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BNY vs. DFIC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BNY vs. DFIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock New York Municipal Income Trust (BNY) and DFA Dimensional International Core Equity 2 ETF (DFIC). The values are adjusted to include any dividend payments, if applicable.

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BNY vs. DFIC - Yearly Performance Comparison


2026 (YTD)2025202420232022
BNY
BlackRock New York Municipal Income Trust
1.60%5.80%1.78%8.72%-14.28%
DFIC
DFA Dimensional International Core Equity 2 ETF
4.89%37.09%4.10%17.32%-9.27%

Returns By Period


BNY

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

DFIC

1D
1.52%
1M
-4.67%
YTD
4.89%
6M
10.53%
1Y
33.18%
3Y*
17.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BNY vs. DFIC — Risk / Return Rank

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

BNY

DFIC
DFIC Risk / Return Rank: 9090
Overall Rank
DFIC Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DFIC Sortino Ratio Rank: 9191
Sortino Ratio Rank
DFIC Omega Ratio Rank: 9292
Omega Ratio Rank
DFIC Calmar Ratio Rank: 8989
Calmar Ratio Rank
DFIC Martin Ratio Rank: 9090
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.

BNY vs. DFIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock New York Municipal Income Trust (BNY) and DFA Dimensional International Core Equity 2 ETF (DFIC). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BNY vs. DFIC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BNYDFICDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

Correlation

The correlation between BNY and DFIC is 0.27, 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

BNY vs. DFIC - Dividend Comparison

BNY's dividend yield for the trailing twelve months is around 5.50%, more than DFIC's 2.39% yield.


TTM20252024202320222021202020192018201720162015
BNY
BlackRock New York Municipal Income Trust
5.50%6.04%5.30%3.73%5.47%5.03%4.15%3.84%4.66%4.99%5.39%5.31%
DFIC
DFA Dimensional International Core Equity 2 ETF
2.39%2.54%2.87%2.55%1.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BNY vs. DFIC - Drawdown Comparison


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Drawdown Indicators


BNYDFICDifference

Max Drawdown

Largest peak-to-trough decline

-24.40%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

Current Drawdown

Current decline from peak

-6.16%

Average Drawdown

Average peak-to-trough decline

-4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

Volatility

BNY vs. DFIC - Volatility Comparison


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Volatility by Period


BNYDFICDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

Volatility (6M)

Calculated over the trailing 6-month period

10.53%

Volatility (1Y)

Calculated over the trailing 1-year period

16.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.20%