PortfoliosLab logoPortfoliosLab logo
NSIOX vs. ISHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NSIOX vs. ISHYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Strategic Municipal Opportunities Fund (NSIOX) and Invesco Short Duration High Yield Municipal Fund (ISHYX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NSIOX vs. ISHYX - 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%
ISHYX
Invesco Short Duration High Yield Municipal Fund
0.13%3.92%6.43%3.58%-8.99%5.96%-0.31%7.84%2.27%8.04%

Returns By Period

In the year-to-date period, NSIOX achieves a -0.66% return, which is significantly lower than ISHYX's 0.13% return. Over the past 10 years, NSIOX has outperformed ISHYX with an annualized return of 3.07%, while ISHYX has yielded a comparatively lower 2.84% 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%

ISHYX

1D
0.11%
1M
-1.79%
YTD
0.13%
6M
1.85%
1Y
3.51%
3Y*
4.15%
5Y*
1.66%
10Y*
2.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NSIOX vs. ISHYX - Expense Ratio Comparison

NSIOX has a 0.56% expense ratio, which is lower than ISHYX's 0.59% expense ratio.


Return for Risk

NSIOX vs. ISHYX — 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

ISHYX
ISHYX Risk / Return Rank: 5454
Overall Rank
ISHYX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ISHYX Sortino Ratio Rank: 5555
Sortino Ratio Rank
ISHYX Omega Ratio Rank: 8080
Omega Ratio Rank
ISHYX Calmar Ratio Rank: 4343
Calmar Ratio Rank
ISHYX Martin Ratio Rank: 3333
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. ISHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Strategic Municipal Opportunities Fund (NSIOX) and Invesco Short Duration High Yield Municipal Fund (ISHYX). 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.


NSIOXISHYXDifference

Sharpe ratio

Return per unit of total volatility

0.58

1.09

-0.51

Sortino ratio

Return per unit of downside risk

0.79

1.49

-0.70

Omega ratio

Gain probability vs. loss probability

1.16

1.31

-0.16

Calmar ratio

Return relative to maximum drawdown

0.58

1.12

-0.54

Martin ratio

Return relative to average drawdown

1.64

3.57

-1.93

NSIOX vs. ISHYX - Sharpe Ratio Comparison

The current NSIOX Sharpe Ratio is 0.58, which is lower than the ISHYX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of NSIOX and ISHYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NSIOXISHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.09

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.54

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.86

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.90

-0.16

Correlation

The correlation between NSIOX and ISHYX is 0.78, 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. ISHYX - Dividend Comparison

NSIOX's dividend yield for the trailing twelve months is around 4.25%, which matches ISHYX's 4.29% 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%
ISHYX
Invesco Short Duration High Yield Municipal Fund
4.29%4.65%4.40%3.38%3.99%3.58%3.58%3.45%3.59%3.51%3.60%0.00%

Drawdowns

NSIOX vs. ISHYX - Drawdown Comparison

The maximum NSIOX drawdown since its inception was -18.38%, which is greater than ISHYX's maximum drawdown of -13.64%. Use the drawdown chart below to compare losses from any high point for NSIOX and ISHYX.


Loading graphics...

Drawdown Indicators


NSIOXISHYXDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-13.64%

-4.74%

Max Drawdown (1Y)

Largest decline over 1 year

-5.20%

-3.79%

-1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-18.38%

-12.03%

-6.35%

Max Drawdown (10Y)

Largest decline over 10 years

-18.38%

-13.64%

-4.74%

Current Drawdown

Current decline from peak

-2.71%

-1.79%

-0.92%

Average Drawdown

Average peak-to-trough decline

-3.61%

-2.68%

-0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

1.19%

+0.64%

Volatility

NSIOX vs. ISHYX - Volatility Comparison

Nuveen Strategic Municipal Opportunities Fund (NSIOX) has a higher volatility of 1.04% compared to Invesco Short Duration High Yield Municipal Fund (ISHYX) at 0.68%. This indicates that NSIOX's price experiences larger fluctuations and is considered to be riskier than ISHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NSIOXISHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

0.68%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

1.82%

1.40%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

5.21%

3.83%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.47%

3.07%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

3.33%

+1.35%