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STXAX vs. NVHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STXAX vs. NVHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Municipal High Income Fund (STXAX) and Nuveen Short Duration High Yield Municipal Bond Fund (NVHIX). The values are adjusted to include any dividend payments, if applicable.

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STXAX vs. NVHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STXAX
Western Asset Municipal High Income Fund
-0.56%4.23%3.41%7.63%-11.29%3.36%3.77%8.18%1.08%6.82%
NVHIX
Nuveen Short Duration High Yield Municipal Bond Fund
-0.04%2.43%6.88%3.54%-6.73%8.44%-0.10%8.27%3.47%8.17%

Returns By Period

In the year-to-date period, STXAX achieves a -0.56% return, which is significantly lower than NVHIX's -0.04% return. Over the past 10 years, STXAX has underperformed NVHIX with an annualized return of 2.40%, while NVHIX has yielded a comparatively higher 3.17% annualized return.


STXAX

1D
0.24%
1M
-2.84%
YTD
-0.56%
6M
0.88%
1Y
3.24%
3Y*
3.93%
5Y*
1.10%
10Y*
2.40%

NVHIX

1D
0.00%
1M
-1.79%
YTD
-0.04%
6M
0.91%
1Y
1.94%
3Y*
3.86%
5Y*
2.17%
10Y*
3.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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STXAX vs. NVHIX - Expense Ratio Comparison

STXAX has a 0.83% expense ratio, which is higher than NVHIX's 0.55% expense ratio.


Return for Risk

STXAX vs. NVHIX — Risk / Return Rank

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

STXAX
STXAX Risk / Return Rank: 2626
Overall Rank
STXAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
STXAX Sortino Ratio Rank: 2222
Sortino Ratio Rank
STXAX Omega Ratio Rank: 3939
Omega Ratio Rank
STXAX Calmar Ratio Rank: 2424
Calmar Ratio Rank
STXAX Martin Ratio Rank: 1919
Martin Ratio Rank

NVHIX
NVHIX Risk / Return Rank: 2828
Overall Rank
NVHIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
NVHIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
NVHIX Omega Ratio Rank: 4545
Omega Ratio Rank
NVHIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
NVHIX Martin Ratio Rank: 1919
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.

STXAX vs. NVHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Municipal High Income Fund (STXAX) and Nuveen Short Duration High Yield Municipal Bond Fund (NVHIX). 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.


STXAXNVHIXDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.67

+0.01

Sortino ratio

Return per unit of downside risk

0.93

0.92

+0.01

Omega ratio

Gain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

0.73

0.68

+0.05

Martin ratio

Return relative to average drawdown

2.07

2.00

+0.07

STXAX vs. NVHIX - Sharpe Ratio Comparison

The current STXAX Sharpe Ratio is 0.68, which is comparable to the NVHIX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of STXAX and NVHIX, 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


STXAXNVHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.67

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.66

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.92

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

1.08

-0.01

Correlation

The correlation between STXAX and NVHIX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

STXAX vs. NVHIX - Dividend Comparison

STXAX's dividend yield for the trailing twelve months is around 3.88%, less than NVHIX's 4.70% yield.


TTM20252024202320222021202020192018201720162015
STXAX
Western Asset Municipal High Income Fund
3.88%4.77%3.83%3.56%2.97%2.47%3.32%4.41%4.30%4.30%4.11%4.44%
NVHIX
Nuveen Short Duration High Yield Municipal Bond Fund
4.70%5.15%4.36%4.41%3.84%3.43%3.90%4.03%3.90%3.78%3.62%3.55%

Drawdowns

STXAX vs. NVHIX - Drawdown Comparison

The maximum STXAX drawdown since its inception was -22.48%, which is greater than NVHIX's maximum drawdown of -13.54%. Use the drawdown chart below to compare losses from any high point for STXAX and NVHIX.


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Drawdown Indicators


STXAXNVHIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.48%

-13.54%

-8.94%

Max Drawdown (1Y)

Largest decline over 1 year

-6.11%

-3.63%

-2.48%

Max Drawdown (5Y)

Largest decline over 5 years

-16.46%

-10.54%

-5.92%

Max Drawdown (10Y)

Largest decline over 10 years

-16.46%

-13.54%

-2.92%

Current Drawdown

Current decline from peak

-2.84%

-1.79%

-1.05%

Average Drawdown

Average peak-to-trough decline

-2.22%

-2.06%

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

1.25%

+0.91%

Volatility

STXAX vs. NVHIX - Volatility Comparison

Western Asset Municipal High Income Fund (STXAX) has a higher volatility of 1.34% compared to Nuveen Short Duration High Yield Municipal Bond Fund (NVHIX) at 0.63%. This indicates that STXAX's price experiences larger fluctuations and is considered to be riskier than NVHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STXAXNVHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

0.63%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.00%

1.43%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

6.14%

3.77%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.70%

3.32%

+1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.62%

3.47%

+1.15%