values are adjusted to include any dividend payments, if applicable.

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NSIOX vs. AHMFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSIOX
Nuveen Strategic Municipal Opportunities Fund
-0.66%3.19%4.61%7.17%-13.81%5.21%6.82%10.07%3.31%9.77%
AHMFX
American High-Income Municipal Bond Fund Class F-2
-0.48%6.03%6.45%7.04%-12.44%5.49%4.61%9.12%1.80%9.09%

Returns By Period

In the year-to-date period, NSIOX achieves a -0.66% return, which is significantly lower than AHMFX's -0.48% return. Over the past 10 years, NSIOX has underperformed AHMFX with an annualized return of 3.07%, while AHMFX has yielded a comparatively higher 3.39% annualized return.


NSIOX

1D
0.21%
1M
-2.71%
YTD
-0.66%
6M
0.60%
1Y
2.41%
3Y*
3.79%
5Y*
0.65%
10Y*
3.07%

AHMFX

1D
0.07%
1M
-2.70%
YTD
-0.48%
6M
1.28%
1Y
4.18%
3Y*
5.44%
5Y*
1.81%
10Y*
3.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NSIOX vs. AHMFX - Expense Ratio Comparison

NSIOX has a 0.56% expense ratio, which is higher than AHMFX's 0.42% expense ratio.


Return for Risk

NSIOX vs. AHMFX — Risk / Return Rank

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

NSIOX
NSIOX Risk / Return Rank: 2222
Overall Rank
NSIOX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
NSIOX Sortino Ratio Rank: 1818
Sortino Ratio Rank
NSIOX Omega Ratio Rank: 3131
Omega Ratio Rank
NSIOX Calmar Ratio Rank: 1919
Calmar Ratio Rank
NSIOX Martin Ratio Rank: 1616
Martin Ratio Rank

AHMFX
AHMFX Risk / Return Rank: 3939
Overall Rank
AHMFX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
AHMFX Sortino Ratio Rank: 3030
Sortino Ratio Rank
AHMFX Omega Ratio Rank: 6262
Omega Ratio Rank
AHMFX Calmar Ratio Rank: 3636
Calmar Ratio Rank
AHMFX Martin Ratio Rank: 3030
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.

NSIOX vs. AHMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Strategic Municipal Opportunities Fund (NSIOX) and American High-Income Municipal Bond Fund Class F-2 (AHMFX). 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.


NSIOXAHMFXDifference

Sharpe ratio

Return per unit of total volatility

0.58

0.81

-0.23

Sortino ratio

Return per unit of downside risk

0.79

1.10

-0.31

Omega ratio

Gain probability vs. loss probability

1.16

1.24

-0.08

Calmar ratio

Return relative to maximum drawdown

0.58

0.99

-0.41

Martin ratio

Return relative to average drawdown

1.64

3.26

-1.62

NSIOX vs. AHMFX - Sharpe Ratio Comparison

The current NSIOX Sharpe Ratio is 0.58, which is comparable to the AHMFX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of NSIOX and AHMFX, 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


NSIOXAHMFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.81

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.38

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.75

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

1.52

-0.78

Correlation

The correlation between NSIOX and AHMFX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NSIOX vs. AHMFX - Dividend Comparison

NSIOX's dividend yield for the trailing twelve months is around 4.25%, which matches AHMFX's 4.27% yield.


TTM20252024202320222021202020192018201720162015
NSIOX
Nuveen Strategic Municipal Opportunities Fund
4.25%4.53%3.91%3.85%4.20%4.25%2.88%3.25%3.12%3.22%4.09%2.48%
AHMFX
American High-Income Municipal Bond Fund Class F-2
4.27%5.58%4.04%2.97%2.71%3.44%3.60%3.68%3.88%4.19%3.74%4.19%

Drawdowns

NSIOX vs. AHMFX - Drawdown Comparison

The maximum NSIOX drawdown since its inception was -18.38%, roughly equal to the maximum AHMFX drawdown of -17.65%. Use the drawdown chart below to compare losses from any high point for NSIOX and AHMFX.


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Drawdown Indicators


NSIOXAHMFXDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-17.65%

-0.73%

Max Drawdown (1Y)

Largest decline over 1 year

-5.20%

-5.60%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-18.38%

-17.65%

-0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-18.38%

-17.65%

-0.73%

Current Drawdown

Current decline from peak

-2.71%

-2.70%

-0.01%

Average Drawdown

Average peak-to-trough decline

-3.61%

-2.38%

-1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

1.69%

+0.14%

Volatility

NSIOX vs. AHMFX - Volatility Comparison

Nuveen Strategic Municipal Opportunities Fund (NSIOX) and American High-Income Municipal Bond Fund Class F-2 (AHMFX) have volatilities of 1.04% and 1.08%, 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


NSIOXAHMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

1.08%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.82%

1.86%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

5.21%

6.45%

-1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.47%

4.82%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

4.53%

+0.15%