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NZF vs. DMREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NZF vs. DMREX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Municipal Credit Income Fund (NZF) and DFA Municipal Real Return Portfolio (DMREX). The values are adjusted to include any dividend payments, if applicable.

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NZF vs. DMREX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NZF
Nuveen Municipal Credit Income Fund
-1.35%11.78%10.09%2.49%-25.53%11.19%3.58%28.33%-6.79%14.48%
DMREX
DFA Municipal Real Return Portfolio
1.10%2.77%3.10%2.56%-1.42%6.75%4.11%6.64%-0.51%2.57%

Returns By Period

In the year-to-date period, NZF achieves a -1.35% return, which is significantly lower than DMREX's 1.10% return. Over the past 10 years, NZF has outperformed DMREX with an annualized return of 3.66%, while DMREX has yielded a comparatively lower 2.77% annualized return.


NZF

1D
2.61%
1M
-5.35%
YTD
-1.35%
6M
0.69%
1Y
7.63%
3Y*
7.56%
5Y*
0.18%
10Y*
3.66%

DMREX

1D
-0.04%
1M
0.42%
YTD
1.10%
6M
1.08%
1Y
2.58%
3Y*
2.54%
5Y*
2.70%
10Y*
2.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NZF vs. DMREX - Expense Ratio Comparison

NZF has a 1.89% expense ratio, which is higher than DMREX's 0.24% expense ratio.


Return for Risk

NZF vs. DMREX — Risk / Return Rank

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

NZF
NZF Risk / Return Rank: 3131
Overall Rank
NZF Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
NZF Sortino Ratio Rank: 2626
Sortino Ratio Rank
NZF Omega Ratio Rank: 2424
Omega Ratio Rank
NZF Calmar Ratio Rank: 4242
Calmar Ratio Rank
NZF Martin Ratio Rank: 3434
Martin Ratio Rank

DMREX
DMREX Risk / Return Rank: 9494
Overall Rank
DMREX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DMREX Sortino Ratio Rank: 9696
Sortino Ratio Rank
DMREX Omega Ratio Rank: 9797
Omega Ratio Rank
DMREX Calmar Ratio Rank: 9393
Calmar Ratio Rank
DMREX Martin Ratio Rank: 8787
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. DMREX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Municipal Credit Income Fund (NZF) and DFA Municipal Real Return Portfolio (DMREX). 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.


NZFDMREXDifference

Sharpe ratio

Return per unit of total volatility

0.66

2.31

-1.65

Sortino ratio

Return per unit of downside risk

1.01

3.35

-2.34

Omega ratio

Gain probability vs. loss probability

1.13

1.62

-0.49

Calmar ratio

Return relative to maximum drawdown

1.09

2.90

-1.82

Martin ratio

Return relative to average drawdown

3.61

9.38

-5.77

NZF vs. DMREX - Sharpe Ratio Comparison

The current NZF Sharpe Ratio is 0.66, which is lower than the DMREX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of NZF and DMREX, 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


NZFDMREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

2.31

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

1.10

-1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.88

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.86

-0.49

Correlation

The correlation between NZF and DMREX is 0.17, 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. DMREX - Dividend Comparison

NZF's dividend yield for the trailing twelve months is around 7.83%, more than DMREX's 3.30% yield.


TTM20252024202320222021202020192018201720162015
NZF
Nuveen Municipal Credit Income Fund
7.83%7.58%6.84%4.51%5.80%4.63%4.74%4.82%6.05%5.86%6.26%5.50%
DMREX
DFA Municipal Real Return Portfolio
3.30%2.95%3.55%1.96%1.16%0.98%1.44%2.26%1.54%1.32%1.15%1.09%

Drawdowns

NZF vs. DMREX - Drawdown Comparison

The maximum NZF drawdown since its inception was -48.55%, which is greater than DMREX's maximum drawdown of -13.22%. Use the drawdown chart below to compare losses from any high point for NZF and DMREX.


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Drawdown Indicators


NZFDMREXDifference

Max Drawdown

Largest peak-to-trough decline

-48.55%

-13.22%

-35.33%

Max Drawdown (1Y)

Largest decline over 1 year

-8.18%

-0.92%

-7.26%

Max Drawdown (5Y)

Largest decline over 5 years

-37.42%

-5.33%

-32.09%

Max Drawdown (10Y)

Largest decline over 10 years

-37.42%

-13.22%

-24.20%

Current Drawdown

Current decline from peak

-8.18%

-0.32%

-7.86%

Average Drawdown

Average peak-to-trough decline

-7.79%

-0.89%

-6.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

0.29%

+2.17%

Volatility

NZF vs. DMREX - Volatility Comparison

Nuveen Municipal Credit Income Fund (NZF) has a higher volatility of 4.70% compared to DFA Municipal Real Return Portfolio (DMREX) at 0.49%. This indicates that NZF's price experiences larger fluctuations and is considered to be riskier than DMREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NZFDMREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

0.49%

+4.21%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

0.71%

+6.95%

Volatility (1Y)

Calculated over the trailing 1-year period

11.63%

1.17%

+10.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.22%

2.47%

+9.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.02%

3.14%

+9.88%