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NVG vs. VGLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NVG vs. VGLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen AMT-Free Municipal Credit Income Fund (NVG) and Vanguard Long-Term Treasury ETF (VGLT). The values are adjusted to include any dividend payments, if applicable.

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NVG vs. VGLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NVG
Nuveen AMT-Free Municipal Credit Income Fund
0.63%11.61%10.79%1.94%-28.47%12.14%6.40%25.63%-4.03%13.19%
VGLT
Vanguard Long-Term Treasury ETF
-0.14%5.35%-6.28%3.27%-29.34%-4.98%17.57%14.30%-1.54%8.64%

Returns By Period

In the year-to-date period, NVG achieves a 0.63% return, which is significantly higher than VGLT's -0.14% return. Over the past 10 years, NVG has outperformed VGLT with an annualized return of 3.89%, while VGLT has yielded a comparatively lower -0.87% annualized return.


NVG

1D
1.46%
1M
-4.78%
YTD
0.63%
6M
4.53%
1Y
8.78%
3Y*
8.96%
5Y*
-0.06%
10Y*
3.89%

VGLT

1D
-0.05%
1M
-3.18%
YTD
-0.14%
6M
-0.79%
1Y
-0.40%
3Y*
-1.59%
5Y*
-4.89%
10Y*
-0.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NVG vs. VGLT — Risk / Return Rank

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

NVG
NVG Risk / Return Rank: 6262
Overall Rank
NVG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
NVG Sortino Ratio Rank: 5757
Sortino Ratio Rank
NVG Omega Ratio Rank: 5959
Omega Ratio Rank
NVG Calmar Ratio Rank: 6161
Calmar Ratio Rank
NVG Martin Ratio Rank: 6666
Martin Ratio Rank

VGLT
VGLT Risk / Return Rank: 1111
Overall Rank
VGLT Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
VGLT Sortino Ratio Rank: 1010
Sortino Ratio Rank
VGLT Omega Ratio Rank: 1010
Omega Ratio Rank
VGLT Calmar Ratio Rank: 1313
Calmar Ratio Rank
VGLT Martin Ratio Rank: 1313
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.

NVG vs. VGLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen AMT-Free Municipal Credit Income Fund (NVG) and Vanguard Long-Term Treasury ETF (VGLT). 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.


NVGVGLTDifference

Sharpe ratio

Return per unit of total volatility

0.76

-0.04

+0.80

Sortino ratio

Return per unit of downside risk

1.09

0.02

+1.07

Omega ratio

Gain probability vs. loss probability

1.16

1.00

+0.16

Calmar ratio

Return relative to maximum drawdown

0.87

0.04

+0.83

Martin ratio

Return relative to average drawdown

2.85

0.09

+2.75

NVG vs. VGLT - Sharpe Ratio Comparison

The current NVG Sharpe Ratio is 0.76, which is higher than the VGLT Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of NVG and VGLT, 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


NVGVGLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

-0.04

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

-0.34

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

-0.06

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.19

+0.20

Correlation

The correlation between NVG and VGLT is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

NVG vs. VGLT - Dividend Comparison

NVG's dividend yield for the trailing twelve months is around 7.58%, more than VGLT's 4.54% yield.


TTM20252024202320222021202020192018201720162015
NVG
Nuveen AMT-Free Municipal Credit Income Fund
7.58%7.49%6.74%4.45%6.18%4.69%5.24%4.94%6.07%5.67%6.17%5.46%
VGLT
Vanguard Long-Term Treasury ETF
4.54%4.44%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%

Drawdowns

NVG vs. VGLT - Drawdown Comparison

The maximum NVG drawdown since its inception was -41.72%, smaller than the maximum VGLT drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for NVG and VGLT.


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Drawdown Indicators


NVGVGLTDifference

Max Drawdown

Largest peak-to-trough decline

-41.72%

-46.18%

+4.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.44%

-8.48%

-1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-40.58%

-40.98%

+0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-40.58%

-46.18%

+5.60%

Current Drawdown

Current decline from peak

-9.26%

-36.66%

+27.40%

Average Drawdown

Average peak-to-trough decline

-7.92%

-14.83%

+6.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

3.86%

-0.66%

Volatility

NVG vs. VGLT - Volatility Comparison

Nuveen AMT-Free Municipal Credit Income Fund (NVG) has a higher volatility of 5.39% compared to Vanguard Long-Term Treasury ETF (VGLT) at 3.45%. This indicates that NVG's price experiences larger fluctuations and is considered to be riskier than VGLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVGVGLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

3.45%

+1.94%

Volatility (6M)

Calculated over the trailing 6-month period

7.51%

6.00%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

11.64%

10.32%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.90%

14.59%

-1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.80%

13.84%

-1.04%