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NSIOX vs. PIMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NSIOX vs. PIMIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, NSIOX achieves a 1.73% return, which is significantly higher than PIMIX's 1.00% return. Over the past 10 years, NSIOX has underperformed PIMIX with an annualized return of 2.95%, while PIMIX has yielded a comparatively higher 4.72% annualized return.


NSIOX

1D
0.10%
1M
1.70%
YTD
1.73%
6M
2.23%
1Y
6.02%
3Y*
4.42%
5Y*
0.52%
10Y*
2.95%

PIMIX

1D
0.09%
1M
1.19%
YTD
1.00%
6M
1.60%
1Y
7.88%
3Y*
7.73%
5Y*
3.58%
10Y*
4.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NSIOX vs. PIMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSIOX
Nuveen Strategic Municipal Opportunities Fund
1.73%3.19%4.61%7.17%-13.81%5.21%6.82%10.07%3.31%9.77%
PIMIX
PIMCO Income Fund Institutional Class
1.00%11.08%5.45%9.36%-9.07%2.62%5.84%8.10%0.63%8.63%

Correlation

The correlation between NSIOX and PIMIX is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2015

0.36

Over the past year, NSIOX and PIMIX have become more correlated (0.61) than their long-term average of 0.36, meaning their price movements have been converging.

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Return for Risk

NSIOX vs. PIMIX — Risk / Return Rank

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

NSIOX
NSIOX Risk / Return Rank: 5555
Overall Rank
NSIOX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
NSIOX Sortino Ratio Rank: 7373
Sortino Ratio Rank
NSIOX Omega Ratio Rank: 8282
Omega Ratio Rank
NSIOX Calmar Ratio Rank: 3434
Calmar Ratio Rank
NSIOX Martin Ratio Rank: 2828
Martin Ratio Rank

PIMIX
PIMIX Risk / Return Rank: 4646
Overall Rank
PIMIX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
PIMIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
PIMIX Omega Ratio Rank: 5454
Omega Ratio Rank
PIMIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
PIMIX Martin Ratio Rank: 3434
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. PIMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Strategic Municipal Opportunities Fund (NSIOX) and PIMCO Income Fund Institutional Class (PIMIX). 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.


NSIOXPIMIXDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.49

1.37

+0.12

Calmar ratioReturn relative to maximum drawdown

2.09

2.15

-0.06

Martin ratioReturn relative to average drawdown

6.18

7.27

-1.09

NSIOX vs. PIMIX - Sharpe Ratio Comparison

The current NSIOX Sharpe Ratio is 2.08, which is comparable to the PIMIX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of NSIOX and PIMIX, 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

NSIOX vs. PIMIX - Drawdown Comparison

The maximum NSIOX drawdown since its inception was -18.38%, which is greater than PIMIX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for NSIOX and PIMIX.


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Drawdown Indicators


NSIOXPIMIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-13.39%

-4.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-3.69%

+0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-6.17%

-3.84%

-2.33%

Max Drawdown (5Y)

Largest decline over 5 years

-18.38%

-13.34%

-5.04%

Max Drawdown (10Y)

Largest decline over 10 years

-18.38%

-13.39%

-4.99%

Current Drawdown

Current decline from peak

-0.36%

-0.93%

+0.57%

Average Drawdown

Average peak-to-trough decline

-3.56%

-1.69%

-1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

1.09%

-0.11%

Volatility

NSIOX vs. PIMIX - Volatility Comparison

The current volatility for Nuveen Strategic Municipal Opportunities Fund (NSIOX) is 0.77%, while PIMCO Income Fund Institutional Class (PIMIX) has a volatility of 1.42%. This indicates that NSIOX experiences smaller price fluctuations and is considered to be less risky than PIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NSIOXPIMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

1.42%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

2.12%

3.39%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

2.93%

4.17%

-1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.49%

4.86%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.69%

4.26%

+0.43%

NSIOX vs. PIMIX - Expense Ratio Comparison

NSIOX has a 0.56% expense ratio, which is higher than PIMIX's 0.54% expense ratio.


Dividends

NSIOX vs. PIMIX - Dividend Comparison

NSIOX's dividend yield for the trailing twelve months is around 4.18%, less than PIMIX's 5.83% yield.


PositionTTM20252024202320222021202020192018201720162015
NSIOX
Nuveen Strategic Municipal Opportunities Fund
4.18%4.53%3.91%3.85%4.20%4.25%2.88%3.25%3.12%3.22%4.09%2.48%
PIMIX
PIMCO Income Fund Institutional Class
5.83%6.01%6.27%6.21%4.98%4.02%4.88%5.83%5.66%5.37%5.52%7.88%

Frequently Asked Questions


NSIOX and PIMIX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PIMIX has higher volatility (1.42%) compared to NSIOX (0.77%). In terms of maximum drawdown, NSIOX dropped -18.38% vs PIMIX's -13.39%.

NSIOX currently has the higher Sharpe Ratio (2.08 vs 1.91), 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

Find the right allocation for NSIOX and PIMIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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