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VWITX vs. NQP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWITX vs. NQP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX) and Nuveen Pennsylvania Quality Municipal Income (NQP). The values are adjusted to include any dividend payments, if applicable.

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VWITX vs. NQP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWITX
Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares
-0.48%5.89%2.23%5.82%-6.90%0.74%5.14%7.01%1.26%4.54%
NQP
Nuveen Pennsylvania Quality Municipal Income
2.14%15.46%2.70%7.44%-21.95%7.75%7.08%21.21%-2.28%5.96%

Returns By Period

In the year-to-date period, VWITX achieves a -0.48% return, which is significantly lower than NQP's 2.14% return. Over the past 10 years, VWITX has underperformed NQP with an annualized return of 2.29%, while NQP has yielded a comparatively higher 3.34% annualized return.


VWITX

1D
0.22%
1M
-2.36%
YTD
-0.48%
6M
1.07%
1Y
4.47%
3Y*
3.64%
5Y*
1.49%
10Y*
2.29%

NQP

1D
-0.17%
1M
-0.51%
YTD
2.14%
6M
2.76%
1Y
13.70%
3Y*
7.94%
5Y*
1.65%
10Y*
3.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWITX vs. NQP - Expense Ratio Comparison

VWITX has a 0.17% expense ratio, which is lower than NQP's 1.27% expense ratio.


Return for Risk

VWITX vs. NQP — Risk / Return Rank

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

VWITX
VWITX Risk / Return Rank: 6666
Overall Rank
VWITX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VWITX Sortino Ratio Rank: 6363
Sortino Ratio Rank
VWITX Omega Ratio Rank: 8585
Omega Ratio Rank
VWITX Calmar Ratio Rank: 5858
Calmar Ratio Rank
VWITX Martin Ratio Rank: 5555
Martin Ratio Rank

NQP
NQP Risk / Return Rank: 8282
Overall Rank
NQP Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
NQP Sortino Ratio Rank: 8282
Sortino Ratio Rank
NQP Omega Ratio Rank: 7676
Omega Ratio Rank
NQP Calmar Ratio Rank: 9494
Calmar Ratio Rank
NQP Martin Ratio Rank: 8080
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.

VWITX vs. NQP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX) and Nuveen Pennsylvania Quality Municipal Income (NQP). 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.


VWITXNQPDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.50

-0.26

Sortino ratio

Return per unit of downside risk

1.66

2.27

-0.61

Omega ratio

Gain probability vs. loss probability

1.35

1.31

+0.04

Calmar ratio

Return relative to maximum drawdown

1.43

3.27

-1.84

Martin ratio

Return relative to average drawdown

5.48

8.94

-3.46

VWITX vs. NQP - Sharpe Ratio Comparison

The current VWITX Sharpe Ratio is 1.25, which is comparable to the NQP Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of VWITX and NQP, 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


VWITXNQPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.50

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.17

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.31

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.41

+0.35

Correlation

The correlation between VWITX and NQP is 0.25, 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

VWITX vs. NQP - Dividend Comparison

VWITX's dividend yield for the trailing twelve months is around 3.25%, less than NQP's 7.86% yield.


TTM20252024202320222021202020192018201720162015
VWITX
Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares
3.25%3.96%3.53%2.70%2.43%1.83%2.32%2.80%2.80%2.72%2.80%2.88%
NQP
Nuveen Pennsylvania Quality Municipal Income
7.86%7.87%6.69%3.07%4.89%4.51%4.38%4.23%5.34%5.34%5.67%6.10%

Drawdowns

VWITX vs. NQP - Drawdown Comparison

The maximum VWITX drawdown since its inception was -29.13%, smaller than the maximum NQP drawdown of -41.87%. Use the drawdown chart below to compare losses from any high point for VWITX and NQP.


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Drawdown Indicators


VWITXNQPDifference

Max Drawdown

Largest peak-to-trough decline

-29.13%

-41.87%

+12.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.89%

-4.63%

+0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-11.46%

-32.41%

+20.95%

Max Drawdown (10Y)

Largest decline over 10 years

-11.46%

-32.41%

+20.95%

Current Drawdown

Current decline from peak

-2.64%

-1.68%

-0.96%

Average Drawdown

Average peak-to-trough decline

-3.58%

-6.93%

+3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.69%

-0.67%

Volatility

VWITX vs. NQP - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX) is 1.01%, while Nuveen Pennsylvania Quality Municipal Income (NQP) has a volatility of 4.13%. This indicates that VWITX experiences smaller price fluctuations and is considered to be less risky than NQP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWITXNQPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

4.13%

-3.12%

Volatility (6M)

Calculated over the trailing 6-month period

1.57%

5.32%

-3.75%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

9.22%

-5.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.22%

9.80%

-6.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.41%

10.85%

-7.44%