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NZF vs. BMN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NZF vs. BMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Municipal Credit Income Fund (NZF) and Blackrock 2037 Municipal Target Term Trust (BMN). The values are adjusted to include any dividend payments, if applicable.

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NZF vs. BMN - Yearly Performance Comparison


2026 (YTD)2025202420232022
NZF
Nuveen Municipal Credit Income Fund
0.35%11.78%10.09%2.49%13.45%
BMN
Blackrock 2037 Municipal Target Term Trust
1.11%7.05%12.65%1.89%-2.55%

Returns By Period

In the year-to-date period, NZF achieves a 0.35% return, which is significantly lower than BMN's 1.11% return.


NZF

1D
1.72%
1M
-3.87%
YTD
0.35%
6M
1.46%
1Y
8.42%
3Y*
8.17%
5Y*
0.52%
10Y*
3.84%

BMN

1D
0.96%
1M
-4.53%
YTD
1.11%
6M
6.76%
1Y
9.12%
3Y*
6.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NZF vs. BMN - Expense Ratio Comparison

NZF has a 1.89% expense ratio, which is higher than BMN's 0.93% expense ratio.


Return for Risk

NZF vs. BMN — Risk / Return Rank

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

NZF
NZF Risk / Return Rank: 2929
Overall Rank
NZF Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
NZF Sortino Ratio Rank: 2626
Sortino Ratio Rank
NZF Omega Ratio Rank: 2323
Omega Ratio Rank
NZF Calmar Ratio Rank: 3838
Calmar Ratio Rank
NZF Martin Ratio Rank: 3232
Martin Ratio Rank

BMN
BMN Risk / Return Rank: 2828
Overall Rank
BMN Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
BMN Sortino Ratio Rank: 2727
Sortino Ratio Rank
BMN Omega Ratio Rank: 2020
Omega Ratio Rank
BMN Calmar Ratio Rank: 4242
Calmar Ratio Rank
BMN Martin Ratio Rank: 2525
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.

NZF vs. BMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Municipal Credit Income Fund (NZF) and Blackrock 2037 Municipal Target Term Trust (BMN). 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.


NZFBMNDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.75

-0.03

Sortino ratio

Return per unit of downside risk

1.10

1.18

-0.08

Omega ratio

Gain probability vs. loss probability

1.15

1.15

0.00

Calmar ratio

Return relative to maximum drawdown

1.16

1.36

-0.20

Martin ratio

Return relative to average drawdown

3.83

3.59

+0.25

NZF vs. BMN - Sharpe Ratio Comparison

The current NZF Sharpe Ratio is 0.73, which is comparable to the BMN Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of NZF and BMN, 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


NZFBMNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.75

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.55

-0.18

Correlation

The correlation between NZF and BMN is 0.24, 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

NZF vs. BMN - Dividend Comparison

NZF's dividend yield for the trailing twelve months is around 7.70%, more than BMN's 4.30% yield.


TTM20252024202320222021202020192018201720162015
NZF
Nuveen Municipal Credit Income Fund
7.70%7.58%6.84%4.51%5.80%4.63%4.74%4.82%6.05%5.86%6.26%5.50%
BMN
Blackrock 2037 Municipal Target Term Trust
4.30%4.30%4.40%4.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NZF vs. BMN - Drawdown Comparison

The maximum NZF drawdown since its inception was -48.55%, which is greater than BMN's maximum drawdown of -13.04%. Use the drawdown chart below to compare losses from any high point for NZF and BMN.


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Drawdown Indicators


NZFBMNDifference

Max Drawdown

Largest peak-to-trough decline

-48.55%

-13.04%

-35.51%

Max Drawdown (1Y)

Largest decline over 1 year

-8.11%

-5.92%

-2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-37.42%

Max Drawdown (10Y)

Largest decline over 10 years

-37.42%

Current Drawdown

Current decline from peak

-6.60%

-4.53%

-2.07%

Average Drawdown

Average peak-to-trough decline

-7.79%

-2.17%

-5.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

2.24%

+0.23%

Volatility

NZF vs. BMN - Volatility Comparison

The current volatility for Nuveen Municipal Credit Income Fund (NZF) is 5.07%, while Blackrock 2037 Municipal Target Term Trust (BMN) has a volatility of 5.73%. This indicates that NZF experiences smaller price fluctuations and is considered to be less risky than BMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NZFBMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

5.73%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

7.71%

9.49%

-1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

11.70%

12.24%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.24%

10.52%

+1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.03%

10.52%

+2.51%