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DNYMX vs. LSMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DNYMX vs. LSMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA NY Municipal Bond Portfolio (DNYMX) and Western Asset SMASh Series TF Fund (LSMSX). The values are adjusted to include any dividend payments, if applicable.

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DNYMX vs. LSMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DNYMX
DFA NY Municipal Bond Portfolio
0.57%2.69%2.87%2.76%-1.17%-0.10%1.26%2.42%1.02%1.24%
LSMSX
Western Asset SMASh Series TF Fund
0.04%3.22%2.22%7.96%-10.03%4.11%4.48%8.16%0.46%4.92%

Returns By Period

In the year-to-date period, DNYMX achieves a 0.57% return, which is significantly higher than LSMSX's 0.04% return.


DNYMX

1D
0.10%
1M
-0.04%
YTD
0.57%
6M
1.24%
1Y
2.87%
3Y*
2.67%
5Y*
1.51%
10Y*
1.34%

LSMSX

1D
0.31%
1M
-2.02%
YTD
0.04%
6M
1.43%
1Y
3.42%
3Y*
3.36%
5Y*
1.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DNYMX vs. LSMSX - Expense Ratio Comparison

DNYMX has a 0.25% expense ratio, which is higher than LSMSX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

DNYMX vs. LSMSX — Risk / Return Rank

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

DNYMX
DNYMX Risk / Return Rank: 9797
Overall Rank
DNYMX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DNYMX Sortino Ratio Rank: 9898
Sortino Ratio Rank
DNYMX Omega Ratio Rank: 9999
Omega Ratio Rank
DNYMX Calmar Ratio Rank: 9494
Calmar Ratio Rank
DNYMX Martin Ratio Rank: 9898
Martin Ratio Rank

LSMSX
LSMSX Risk / Return Rank: 2121
Overall Rank
LSMSX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LSMSX Sortino Ratio Rank: 1616
Sortino Ratio Rank
LSMSX Omega Ratio Rank: 3838
Omega Ratio Rank
LSMSX Calmar Ratio Rank: 1515
Calmar Ratio Rank
LSMSX Martin Ratio Rank: 1313
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.

DNYMX vs. LSMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA NY Municipal Bond Portfolio (DNYMX) and Western Asset SMASh Series TF Fund (LSMSX). 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.


DNYMXLSMSXDifference

Sharpe ratio

Return per unit of total volatility

3.14

0.69

+2.45

Sortino ratio

Return per unit of downside risk

4.88

0.91

+3.97

Omega ratio

Gain probability vs. loss probability

2.61

1.20

+1.41

Calmar ratio

Return relative to maximum drawdown

3.24

0.67

+2.57

Martin ratio

Return relative to average drawdown

20.17

1.88

+18.29

DNYMX vs. LSMSX - Sharpe Ratio Comparison

The current DNYMX Sharpe Ratio is 3.14, which is higher than the LSMSX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of DNYMX and LSMSX, 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


DNYMXLSMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.14

0.69

+2.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.73

0.26

+1.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.27

Sharpe Ratio (All Time)

Calculated using the full available price history

1.31

0.59

+0.72

Correlation

The correlation between DNYMX and LSMSX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DNYMX vs. LSMSX - Dividend Comparison

DNYMX's dividend yield for the trailing twelve months is around 2.74%, less than LSMSX's 3.96% yield.


TTM2025202420232022202120202019201820172016
DNYMX
DFA NY Municipal Bond Portfolio
2.74%2.36%2.73%1.92%0.70%0.59%1.06%1.31%1.21%1.04%1.08%
LSMSX
Western Asset SMASh Series TF Fund
3.96%3.83%4.30%3.37%2.38%2.73%2.33%2.55%2.34%0.90%0.00%

Drawdowns

DNYMX vs. LSMSX - Drawdown Comparison

The maximum DNYMX drawdown since its inception was -3.19%, smaller than the maximum LSMSX drawdown of -15.00%. Use the drawdown chart below to compare losses from any high point for DNYMX and LSMSX.


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Drawdown Indicators


DNYMXLSMSXDifference

Max Drawdown

Largest peak-to-trough decline

-3.19%

-15.00%

+11.81%

Max Drawdown (1Y)

Largest decline over 1 year

-0.89%

-6.21%

+5.32%

Max Drawdown (5Y)

Largest decline over 5 years

-2.53%

-15.00%

+12.47%

Max Drawdown (10Y)

Largest decline over 10 years

-3.19%

Current Drawdown

Current decline from peak

-0.14%

-2.32%

+2.18%

Average Drawdown

Average peak-to-trough decline

-0.42%

-2.88%

+2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.14%

2.22%

-2.08%

Volatility

DNYMX vs. LSMSX - Volatility Comparison

The current volatility for DFA NY Municipal Bond Portfolio (DNYMX) is 0.21%, while Western Asset SMASh Series TF Fund (LSMSX) has a volatility of 1.16%. This indicates that DNYMX experiences smaller price fluctuations and is considered to be less risky than LSMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DNYMXLSMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.21%

1.16%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

0.44%

1.63%

-1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

0.96%

5.77%

-4.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.87%

4.45%

-3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.06%

4.52%

-3.46%