PortfoliosLab logoPortfoliosLab logo
NZF vs. NMTRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NZF vs. NMTRX - Performance Comparison

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

Loading graphics...

NZF vs. NMTRX - 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%
NMTRX
Nuveen Municipal Total Return Managed Accounts
-0.12%3.90%1.99%6.21%-11.98%2.69%5.25%9.26%1.06%7.41%

Returns By Period

In the year-to-date period, NZF achieves a 0.35% return, which is significantly higher than NMTRX's -0.12% return. Over the past 10 years, NZF has outperformed NMTRX with an annualized return of 3.84%, while NMTRX has yielded a comparatively lower 2.27% 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%

NMTRX

1D
0.20%
1M
-1.97%
YTD
-0.12%
6M
1.65%
1Y
3.78%
3Y*
3.22%
5Y*
0.38%
10Y*
2.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NZF vs. NMTRX - Expense Ratio Comparison

NZF has a 1.89% expense ratio, which is higher than NMTRX's 0.05% expense ratio.


Return for Risk

NZF vs. NMTRX — 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

NMTRX
NMTRX Risk / Return Rank: 3131
Overall Rank
NMTRX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
NMTRX Sortino Ratio Rank: 2727
Sortino Ratio Rank
NMTRX Omega Ratio Rank: 4848
Omega Ratio Rank
NMTRX Calmar Ratio Rank: 2727
Calmar Ratio Rank
NMTRX Martin Ratio Rank: 2121
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. NMTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Municipal Credit Income Fund (NZF) and Nuveen Municipal Total Return Managed Accounts (NMTRX). 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.


NZFNMTRXDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.84

-0.11

Sortino ratio

Return per unit of downside risk

1.10

1.16

-0.06

Omega ratio

Gain probability vs. loss probability

1.15

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

1.16

0.99

+0.17

Martin ratio

Return relative to average drawdown

3.83

2.89

+0.94

NZF vs. NMTRX - Sharpe Ratio Comparison

The current NZF Sharpe Ratio is 0.73, which is comparable to the NMTRX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of NZF and NMTRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NZFNMTRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.84

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.10

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.52

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.97

-0.60

Correlation

The correlation between NZF and NMTRX is 0.33, 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. NMTRX - Dividend Comparison

NZF's dividend yield for the trailing twelve months is around 7.70%, more than NMTRX's 4.19% 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%
NMTRX
Nuveen Municipal Total Return Managed Accounts
4.19%4.46%3.55%3.67%3.28%2.73%2.92%3.20%3.47%3.28%3.71%3.91%

Drawdowns

NZF vs. NMTRX - Drawdown Comparison

The maximum NZF drawdown since its inception was -48.55%, which is greater than NMTRX's maximum drawdown of -16.36%. Use the drawdown chart below to compare losses from any high point for NZF and NMTRX.


Loading graphics...

Drawdown Indicators


NZFNMTRXDifference

Max Drawdown

Largest peak-to-trough decline

-48.55%

-16.36%

-32.19%

Max Drawdown (1Y)

Largest decline over 1 year

-8.11%

-4.75%

-3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-37.42%

-16.36%

-21.06%

Max Drawdown (10Y)

Largest decline over 10 years

-37.42%

-16.36%

-21.06%

Current Drawdown

Current decline from peak

-6.60%

-2.25%

-4.35%

Average Drawdown

Average peak-to-trough decline

-7.79%

-2.93%

-4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

1.62%

+0.85%

Volatility

NZF vs. NMTRX - Volatility Comparison

Nuveen Municipal Credit Income Fund (NZF) has a higher volatility of 5.07% compared to Nuveen Municipal Total Return Managed Accounts (NMTRX) at 1.07%. This indicates that NZF's price experiences larger fluctuations and is considered to be riskier than NMTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NZFNMTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

1.07%

+4.00%

Volatility (6M)

Calculated over the trailing 6-month period

7.71%

1.82%

+5.89%

Volatility (1Y)

Calculated over the trailing 1-year period

11.70%

4.93%

+6.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.24%

3.97%

+8.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.03%

4.38%

+8.65%