PortfoliosLab logoPortfoliosLab logo
BNY vs. VYMI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BNY vs. VYMI - Performance Comparison

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

Loading graphics...

BNY vs. VYMI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNY
BlackRock New York Municipal Income Trust
1.60%5.80%1.78%8.72%-28.51%6.39%8.78%19.21%-10.50%7.90%
VYMI
Vanguard International High Dividend Yield ETF
6.37%38.05%7.06%17.07%-7.02%15.39%-1.11%18.43%-12.65%22.36%

Returns By Period


BNY

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

VYMI

1D
0.82%
1M
-3.79%
YTD
6.37%
6M
13.78%
1Y
33.76%
3Y*
20.74%
5Y*
12.62%
10Y*
10.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BNY vs. VYMI — Risk / Return Rank

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

BNY

VYMI
VYMI Risk / Return Rank: 9292
Overall Rank
VYMI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 9292
Sortino Ratio Rank
VYMI Omega Ratio Rank: 9494
Omega Ratio Rank
VYMI Calmar Ratio Rank: 9090
Calmar Ratio Rank
VYMI Martin Ratio Rank: 9191
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. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock New York Municipal Income Trust (BNY) and Vanguard International High Dividend Yield ETF (VYMI). 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. VYMI - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


BNYVYMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

Correlation

The correlation between BNY and VYMI is 0.15, 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. VYMI - Dividend Comparison

BNY's dividend yield for the trailing twelve months is around 5.50%, more than VYMI's 3.60% 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%
VYMI
Vanguard International High Dividend Yield ETF
3.60%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%

Drawdowns

BNY vs. VYMI - Drawdown Comparison


Loading graphics...

Drawdown Indicators


BNYVYMIDifference

Max Drawdown

Largest peak-to-trough decline

-40.00%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

Max Drawdown (5Y)

Largest decline over 5 years

-24.05%

Max Drawdown (10Y)

Largest decline over 10 years

-40.00%

Current Drawdown

Current decline from peak

-5.77%

Average Drawdown

Average peak-to-trough decline

-6.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

Volatility

BNY vs. VYMI - Volatility Comparison


Loading graphics...

Volatility by Period


BNYVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.90%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.89%