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NXP vs. VOHIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NXP vs. VOHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Select Tax-Free Income Portfolio (NXP) and Vanguard Ohio Long-Term Tax-Exempt Fund (VOHIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NXP achieves a 3.43% return, which is significantly higher than VOHIX's 2.05% return. Over the past 10 years, NXP has outperformed VOHIX with an annualized return of 3.17%, while VOHIX has yielded a comparatively lower 2.54% annualized return.


NXP

1D
-0.21%
1M
1.44%
YTD
3.43%
6M
3.43%
1Y
6.75%
3Y*
3.68%
5Y*
-0.72%
10Y*
3.17%

VOHIX

1D
0.17%
1M
2.04%
YTD
2.05%
6M
2.45%
1Y
8.05%
3Y*
4.78%
5Y*
1.12%
10Y*
2.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NXP vs. VOHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NXP
Nuveen Select Tax-Free Income Portfolio
3.43%-2.73%6.83%10.68%-9.51%-7.36%12.12%20.94%0.04%9.30%
VOHIX
Vanguard Ohio Long-Term Tax-Exempt Fund
2.05%5.07%2.76%7.03%-11.01%1.72%7.04%8.34%0.96%6.33%

Correlation

The correlation between NXP and VOHIX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Mar 19, 1992

0.20

The correlation between NXP and VOHIX shifts across timeframes, from 0.20 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

NXP vs. VOHIX — Risk / Return Rank

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

NXP
NXP Risk / Return Rank: 6969
Overall Rank
NXP Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
NXP Sortino Ratio Rank: 6262
Sortino Ratio Rank
NXP Omega Ratio Rank: 6262
Omega Ratio Rank
NXP Calmar Ratio Rank: 7575
Calmar Ratio Rank
NXP Martin Ratio Rank: 7777
Martin Ratio Rank

VOHIX
VOHIX Risk / Return Rank: 7373
Overall Rank
VOHIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VOHIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
VOHIX Omega Ratio Rank: 9292
Omega Ratio Rank
VOHIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
VOHIX Martin Ratio Rank: 4545
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.

NXP vs. VOHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Select Tax-Free Income Portfolio (NXP) and Vanguard Ohio Long-Term Tax-Exempt Fund (VOHIX). 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.


NXPVOHIXDifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-2.83

Omega ratioGain probability vs. loss probability

1.17

1.65

-0.48

Calmar ratioReturn relative to maximum drawdown

2.01

2.56

-0.55

Martin ratioReturn relative to average drawdown

5.02

8.97

-3.95

NXP vs. VOHIX - Sharpe Ratio Comparison

The current NXP Sharpe Ratio is 0.90, which is lower than the VOHIX Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of NXP and VOHIX, 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

NXP vs. VOHIX - Drawdown Comparison

The maximum NXP drawdown since its inception was -27.64%, which is greater than VOHIX's maximum drawdown of -16.81%. Use the drawdown chart below to compare losses from any high point for NXP and VOHIX.


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Drawdown Indicators


NXPVOHIXDifference

Max Drawdown

Largest peak-to-trough decline

-27.64%

-16.81%

-10.83%

Max Drawdown (1Y)

Largest decline over 1 year

-3.37%

-3.20%

-0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-10.68%

-7.44%

-3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-27.64%

-16.81%

-10.83%

Max Drawdown (10Y)

Largest decline over 10 years

-27.64%

-16.81%

-10.83%

Current Drawdown

Current decline from peak

-6.62%

-0.09%

-6.53%

Average Drawdown

Average peak-to-trough decline

-6.79%

-1.88%

-4.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

0.91%

+0.44%

Volatility

NXP vs. VOHIX - Volatility Comparison

Nuveen Select Tax-Free Income Portfolio (NXP) has a higher volatility of 2.27% compared to Vanguard Ohio Long-Term Tax-Exempt Fund (VOHIX) at 0.86%. This indicates that NXP's price experiences larger fluctuations and is considered to be riskier than VOHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NXPVOHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.27%

0.86%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

5.92%

2.36%

+3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

7.54%

3.09%

+4.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.76%

4.75%

+6.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.08%

4.63%

+7.45%

Dividends

NXP vs. VOHIX - Dividend Comparison

NXP's dividend yield for the trailing twelve months is around 4.48%, more than VOHIX's 3.60% yield.


PositionTTM20252024202320222021202020192018201720162015
NXP
Nuveen Select Tax-Free Income Portfolio
4.48%4.47%4.00%3.94%3.93%3.42%3.07%3.33%3.88%3.79%3.96%3.99%
VOHIX
Vanguard Ohio Long-Term Tax-Exempt Fund
3.60%4.43%3.92%3.05%2.73%2.78%3.39%3.93%3.51%3.70%3.75%3.84%

Frequently Asked Questions


NXP and VOHIX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NXP has higher volatility (2.27%) compared to VOHIX (0.86%). In terms of maximum drawdown, NXP dropped -27.64% vs VOHIX's -16.81%.

VOHIX currently has the higher Sharpe Ratio (2.65 vs 0.90), 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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