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NVHIX vs. SDHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NVHIX vs. SDHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Short Duration High Yield Municipal Bond Fund (NVHIX) and Lord Abbett Short Duration High Income Municipal Bond Fund (SDHIX). The values are adjusted to include any dividend payments, if applicable.

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NVHIX vs. SDHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NVHIX
Nuveen Short Duration High Yield Municipal Bond Fund
-0.04%2.43%6.88%3.54%-6.73%8.44%-0.10%8.27%3.47%8.17%
SDHIX
Lord Abbett Short Duration High Income Municipal Bond Fund
-0.32%5.24%5.38%3.71%-9.77%3.85%2.37%7.27%2.33%3.72%

Returns By Period

In the year-to-date period, NVHIX achieves a -0.04% return, which is significantly higher than SDHIX's -0.32% return. Over the past 10 years, NVHIX has outperformed SDHIX with an annualized return of 3.17%, while SDHIX has yielded a comparatively lower 1.91% annualized return.


NVHIX

1D
0.00%
1M
-1.79%
YTD
-0.04%
6M
0.91%
1Y
1.94%
3Y*
3.86%
5Y*
2.17%
10Y*
3.17%

SDHIX

1D
0.07%
1M
-2.01%
YTD
-0.32%
6M
0.70%
1Y
3.80%
3Y*
4.07%
5Y*
1.21%
10Y*
1.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NVHIX vs. SDHIX - Expense Ratio Comparison

NVHIX has a 0.55% expense ratio, which is higher than SDHIX's 0.50% expense ratio.


Return for Risk

NVHIX vs. SDHIX — Risk / Return Rank

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

NVHIX
NVHIX Risk / Return Rank: 2828
Overall Rank
NVHIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
NVHIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
NVHIX Omega Ratio Rank: 4545
Omega Ratio Rank
NVHIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
NVHIX Martin Ratio Rank: 1919
Martin Ratio Rank

SDHIX
SDHIX Risk / Return Rank: 7070
Overall Rank
SDHIX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SDHIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
SDHIX Omega Ratio Rank: 8787
Omega Ratio Rank
SDHIX Calmar Ratio Rank: 6060
Calmar Ratio Rank
SDHIX Martin Ratio Rank: 6060
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.

NVHIX vs. SDHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Short Duration High Yield Municipal Bond Fund (NVHIX) and Lord Abbett Short Duration High Income Municipal Bond Fund (SDHIX). 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.


NVHIXSDHIXDifference

Sharpe ratio

Return per unit of total volatility

0.67

1.26

-0.59

Sortino ratio

Return per unit of downside risk

0.92

1.76

-0.84

Omega ratio

Gain probability vs. loss probability

1.19

1.37

-0.17

Calmar ratio

Return relative to maximum drawdown

0.68

1.39

-0.71

Martin ratio

Return relative to average drawdown

2.00

5.73

-3.74

NVHIX vs. SDHIX - Sharpe Ratio Comparison

The current NVHIX Sharpe Ratio is 0.67, which is lower than the SDHIX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of NVHIX and SDHIX, 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


NVHIXSDHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.26

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.44

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.64

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.65

+0.43

Correlation

The correlation between NVHIX and SDHIX is 0.69, 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

NVHIX vs. SDHIX - Dividend Comparison

NVHIX's dividend yield for the trailing twelve months is around 4.70%, more than SDHIX's 4.38% yield.


TTM20252024202320222021202020192018201720162015
NVHIX
Nuveen Short Duration High Yield Municipal Bond Fund
4.70%5.15%4.36%4.41%3.84%3.43%3.90%4.03%3.90%3.78%3.62%3.55%
SDHIX
Lord Abbett Short Duration High Income Municipal Bond Fund
4.38%5.00%4.17%3.28%2.21%1.68%2.84%3.00%2.97%1.19%0.00%0.00%

Drawdowns

NVHIX vs. SDHIX - Drawdown Comparison

The maximum NVHIX drawdown since its inception was -13.54%, roughly equal to the maximum SDHIX drawdown of -13.36%. Use the drawdown chart below to compare losses from any high point for NVHIX and SDHIX.


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Drawdown Indicators


NVHIXSDHIXDifference

Max Drawdown

Largest peak-to-trough decline

-13.54%

-13.36%

-0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-3.63%

-3.22%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-10.54%

-13.36%

+2.82%

Max Drawdown (10Y)

Largest decline over 10 years

-13.54%

-13.36%

-0.18%

Current Drawdown

Current decline from peak

-1.79%

-2.01%

+0.22%

Average Drawdown

Average peak-to-trough decline

-2.06%

-3.02%

+0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

0.78%

+0.47%

Volatility

NVHIX vs. SDHIX - Volatility Comparison

The current volatility for Nuveen Short Duration High Yield Municipal Bond Fund (NVHIX) is 0.63%, while Lord Abbett Short Duration High Income Municipal Bond Fund (SDHIX) has a volatility of 0.68%. This indicates that NVHIX experiences smaller price fluctuations and is considered to be less risky than SDHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVHIXSDHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

0.68%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.43%

1.34%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.77%

3.46%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.32%

2.78%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.47%

3.01%

+0.46%