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OKMUX vs. NMI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OKMUX vs. NMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oklahoma Municipal Fund (OKMUX) and Nuveen Municipal Income Fund, Inc. (NMI). The values are adjusted to include any dividend payments, if applicable.

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OKMUX vs. NMI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OKMUX
Oklahoma Municipal Fund
-0.81%4.78%-0.51%4.94%-10.69%0.90%3.74%6.00%0.53%3.93%
NMI
Nuveen Municipal Income Fund, Inc.
6.43%10.52%7.03%1.90%-15.09%3.86%4.70%16.02%-8.07%7.49%

Returns By Period

In the year-to-date period, OKMUX achieves a -0.81% return, which is significantly lower than NMI's 6.43% return. Over the past 10 years, OKMUX has underperformed NMI with an annualized return of 1.01%, while NMI has yielded a comparatively higher 2.38% annualized return.


OKMUX

1D
0.19%
1M
-2.70%
YTD
-0.81%
6M
1.45%
1Y
4.42%
3Y*
1.94%
5Y*
-0.18%
10Y*
1.01%

NMI

1D
5.56%
1M
5.32%
YTD
6.43%
6M
7.87%
1Y
11.18%
3Y*
8.47%
5Y*
2.21%
10Y*
2.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OKMUX vs. NMI - Expense Ratio Comparison

OKMUX has a 0.98% expense ratio, which is higher than NMI's 0.72% expense ratio.


Return for Risk

OKMUX vs. NMI — Risk / Return Rank

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

OKMUX
OKMUX Risk / Return Rank: 4141
Overall Rank
OKMUX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
OKMUX Sortino Ratio Rank: 3333
Sortino Ratio Rank
OKMUX Omega Ratio Rank: 8080
Omega Ratio Rank
OKMUX Calmar Ratio Rank: 2929
Calmar Ratio Rank
OKMUX Martin Ratio Rank: 2929
Martin Ratio Rank

NMI
NMI Risk / Return Rank: 5252
Overall Rank
NMI Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
NMI Sortino Ratio Rank: 6565
Sortino Ratio Rank
NMI Omega Ratio Rank: 6262
Omega Ratio Rank
NMI Calmar Ratio Rank: 6262
Calmar Ratio Rank
NMI Martin Ratio Rank: 2626
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.

OKMUX vs. NMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oklahoma Municipal Fund (OKMUX) and Nuveen Municipal Income Fund, Inc. (NMI). 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.


OKMUXNMIDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.93

-0.13

Sortino ratio

Return per unit of downside risk

1.15

1.64

-0.49

Omega ratio

Gain probability vs. loss probability

1.31

1.24

+0.07

Calmar ratio

Return relative to maximum drawdown

0.84

1.43

-0.59

Martin ratio

Return relative to average drawdown

3.16

2.89

+0.27

OKMUX vs. NMI - Sharpe Ratio Comparison

The current OKMUX Sharpe Ratio is 0.80, which is comparable to the NMI Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of OKMUX and NMI, 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


OKMUXNMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.93

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.16

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.16

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.34

+0.27

Correlation

The correlation between OKMUX and NMI is 0.15, 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

OKMUX vs. NMI - Dividend Comparison

OKMUX's dividend yield for the trailing twelve months is around 2.96%, less than NMI's 4.36% yield.


TTM20252024202320222021202020192018201720162015
OKMUX
Oklahoma Municipal Fund
2.96%3.18%3.01%2.32%1.85%1.39%1.73%2.55%2.41%2.47%2.43%2.22%
NMI
Nuveen Municipal Income Fund, Inc.
4.36%4.59%4.63%4.04%3.51%3.22%3.53%4.15%5.12%4.21%4.45%4.28%

Drawdowns

OKMUX vs. NMI - Drawdown Comparison

The maximum OKMUX drawdown since its inception was -16.68%, smaller than the maximum NMI drawdown of -28.92%. Use the drawdown chart below to compare losses from any high point for OKMUX and NMI.


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Drawdown Indicators


OKMUXNMIDifference

Max Drawdown

Largest peak-to-trough decline

-16.68%

-28.92%

+12.24%

Max Drawdown (1Y)

Largest decline over 1 year

-6.10%

-8.71%

+2.61%

Max Drawdown (5Y)

Largest decline over 5 years

-15.39%

-28.92%

+13.53%

Max Drawdown (10Y)

Largest decline over 10 years

-15.39%

-28.92%

+13.53%

Current Drawdown

Current decline from peak

-3.48%

0.00%

-3.48%

Average Drawdown

Average peak-to-trough decline

-2.53%

-5.93%

+3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

4.31%

-2.69%

Volatility

OKMUX vs. NMI - Volatility Comparison

The current volatility for Oklahoma Municipal Fund (OKMUX) is 1.01%, while Nuveen Municipal Income Fund, Inc. (NMI) has a volatility of 5.73%. This indicates that OKMUX experiences smaller price fluctuations and is considered to be less risky than NMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OKMUXNMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

5.73%

-4.72%

Volatility (6M)

Calculated over the trailing 6-month period

1.64%

7.38%

-5.74%

Volatility (1Y)

Calculated over the trailing 1-year period

6.30%

12.13%

-5.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.46%

13.58%

-9.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.13%

14.60%

-10.47%