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NZF vs. FMNDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NZF vs. FMNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Municipal Credit Income Fund (NZF) and Fidelity Conservative Income Municipal Bond Fund Institutional Class (FMNDX). The values are adjusted to include any dividend payments, if applicable.

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NZF vs. FMNDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NZF
Nuveen Municipal Credit Income Fund
0.35%11.78%10.09%2.49%-25.53%11.19%3.58%28.33%-6.79%14.48%
FMNDX
Fidelity Conservative Income Municipal Bond Fund Institutional Class
0.30%3.31%3.04%3.37%-0.09%0.03%0.86%2.00%1.58%1.10%

Returns By Period

In the year-to-date period, NZF achieves a 0.35% return, which is significantly higher than FMNDX's 0.30% return. Over the past 10 years, NZF has outperformed FMNDX with an annualized return of 3.84%, while FMNDX has yielded a comparatively lower 1.55% annualized 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%

FMNDX

1D
0.00%
1M
-0.30%
YTD
0.30%
6M
1.06%
1Y
2.67%
3Y*
3.04%
5Y*
1.98%
10Y*
1.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NZF vs. FMNDX - Expense Ratio Comparison

NZF has a 1.89% expense ratio, which is higher than FMNDX's 0.25% expense ratio.


Return for Risk

NZF vs. FMNDX — 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

FMNDX
FMNDX Risk / Return Rank: 9999
Overall Rank
FMNDX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FMNDX Sortino Ratio Rank: 9999
Sortino Ratio Rank
FMNDX Omega Ratio Rank: 9999
Omega Ratio Rank
FMNDX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FMNDX Martin Ratio Rank: 9999
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. FMNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Municipal Credit Income Fund (NZF) and Fidelity Conservative Income Municipal Bond Fund Institutional Class (FMNDX). 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.


NZFFMNDXDifference

Sharpe ratio

Return per unit of total volatility

0.73

2.85

-2.13

Sortino ratio

Return per unit of downside risk

1.10

6.52

-5.42

Omega ratio

Gain probability vs. loss probability

1.15

2.73

-1.58

Calmar ratio

Return relative to maximum drawdown

1.16

7.66

-6.50

Martin ratio

Return relative to average drawdown

3.83

29.05

-25.22

NZF vs. FMNDX - Sharpe Ratio Comparison

The current NZF Sharpe Ratio is 0.73, which is lower than the FMNDX Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of NZF and FMNDX, 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


NZFFMNDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

2.85

-2.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

1.90

-1.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

1.74

-1.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

1.66

-1.29

Correlation

The correlation between NZF and FMNDX is 0.19, 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. FMNDX - Dividend Comparison

NZF's dividend yield for the trailing twelve months is around 7.70%, more than FMNDX's 2.64% 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%
FMNDX
Fidelity Conservative Income Municipal Bond Fund Institutional Class
2.64%2.95%2.99%2.60%0.61%0.23%0.85%1.58%1.46%1.00%0.75%0.38%

Drawdowns

NZF vs. FMNDX - Drawdown Comparison

The maximum NZF drawdown since its inception was -48.55%, which is greater than FMNDX's maximum drawdown of -1.69%. Use the drawdown chart below to compare losses from any high point for NZF and FMNDX.


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Drawdown Indicators


NZFFMNDXDifference

Max Drawdown

Largest peak-to-trough decline

-48.55%

-1.69%

-46.86%

Max Drawdown (1Y)

Largest decline over 1 year

-8.11%

-0.40%

-7.71%

Max Drawdown (5Y)

Largest decline over 5 years

-37.42%

-1.09%

-36.33%

Max Drawdown (10Y)

Largest decline over 10 years

-37.42%

-1.69%

-35.73%

Current Drawdown

Current decline from peak

-6.60%

-0.30%

-6.30%

Average Drawdown

Average peak-to-trough decline

-7.79%

-0.10%

-7.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

0.10%

+2.37%

Volatility

NZF vs. FMNDX - Volatility Comparison

Nuveen Municipal Credit Income Fund (NZF) has a higher volatility of 5.07% compared to Fidelity Conservative Income Municipal Bond Fund Institutional Class (FMNDX) at 0.16%. This indicates that NZF's price experiences larger fluctuations and is considered to be riskier than FMNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NZFFMNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

0.16%

+4.91%

Volatility (6M)

Calculated over the trailing 6-month period

7.71%

0.62%

+7.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.70%

1.01%

+10.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.24%

1.05%

+11.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.03%

0.90%

+12.13%