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NSIOX vs. NSBRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NSIOX vs. NSBRX - Performance Comparison

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

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NSIOX vs. NSBRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSIOX
Nuveen Strategic Municipal Opportunities Fund
-0.07%3.19%4.61%7.17%-13.81%5.21%6.82%10.07%3.31%9.77%
NSBRX
Nuveen Dividend Growth Fund
-2.40%10.03%17.56%15.08%-9.63%27.17%9.79%41.88%-4.36%20.07%

Returns By Period

In the year-to-date period, NSIOX achieves a -0.07% return, which is significantly higher than NSBRX's -2.40% return. Over the past 10 years, NSIOX has underperformed NSBRX with an annualized return of 3.13%, while NSBRX has yielded a comparatively higher 12.44% annualized return.


NSIOX

1D
0.60%
1M
-1.83%
YTD
-0.07%
6M
1.30%
1Y
2.71%
3Y*
3.99%
5Y*
0.75%
10Y*
3.13%

NSBRX

1D
1.84%
1M
-5.23%
YTD
-2.40%
6M
-2.56%
1Y
8.82%
3Y*
12.65%
5Y*
9.33%
10Y*
12.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NSIOX vs. NSBRX - Expense Ratio Comparison

NSIOX has a 0.56% expense ratio, which is lower than NSBRX's 0.67% expense ratio.


Return for Risk

NSIOX vs. NSBRX — Risk / Return Rank

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

NSIOX
NSIOX Risk / Return Rank: 2020
Overall Rank
NSIOX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
NSIOX Sortino Ratio Rank: 1515
Sortino Ratio Rank
NSIOX Omega Ratio Rank: 2626
Omega Ratio Rank
NSIOX Calmar Ratio Rank: 2222
Calmar Ratio Rank
NSIOX Martin Ratio Rank: 1717
Martin Ratio Rank

NSBRX
NSBRX Risk / Return Rank: 2424
Overall Rank
NSBRX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
NSBRX Sortino Ratio Rank: 2222
Sortino Ratio Rank
NSBRX Omega Ratio Rank: 2323
Omega Ratio Rank
NSBRX Calmar Ratio Rank: 2626
Calmar Ratio Rank
NSBRX Martin Ratio Rank: 3131
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. NSBRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Strategic Municipal Opportunities Fund (NSIOX) and Nuveen Dividend Growth Fund (NSBRX). 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.


NSIOXNSBRXDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.61

-0.02

Sortino ratio

Return per unit of downside risk

0.80

0.97

-0.18

Omega ratio

Gain probability vs. loss probability

1.16

1.14

+0.02

Calmar ratio

Return relative to maximum drawdown

0.78

0.82

-0.04

Martin ratio

Return relative to average drawdown

2.20

3.53

-1.33

NSIOX vs. NSBRX - Sharpe Ratio Comparison

The current NSIOX Sharpe Ratio is 0.59, which is comparable to the NSBRX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of NSIOX and NSBRX, 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


NSIOXNSBRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.61

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.66

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.75

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.58

+0.17

Correlation

The correlation between NSIOX and NSBRX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

NSIOX vs. NSBRX - Dividend Comparison

NSIOX's dividend yield for the trailing twelve months is around 4.63%, less than NSBRX's 9.19% yield.


TTM20252024202320222021202020192018201720162015
NSIOX
Nuveen Strategic Municipal Opportunities Fund
4.63%4.53%3.91%3.85%4.20%4.25%2.88%3.25%3.12%3.22%4.09%2.48%
NSBRX
Nuveen Dividend Growth Fund
9.19%9.26%6.82%3.01%3.58%3.67%4.68%15.68%7.04%4.57%1.75%6.24%

Drawdowns

NSIOX vs. NSBRX - Drawdown Comparison

The maximum NSIOX drawdown since its inception was -18.38%, smaller than the maximum NSBRX drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for NSIOX and NSBRX.


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Drawdown Indicators


NSIOXNSBRXDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-45.14%

+26.76%

Max Drawdown (1Y)

Largest decline over 1 year

-5.20%

-10.75%

+5.55%

Max Drawdown (5Y)

Largest decline over 5 years

-18.38%

-19.79%

+1.41%

Max Drawdown (10Y)

Largest decline over 10 years

-18.38%

-33.69%

+15.31%

Current Drawdown

Current decline from peak

-2.12%

-6.10%

+3.98%

Average Drawdown

Average peak-to-trough decline

-3.61%

-5.28%

+1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

2.50%

-0.67%

Volatility

NSIOX vs. NSBRX - Volatility Comparison

The current volatility for Nuveen Strategic Municipal Opportunities Fund (NSIOX) is 1.25%, while Nuveen Dividend Growth Fund (NSBRX) has a volatility of 4.11%. This indicates that NSIOX experiences smaller price fluctuations and is considered to be less risky than NSBRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NSIOXNSBRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

4.11%

-2.86%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

7.73%

-5.82%

Volatility (1Y)

Calculated over the trailing 1-year period

5.23%

15.14%

-9.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.47%

14.29%

-9.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

16.59%

-11.91%