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BNY vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BNY and VTI is 0.10, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

BNY vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock New York Municipal Income Trust (BNY) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%December2025FebruaryMarchAprilMay
149.66%
671.17%
BNY
VTI

Key characteristics

Sharpe Ratio

BNY:

0.20

VTI:

0.68

Sortino Ratio

BNY:

0.33

VTI:

1.08

Omega Ratio

BNY:

1.04

VTI:

1.16

Calmar Ratio

BNY:

0.06

VTI:

0.71

Martin Ratio

BNY:

0.47

VTI:

2.77

Ulcer Index

BNY:

3.78%

VTI:

4.94%

Daily Std Dev

BNY:

9.09%

VTI:

20.02%

Max Drawdown

BNY:

-49.55%

VTI:

-55.45%

Current Drawdown

BNY:

-25.11%

VTI:

-7.70%

Returns By Period

In the year-to-date period, BNY achieves a -0.27% return, which is significantly higher than VTI's -3.46% return. Over the past 10 years, BNY has underperformed VTI with an annualized return of 1.13%, while VTI has yielded a comparatively higher 11.87% annualized return.


BNY

YTD

-0.27%

1M

-0.77%

6M

-3.11%

1Y

-0.61%

5Y*

-0.49%

10Y*

1.13%

VTI

YTD

-3.46%

1M

12.21%

6M

-0.55%

1Y

11.44%

5Y*

15.96%

10Y*

11.87%

*Annualized

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Risk-Adjusted Performance

BNY vs. VTI — Risk-Adjusted Performance Rank

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

BNY
The Risk-Adjusted Performance Rank of BNY is 5151
Overall Rank
The Sharpe Ratio Rank of BNY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of BNY is 4545
Sortino Ratio Rank
The Omega Ratio Rank of BNY is 4444
Omega Ratio Rank
The Calmar Ratio Rank of BNY is 5353
Calmar Ratio Rank
The Martin Ratio Rank of BNY is 5656
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6464
Overall Rank
The Sharpe Ratio Rank of VTI is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BNY vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock New York Municipal Income Trust (BNY) and Vanguard Total Stock Market ETF (VTI). 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.


The chart of Sharpe ratio for BNY, currently valued at 0.20, compared to the broader market-2.00-1.000.001.002.003.00
BNY: 0.20
VTI: 0.68
The chart of Sortino ratio for BNY, currently valued at 0.33, compared to the broader market-6.00-4.00-2.000.002.004.00
BNY: 0.33
VTI: 1.08
The chart of Omega ratio for BNY, currently valued at 1.04, compared to the broader market0.501.001.502.00
BNY: 1.04
VTI: 1.16
The chart of Calmar ratio for BNY, currently valued at 0.06, compared to the broader market0.001.002.003.004.005.00
BNY: 0.06
VTI: 0.71
The chart of Martin ratio for BNY, currently valued at 0.47, compared to the broader market-10.000.0010.0020.00
BNY: 0.47
VTI: 2.77

The current BNY Sharpe Ratio is 0.20, which is lower than the VTI Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of BNY and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.20
0.68
BNY
VTI

Dividends

BNY vs. VTI - Dividend Comparison

BNY's dividend yield for the trailing twelve months is around 5.74%, more than VTI's 1.34% yield.


TTM20242023202220212020201920182017201620152014
BNY
BlackRock New York Municipal Income Trust
5.74%5.30%3.73%5.47%5.03%4.15%3.84%4.66%4.99%5.39%5.31%5.77%
VTI
Vanguard Total Stock Market ETF
1.34%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

BNY vs. VTI - Drawdown Comparison

The maximum BNY drawdown since its inception was -49.55%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BNY and VTI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-25.11%
-7.70%
BNY
VTI

Volatility

BNY vs. VTI - Volatility Comparison

The current volatility for BlackRock New York Municipal Income Trust (BNY) is 4.34%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 14.77%. This indicates that BNY experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
4.34%
14.77%
BNY
VTI