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NUAG vs. AHMFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NUAG vs. AHMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Enhanced Yield U.S. Aggregate Bond ETF (NUAG) 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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NUAG vs. AHMFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NUAG
Nuveen Enhanced Yield U.S. Aggregate Bond ETF
-0.03%7.37%2.02%7.52%-13.97%-2.03%7.48%10.13%-1.45%3.98%
AHMFX
American High-Income Municipal Bond Fund Class F-2
-0.15%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, NUAG achieves a -0.03% return, which is significantly higher than AHMFX's -0.15% return.


NUAG

1D
0.03%
1M
-1.41%
YTD
-0.03%
6M
0.67%
1Y
4.34%
3Y*
4.46%
5Y*
0.54%
10Y*

AHMFX

1D
0.33%
1M
-2.06%
YTD
-0.15%
6M
1.48%
1Y
4.18%
3Y*
5.55%
5Y*
1.86%
10Y*
3.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NUAG vs. AHMFX - Expense Ratio Comparison

NUAG has a 0.19% expense ratio, which is lower than AHMFX's 0.42% expense ratio.


Return for Risk

NUAG vs. AHMFX — Risk / Return Rank

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

NUAG
NUAG Risk / Return Rank: 5454
Overall Rank
NUAG Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
NUAG Sortino Ratio Rank: 5151
Sortino Ratio Rank
NUAG Omega Ratio Rank: 4545
Omega Ratio Rank
NUAG Calmar Ratio Rank: 6868
Calmar Ratio Rank
NUAG Martin Ratio Rank: 5252
Martin Ratio Rank

AHMFX
AHMFX Risk / Return Rank: 2626
Overall Rank
AHMFX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
AHMFX Sortino Ratio Rank: 1818
Sortino Ratio Rank
AHMFX Omega Ratio Rank: 4343
Omega Ratio Rank
AHMFX Calmar Ratio Rank: 2626
Calmar Ratio Rank
AHMFX Martin Ratio Rank: 2323
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.

NUAG vs. AHMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Enhanced Yield U.S. Aggregate Bond ETF (NUAG) 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.


NUAGAHMFXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.71

+0.31

Sortino ratio

Return per unit of downside risk

1.45

0.97

+0.48

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.90

0.99

+0.91

Martin ratio

Return relative to average drawdown

5.51

3.25

+2.26

NUAG vs. AHMFX - Sharpe Ratio Comparison

The current NUAG Sharpe Ratio is 1.02, which is higher than the AHMFX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of NUAG 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


NUAGAHMFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.71

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.39

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

1.52

-1.22

Correlation

The correlation between NUAG and AHMFX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NUAG vs. AHMFX - Dividend Comparison

NUAG's dividend yield for the trailing twelve months is around 4.54%, more than AHMFX's 4.25% yield.


TTM20252024202320222021202020192018201720162015
NUAG
Nuveen Enhanced Yield U.S. Aggregate Bond ETF
4.54%4.43%4.44%3.95%3.60%2.27%2.93%3.54%3.79%3.38%0.48%0.00%
AHMFX
American High-Income Municipal Bond Fund Class F-2
4.25%5.58%4.04%2.97%2.71%3.44%3.60%3.68%3.88%4.19%3.74%4.19%

Drawdowns

NUAG vs. AHMFX - Drawdown Comparison

The maximum NUAG drawdown since its inception was -19.79%, which is greater than AHMFX's maximum drawdown of -17.65%. Use the drawdown chart below to compare losses from any high point for NUAG and AHMFX.


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Drawdown Indicators


NUAGAHMFXDifference

Max Drawdown

Largest peak-to-trough decline

-19.79%

-17.65%

-2.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.54%

-5.60%

+3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-19.19%

-17.65%

-1.54%

Max Drawdown (10Y)

Largest decline over 10 years

-17.65%

Current Drawdown

Current decline from peak

-1.75%

-2.38%

+0.63%

Average Drawdown

Average peak-to-trough decline

-5.01%

-2.38%

-2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

1.70%

-0.82%

Volatility

NUAG vs. AHMFX - Volatility Comparison

Nuveen Enhanced Yield U.S. Aggregate Bond ETF (NUAG) has a higher volatility of 1.66% compared to American High-Income Municipal Bond Fund Class F-2 (AHMFX) at 1.15%. This indicates that NUAG's price experiences larger fluctuations and is considered to be riskier than AHMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUAGAHMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

1.15%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

2.44%

1.88%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

6.45%

-2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

4.82%

+1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.51%

4.53%

+0.98%