- ISIN
- US23320G2241
- Issuer
- Dimensional
- Inception Date
- Jun 15, 2015
- Category
- Municipal Bonds
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
DNYMX Performance Chart
DFA NY Municipal Bond Portfolio (DNYMX) is up 1.2% since the beginning of the year. DNYMX is currently trading at $10 per share. Investors who bought $1,000 worth of DNYMX shares 5 years ago would now be looking at an investment worth $1,083.
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Returns By Period
DFA NY Municipal Bond Portfolio (DNYMX) has returned 1.21% so far this year and 2.35% over the past 12 months. Over the last ten years, DNYMX has returned 1.28% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
DFA NY Municipal Bond Portfolio
- 1D
- 0.02%
- 1M
- -0.08%
- 6M
- 0.78%
- YTD
- 1.21%
- 1Y
- 2.35%
- 3Y*
- 2.77%
- 5Y*
- 1.61%
- 10Y*
- 1.28%
- ALL TIME*
- 1.43%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
DNYMX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2016, DNYMX's average daily return is +0.01%, while the average monthly return is +0.12%. At this rate, an investment would double in approximately 48.2 years.
Historically, 65% of months were positive and 35% were negative. The best month was May 2020 with a return of +1.1%, while the worst month was Nov 2016 at -1.5%. The longest winning streak lasted 17 consecutive months, and the longest losing streak was 5 months.
On a daily basis, DNYMX closed higher 18% of trading days. The best single day was Mar 25, 2020 with a return of +1.0%, while the worst single day was Mar 20, 2020 at -0.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.43% | 0.28% | -0.14% | 0.11% | 0.30% | 0.21% | 0.02% | 1.21% | |||||
| 2025 | 0.20% | 0.30% | -0.20% | -0.05% | 0.44% | 0.42% | 0.35% | 0.31% | 0.23% | 0.13% | 0.30% | 0.23% | 2.69% |
| 2024 | 0.14% | 0.18% | 0.13% | 0.13% | 0.13% | 0.41% | 0.54% | 0.42% | 0.23% | 0.06% | 0.32% | 0.14% | 2.87% |
| 2023 | 0.62% | -0.51% | 0.76% | -0.18% | 0.05% | 0.35% | 0.15% | 0.18% | -0.23% | 0.30% | 0.89% | 0.36% | 2.76% |
| 2022 | -0.66% | -0.08% | -0.73% | -0.47% | 0.64% | -0.05% | 0.56% | -0.73% | -0.72% | 0.09% | 0.99% | 0.00% | -1.17% |
| 2021 | 0.08% | -0.14% | 0.09% | 0.05% | -0.05% | -0.05% | 0.15% | -0.06% | -0.07% | -0.06% | 0.03% | -0.06% | -0.10% |
Benchmark Metrics
DFA NY Municipal Bond Portfolio has an annualized alpha of 1.38%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (4.43%) than losses (0.43%) - typical of diversified or defensive assets.
- Beta of 0.00 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 1.38%
- Beta
- 0.00
- R²
- 0.00
- Upside Capture
- 4.43%
- Downside Capture
- 0.43%
Expense Ratio
DNYMX has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
DNYMX ranks 99 for risk / return — above 99% of mutual funds peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for DFA NY Municipal Bond Portfolio (DNYMX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DNYMX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.38 | ||
| Sortino ratioReturn per unit of downside risk | +5.69 | ||
| Omega ratioGain probability vs. loss probability | 3.15 | 1.25 | +1.90 |
| Calmar ratioReturn relative to maximum drawdown | 10.27 | 2.00 | +8.27 |
| Martin ratioReturn relative to average drawdown | 43.41 | 8.49 | +34.92 |
Dividends
Dividend History
DFA NY Municipal Bond Portfolio provided a 2.62% dividend yield over the last twelve months, with an annual payout of $0.27 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.27 | $0.24 | $0.28 | $0.19 | $0.07 | $0.06 | $0.11 | $0.13 | $0.12 | $0.11 | $0.11 |
Dividend yield | 2.62% | 2.36% | 2.73% | 1.92% | 0.70% | 0.59% | 1.06% | 1.31% | 1.21% | 1.04% | 1.08% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA NY Municipal Bond Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.01 | $0.02 | $0.03 | $0.02 | $0.02 | $0.02 | $0.02 | $0.14 | |||||
| 2025 | $0.00 | $0.02 | $0.00 | $0.03 | $0.02 | $0.02 | $0.03 | $0.02 | $0.02 | $0.02 | $0.02 | $0.03 | $0.24 |
| 2024 | $0.01 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.03 | $0.02 | $0.03 | $0.28 |
| 2023 | $0.01 | $0.01 | $0.02 | $0.01 | $0.02 | $0.02 | $0.01 | $0.02 | $0.02 | $0.02 | $0.02 | $0.03 | $0.19 |
| 2022 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.07 |
| 2021 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the DFA NY Municipal Bond Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the DFA NY Municipal Bond Portfolio was 3.19%, occurring on Mar 20, 2020. Recovery took 41 trading sessions.
The current DFA NY Municipal Bond Portfolio drawdown is 0.08%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-3.19%Mar 2020 | 10d | 2mo | 2mo 10dMar 2020 - May 2020 | COVID crash2020 |
-2.57%Sep 2022 | 1y 7mo | 11mo 21d | 2y 7moFeb 2021 - Sep 2023 | Bear market2022 |
-2.23%Dec 2016 | 4mo 1d | 5mo 17d | 9mo 18dAug 2016 - May 2017 | — |
-1.38%Mar 2016 | 1mo 1d | 3mo 12d | 4mo 13dFeb 2016 - Jun 2016 | — |
-1.33%Apr 2018 | 7mo 15d | 7mo 27d | 1y 3moSep 2017 - Dec 2018 | — |
Drawdown Indicators
| DNYMX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.19% | -56.78% | +53.59% |
Max Drawdown (1Y)Largest decline over 1 year | -0.24% | -9.10% | +8.86% |
Max Drawdown (3Y)Largest decline over 3 years | -0.98% | -18.90% | +17.92% |
Max Drawdown (5Y)Largest decline over 5 years | -2.53% | -25.43% | +22.90% |
Max Drawdown (10Y)Largest decline over 10 years | -3.19% | -33.92% | +30.73% |
Current DrawdownCurrent decline from peak | -0.08% | -1.58% | +1.50% |
Average DrawdownAverage peak-to-trough decline | -0.41% | -10.70% | +10.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.06% | 2.14% | -2.08% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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