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NVHIX vs. VWIUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NVHIX vs. VWIUX - 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 Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX). The values are adjusted to include any dividend payments, if applicable.

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NVHIX vs. VWIUX - 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%
VWIUX
Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares
-0.69%5.99%2.34%5.90%-6.83%0.81%5.23%7.10%1.34%4.65%

Returns By Period

In the year-to-date period, NVHIX achieves a -0.04% return, which is significantly higher than VWIUX's -0.69% return. Over the past 10 years, NVHIX has outperformed VWIUX with an annualized return of 3.17%, while VWIUX has yielded a comparatively lower 2.36% 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%

VWIUX

1D
0.15%
1M
-2.85%
YTD
-0.69%
6M
0.95%
1Y
4.63%
3Y*
3.66%
5Y*
1.53%
10Y*
2.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NVHIX vs. VWIUX - Expense Ratio Comparison

NVHIX has a 0.55% expense ratio, which is higher than VWIUX's 0.09% expense ratio.


Return for Risk

NVHIX vs. VWIUX — 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

VWIUX
VWIUX Risk / Return Rank: 7474
Overall Rank
VWIUX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VWIUX Sortino Ratio Rank: 7777
Sortino Ratio Rank
VWIUX Omega Ratio Rank: 9090
Omega Ratio Rank
VWIUX Calmar Ratio Rank: 6565
Calmar Ratio Rank
VWIUX 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. VWIUX - 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 Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX). 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.


NVHIXVWIUXDifference

Sharpe ratio

Return per unit of total volatility

0.67

1.39

-0.73

Sortino ratio

Return per unit of downside risk

0.92

1.88

-0.96

Omega ratio

Gain probability vs. loss probability

1.19

1.40

-0.21

Calmar ratio

Return relative to maximum drawdown

0.68

1.48

-0.79

Martin ratio

Return relative to average drawdown

2.00

5.75

-3.76

NVHIX vs. VWIUX - Sharpe Ratio Comparison

The current NVHIX Sharpe Ratio is 0.67, which is lower than the VWIUX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of NVHIX and VWIUX, 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


NVHIXVWIUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.39

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.48

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.69

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

1.11

-0.03

Correlation

The correlation between NVHIX and VWIUX is 0.63, 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. VWIUX - Dividend Comparison

NVHIX's dividend yield for the trailing twelve months is around 4.70%, more than VWIUX's 3.33% 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%
VWIUX
Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares
3.33%4.06%3.63%2.78%2.51%1.89%2.40%2.88%2.89%2.82%2.91%2.96%

Drawdowns

NVHIX vs. VWIUX - Drawdown Comparison

The maximum NVHIX drawdown since its inception was -13.54%, which is greater than VWIUX's maximum drawdown of -11.38%. Use the drawdown chart below to compare losses from any high point for NVHIX and VWIUX.


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Drawdown Indicators


NVHIXVWIUXDifference

Max Drawdown

Largest peak-to-trough decline

-13.54%

-11.38%

-2.16%

Max Drawdown (1Y)

Largest decline over 1 year

-3.63%

-3.89%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-10.54%

-11.38%

+0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-13.54%

-11.38%

-2.16%

Current Drawdown

Current decline from peak

-1.79%

-2.85%

+1.06%

Average Drawdown

Average peak-to-trough decline

-2.06%

-1.44%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

1.00%

+0.25%

Volatility

NVHIX vs. VWIUX - Volatility Comparison

The current volatility for Nuveen Short Duration High Yield Municipal Bond Fund (NVHIX) is 0.63%, while Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX) has a volatility of 0.96%. This indicates that NVHIX experiences smaller price fluctuations and is considered to be less risky than VWIUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVHIXVWIUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

0.96%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

1.43%

1.57%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

3.77%

3.93%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.32%

3.23%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.47%

3.42%

+0.05%