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NUVBX vs. NMTRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NUVBX vs. NMTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Intermediate Duration Municipal Bond Fund (NUVBX) and Nuveen Municipal Total Return Managed Accounts (NMTRX). The values are adjusted to include any dividend payments, if applicable.

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NUVBX vs. NMTRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NUVBX
Nuveen Intermediate Duration Municipal Bond Fund
-0.04%4.83%1.98%5.89%-7.92%1.99%4.47%7.44%1.63%6.26%
NMTRX
Nuveen Municipal Total Return Managed Accounts
-0.12%3.90%1.99%6.21%-11.98%2.69%5.25%9.26%1.06%7.41%

Returns By Period

In the year-to-date period, NUVBX achieves a -0.04% return, which is significantly higher than NMTRX's -0.12% return. Both investments have delivered pretty close results over the past 10 years, with NUVBX having a 2.33% annualized return and NMTRX not far behind at 2.27%.


NUVBX

1D
0.23%
1M
-1.27%
YTD
-0.04%
6M
1.39%
1Y
4.05%
3Y*
3.41%
5Y*
1.24%
10Y*
2.33%

NMTRX

1D
0.20%
1M
-1.97%
YTD
-0.12%
6M
1.65%
1Y
3.78%
3Y*
3.22%
5Y*
0.38%
10Y*
2.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NUVBX vs. NMTRX - Expense Ratio Comparison

NUVBX has a 0.44% expense ratio, which is higher than NMTRX's 0.05% expense ratio.


Return for Risk

NUVBX vs. NMTRX — Risk / Return Rank

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

NUVBX
NUVBX Risk / Return Rank: 3939
Overall Rank
NUVBX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
NUVBX Sortino Ratio Rank: 3333
Sortino Ratio Rank
NUVBX Omega Ratio Rank: 6262
Omega Ratio Rank
NUVBX Calmar Ratio Rank: 3131
Calmar Ratio Rank
NUVBX Martin Ratio Rank: 3131
Martin Ratio Rank

NMTRX
NMTRX Risk / Return Rank: 3131
Overall Rank
NMTRX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
NMTRX Sortino Ratio Rank: 2727
Sortino Ratio Rank
NMTRX Omega Ratio Rank: 4848
Omega Ratio Rank
NMTRX Calmar Ratio Rank: 2727
Calmar Ratio Rank
NMTRX Martin Ratio Rank: 2121
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. NMTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Intermediate Duration Municipal Bond Fund (NUVBX) and Nuveen Municipal Total Return Managed Accounts (NMTRX). 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.


NUVBXNMTRXDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.84

+0.14

Sortino ratio

Return per unit of downside risk

1.31

1.16

+0.15

Omega ratio

Gain probability vs. loss probability

1.27

1.23

+0.05

Calmar ratio

Return relative to maximum drawdown

1.18

0.99

+0.20

Martin ratio

Return relative to average drawdown

4.26

2.89

+1.38

NUVBX vs. NMTRX - Sharpe Ratio Comparison

The current NUVBX Sharpe Ratio is 0.98, which is comparable to the NMTRX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of NUVBX and NMTRX, 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


NUVBXNMTRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.84

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.10

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.52

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.97

-0.20

Correlation

The correlation between NUVBX and NMTRX is 0.85, 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

NUVBX vs. NMTRX - Dividend Comparison

NUVBX's dividend yield for the trailing twelve months is around 3.39%, less than NMTRX's 4.19% yield.


TTM20252024202320222021202020192018201720162015
NUVBX
Nuveen Intermediate Duration Municipal Bond Fund
3.39%3.31%3.22%2.81%2.60%2.18%2.55%3.06%3.02%2.97%3.15%2.97%
NMTRX
Nuveen Municipal Total Return Managed Accounts
4.19%4.46%3.55%3.67%3.28%2.73%2.92%3.20%3.47%3.28%3.71%3.91%

Drawdowns

NUVBX vs. NMTRX - Drawdown Comparison

The maximum NUVBX drawdown since its inception was -31.28%, which is greater than NMTRX's maximum drawdown of -16.36%. Use the drawdown chart below to compare losses from any high point for NUVBX and NMTRX.


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Drawdown Indicators


NUVBXNMTRXDifference

Max Drawdown

Largest peak-to-trough decline

-31.28%

-16.36%

-14.92%

Max Drawdown (1Y)

Largest decline over 1 year

-4.18%

-4.75%

+0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-12.03%

-16.36%

+4.33%

Max Drawdown (10Y)

Largest decline over 10 years

-12.03%

-16.36%

+4.33%

Current Drawdown

Current decline from peak

-2.04%

-2.25%

+0.21%

Average Drawdown

Average peak-to-trough decline

-3.53%

-2.93%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

1.62%

-0.46%

Volatility

NUVBX vs. NMTRX - Volatility Comparison

Nuveen Intermediate Duration Municipal Bond Fund (NUVBX) has a higher volatility of 1.15% compared to Nuveen Municipal Total Return Managed Accounts (NMTRX) at 1.07%. This indicates that NUVBX's price experiences larger fluctuations and is considered to be riskier than NMTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUVBXNMTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

1.07%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.67%

1.82%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

4.17%

4.93%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.42%

3.97%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.58%

4.38%

-0.80%