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FMNY vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMNY vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust New York High Income Municipal ETF (FMNY) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FMNY achieves a 2.09% return, which is significantly lower than ISCMF's 22.87% return.


FMNY

1D
-0.06%
1M
1.34%
YTD
2.09%
6M
2.24%
1Y
7.10%
3Y*
3.86%
5Y*
0.63%
10Y*

ISCMF

1D
0.00%
1M
-4.99%
YTD
22.87%
6M
22.87%
1Y
31.30%
3Y*
16.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMNY vs. ISCMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
FMNY
First Trust New York High Income Municipal ETF
2.09%3.94%1.74%6.14%-3.99%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
22.87%19.65%3.13%-9.58%-5.82%

Correlation

The correlation between FMNY and ISCMF is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.17

Correlation (3Y)
Calculated over the trailing 3-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2022

-0.03

The correlation between FMNY and ISCMF shifts across timeframes, from -0.17 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FMNY vs. ISCMF — Risk / Return Rank

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

FMNY
FMNY Risk / Return Rank: 6565
Overall Rank
FMNY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FMNY Sortino Ratio Rank: 7575
Sortino Ratio Rank
FMNY Omega Ratio Rank: 8080
Omega Ratio Rank
FMNY Calmar Ratio Rank: 5252
Calmar Ratio Rank
FMNY Martin Ratio Rank: 4949
Martin Ratio Rank

ISCMF
ISCMF Risk / Return Rank: 7777
Overall Rank
ISCMF Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 7474
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9898
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 9191
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 6767
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.

FMNY vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust New York High Income Municipal ETF (FMNY) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). 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.

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.


FMNYISCMFDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.46

2.31

-0.86

Calmar ratioReturn relative to maximum drawdown

2.52

5.53

-3.01

Martin ratioReturn relative to average drawdown

8.07

11.95

-3.88

FMNY vs. ISCMF - Sharpe Ratio Comparison

The current FMNY Sharpe Ratio is 2.19, which is comparable to the ISCMF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of FMNY and ISCMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FMNY vs. ISCMF - Drawdown Comparison

The maximum FMNY drawdown since its inception was -15.90%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for FMNY and ISCMF.


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Drawdown Indicators


FMNYISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-15.90%

-25.42%

+9.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-5.69%

+2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-5.88%

-7.62%

+1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-15.90%

Current Drawdown

Current decline from peak

-0.50%

-5.26%

+4.76%

Average Drawdown

Average peak-to-trough decline

-5.64%

-13.36%

+7.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

2.63%

-1.75%

Volatility

FMNY vs. ISCMF - Volatility Comparison

The current volatility for First Trust New York High Income Municipal ETF (FMNY) is 0.54%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that FMNY experiences smaller price fluctuations and is considered to be less risky than ISCMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMNYISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.54%

5.11%

-4.57%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

15.45%

-13.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.26%

17.87%

-14.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.00%

14.29%

-10.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.97%

14.29%

-10.32%

FMNY vs. ISCMF - Expense Ratio Comparison

FMNY has a 0.65% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

FMNY vs. ISCMF - Dividend Comparison

FMNY's dividend yield for the trailing twelve months is around 3.68%, while ISCMF has not paid dividends to shareholders.


PositionTTM20252024202320222021
FMNY
First Trust New York High Income Municipal ETF
3.68%3.64%3.56%3.25%2.34%0.72%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FMNY and ISCMF have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISCMF has higher volatility (5.11%) compared to FMNY (0.54%). In terms of maximum drawdown, FMNY dropped -15.90% vs ISCMF's -25.42%.

On 3-year performance, ISCMF leads with 16.78% vs 3.86% for FMNY. On fees, ISCMF is cheaper at 0.19% per year. On volatility, FMNY has been the lower-risk option at 0.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, ISCMF has performed better with a 16.78% return vs 3.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISCMF is cheaper with a 0.19% expense ratio, compared with 0.65% for FMNY.

FMNY has the higher dividend yield at 3.68%, compared with 0.00% for ISCMF.

FMNY is categorized as Municipal Bonds, while ISCMF is Commodities. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.65% for FMNY and 0.19% for ISCMF.

FMNY currently has the higher Sharpe Ratio (2.19 vs 1.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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