PortfoliosLab logoPortfoliosLab logo
NUVBX vs. NELIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NUVBX vs. NELIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Intermediate Duration Municipal Bond Fund (NUVBX) and Nuveen Equity Long/Short Fund (NELIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NUVBX vs. NELIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NUVBX
Nuveen Intermediate Duration Municipal Bond Fund
-0.27%4.83%1.98%5.89%-7.92%1.99%4.47%7.44%1.63%6.26%
NELIX
Nuveen Equity Long/Short Fund
-2.12%11.31%20.55%24.09%-14.94%32.92%-0.79%6.35%-2.36%19.32%

Returns By Period

In the year-to-date period, NUVBX achieves a -0.27% return, which is significantly higher than NELIX's -2.12% return. Over the past 10 years, NUVBX has underperformed NELIX with an annualized return of 2.31%, while NELIX has yielded a comparatively higher 9.35% annualized return.


NUVBX

1D
0.52%
1M
-2.04%
YTD
-0.27%
6M
1.16%
1Y
3.82%
3Y*
3.33%
5Y*
1.20%
10Y*
2.31%

NELIX

1D
2.33%
1M
-2.44%
YTD
-2.12%
6M
-1.00%
1Y
13.87%
3Y*
16.20%
5Y*
9.78%
10Y*
9.35%
*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.


NUVBX vs. NELIX - Expense Ratio Comparison

NUVBX has a 0.44% expense ratio, which is lower than NELIX's 1.35% expense ratio.


Return for Risk

NUVBX vs. NELIX — Risk / Return Rank

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

NUVBX
NUVBX Risk / Return Rank: 4646
Overall Rank
NUVBX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
NUVBX Sortino Ratio Rank: 3838
Sortino Ratio Rank
NUVBX Omega Ratio Rank: 6969
Omega Ratio Rank
NUVBX Calmar Ratio Rank: 3939
Calmar Ratio Rank
NUVBX Martin Ratio Rank: 3636
Martin Ratio Rank

NELIX
NELIX Risk / Return Rank: 5757
Overall Rank
NELIX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
NELIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
NELIX Omega Ratio Rank: 5656
Omega Ratio Rank
NELIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
NELIX Martin Ratio Rank: 6363
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.

NUVBX vs. NELIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Intermediate Duration Municipal Bond Fund (NUVBX) and Nuveen Equity Long/Short Fund (NELIX). 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.


NUVBXNELIXDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.06

-0.05

Sortino ratio

Return per unit of downside risk

1.35

1.55

-0.20

Omega ratio

Gain probability vs. loss probability

1.28

1.23

+0.05

Calmar ratio

Return relative to maximum drawdown

1.21

1.47

-0.26

Martin ratio

Return relative to average drawdown

4.40

6.44

-2.05

NUVBX vs. NELIX - Sharpe Ratio Comparison

The current NUVBX Sharpe Ratio is 1.01, which is comparable to the NELIX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of NUVBX and NELIX, 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


NUVBXNELIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.06

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.77

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.68

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.68

+0.09

Correlation

The correlation between NUVBX and NELIX is -0.06. 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

NUVBX vs. NELIX - Dividend Comparison

NUVBX's dividend yield for the trailing twelve months is around 3.40%, less than NELIX's 3.89% yield.


TTM20252024202320222021202020192018201720162015
NUVBX
Nuveen Intermediate Duration Municipal Bond Fund
3.40%3.31%3.22%2.81%2.60%2.18%2.55%3.06%3.02%2.97%3.15%2.97%
NELIX
Nuveen Equity Long/Short Fund
3.89%3.81%4.78%4.20%6.84%2.44%0.00%0.00%1.35%1.58%0.00%0.00%

Drawdowns

NUVBX vs. NELIX - Drawdown Comparison

The maximum NUVBX drawdown since its inception was -31.28%, which is greater than NELIX's maximum drawdown of -28.72%. Use the drawdown chart below to compare losses from any high point for NUVBX and NELIX.


Loading graphics...

Drawdown Indicators


NUVBXNELIXDifference

Max Drawdown

Largest peak-to-trough decline

-31.28%

-28.72%

-2.56%

Max Drawdown (1Y)

Largest decline over 1 year

-4.18%

-8.92%

+4.74%

Max Drawdown (5Y)

Largest decline over 5 years

-12.03%

-19.30%

+7.27%

Max Drawdown (10Y)

Largest decline over 10 years

-12.03%

-28.72%

+16.69%

Current Drawdown

Current decline from peak

-2.26%

-4.12%

+1.86%

Average Drawdown

Average peak-to-trough decline

-3.53%

-4.75%

+1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

2.03%

-0.88%

Volatility

NUVBX vs. NELIX - Volatility Comparison

The current volatility for Nuveen Intermediate Duration Municipal Bond Fund (NUVBX) is 1.21%, while Nuveen Equity Long/Short Fund (NELIX) has a volatility of 4.17%. This indicates that NUVBX experiences smaller price fluctuations and is considered to be less risky than NELIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NUVBXNELIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

4.17%

-2.96%

Volatility (6M)

Calculated over the trailing 6-month period

1.66%

7.61%

-5.95%

Volatility (1Y)

Calculated over the trailing 1-year period

4.19%

13.67%

-9.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.42%

12.71%

-9.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.58%

13.73%

-10.15%