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NVG vs. HIMU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVG vs. HIMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen AMT-Free Municipal Credit Income Fund (NVG) and iShares High Yield Muni Active ETF (HIMU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NVG achieves a 1.61% return, which is significantly lower than HIMU's 2.38% return.


NVG

1D
-0.65%
1M
-3.46%
6M
-0.82%
YTD
1.61%
1Y
13.03%
3Y*
9.72%
5Y*
-1.12%
10Y*
3.13%
ALL TIME*
5.21%

HIMU

1D
0.03%
1M
-2.12%
6M
1.43%
YTD
2.38%
1Y
6.88%
3Y*
5Y*
10Y*
ALL TIME*
2.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$15.89M$15.59M$18.37M
$6.24M$5.82M$6.12M

NVG vs. HIMU - Yearly Performance Comparison


Correlation

The correlation between NVG and HIMU is 0.40, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.40

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2025

0.41

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Return for Risk

NVG vs. HIMU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NVG
NVG Risk / Return Rank: 7676
Overall Rank
NVG Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
NVG Sortino Ratio Rank: 7777
Sortino Ratio Rank
NVG Omega Ratio Rank: 7676
Omega Ratio Rank
NVG Calmar Ratio Rank: 7070
Calmar Ratio Rank
NVG Martin Ratio Rank: 7474
Martin Ratio Rank

HIMU
HIMU Risk / Return Rank: 6767
Overall Rank
HIMU Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
HIMU Sortino Ratio Rank: 7070
Sortino Ratio Rank
HIMU Omega Ratio Rank: 7575
Omega Ratio Rank
HIMU Calmar Ratio Rank: 5757
Calmar Ratio Rank
HIMU Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NVG vs. HIMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen AMT-Free Municipal Credit Income Fund (NVG) and iShares High Yield Muni Active ETF (HIMU). 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.


NVGHIMUDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.24

1.33

-0.09

Calmar ratioReturn relative to maximum drawdown

1.25

2.10

-0.85

Martin ratioReturn relative to average drawdown

3.82

7.95

-4.13

NVG vs. HIMU - Sharpe Ratio Comparison

The current NVG Sharpe Ratio is 1.24, which is comparable to the HIMU Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of NVG and HIMU, 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

NVG vs. HIMU - Drawdown Comparison

The maximum NVG drawdown since its inception was -41.72%, which is greater than HIMU's maximum drawdown of -8.01%. Use the drawdown chart below to compare losses from any high point for NVG and HIMU.


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Drawdown Indicators


NVGHIMUDifference

Max Drawdown

Largest peak-to-trough decline

-41.72%

-8.01%

-33.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.44%

-3.29%

-7.15%

Max Drawdown (3Y)

Largest decline over 3 years

-14.34%

Max Drawdown (5Y)

Largest decline over 5 years

-40.58%

Max Drawdown (10Y)

Largest decline over 10 years

-40.58%

Current Drawdown

Current decline from peak

-8.39%

-2.16%

-6.23%

Average Drawdown

Average peak-to-trough decline

-7.91%

-1.63%

-6.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

0.87%

+2.55%

Volatility

NVG vs. HIMU - Volatility Comparison

Nuveen AMT-Free Municipal Credit Income Fund (NVG) has a higher volatility of 2.35% compared to iShares High Yield Muni Active ETF (HIMU) at 1.08%. This indicates that NVG's price experiences larger fluctuations and is considered to be riskier than HIMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVGHIMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

1.08%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

3.35%

+5.52%

Volatility (1Y)

Calculated over the trailing 1-year period

10.54%

4.18%

+6.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.09%

7.11%

+5.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.88%

7.11%

+5.77%

NVG vs. HIMU - Expense Ratio Comparison

NVG has a 1.50% expense ratio, which is higher than HIMU's 0.42% expense ratio.


Dividends

NVG vs. HIMU - Dividend Comparison

NVG's dividend yield for the trailing twelve months is around 7.69%, more than HIMU's 5.22% yield.


PositionTTM20252024202320222021202020192018201720162015
HIMU
iShares High Yield Muni Active ETF
5.22%4.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVG
Nuveen AMT-Free Municipal Credit Income Fund
7.69%7.49%6.74%4.45%6.18%4.69%5.24%4.94%6.07%5.67%6.17%5.46%

Frequently Asked Questions


NVG and HIMU have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVG has higher volatility (2.35%) compared to HIMU (1.08%). In terms of maximum drawdown, NVG dropped -41.72% vs HIMU's -8.01%.

HIMU currently has the higher Sharpe Ratio (1.66 vs 1.24), 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.

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