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FMNY vs. SCHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMNY vs. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). 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 1.81% return, which is significantly lower than SCHG's 6.78% return.


FMNY

1D
-0.12%
1M
0.52%
YTD
1.81%
6M
2.18%
1Y
7.40%
3Y*
4.02%
5Y*
0.58%
10Y*

SCHG

1D
0.35%
1M
4.73%
YTD
6.78%
6M
6.01%
1Y
24.63%
3Y*
25.14%
5Y*
15.67%
10Y*
18.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMNY vs. SCHG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FMNY
First Trust New York High Income Municipal ETF
1.81%3.94%1.74%6.14%-10.65%1.60%
SCHG
Schwab U.S. Large-Cap Growth ETF
6.78%17.50%34.95%50.10%-31.80%24.87%

Correlation

The correlation between FMNY and SCHG is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (All Time)
Calculated using the full available price history since May 14, 2021

0.11

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Return for Risk

FMNY vs. SCHG — Risk / Return Rank

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

FMNY
FMNY Risk / Return Rank: 6666
Overall Rank
FMNY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FMNY Sortino Ratio Rank: 7474
Sortino Ratio Rank
FMNY Omega Ratio Rank: 7979
Omega Ratio Rank
FMNY Calmar Ratio Rank: 5454
Calmar Ratio Rank
FMNY Martin Ratio Rank: 5151
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 4040
Overall Rank
SCHG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4444
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4545
Omega Ratio Rank
SCHG Calmar Ratio Rank: 3131
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3434
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. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). 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.


FMNYSCHGDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+1.10

Omega ratioGain probability vs. loss probability

1.47

1.28

+0.18

Calmar ratioReturn relative to maximum drawdown

2.63

1.51

+1.12

Martin ratioReturn relative to average drawdown

8.50

5.04

+3.46

FMNY vs. SCHG - Sharpe Ratio Comparison

The current FMNY Sharpe Ratio is 2.26, which is higher than the SCHG Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of FMNY and SCHG, 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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Sharpe Ratios by Period


FMNYSCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

1.60

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.71

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.85

-0.66

Drawdowns

FMNY vs. SCHG - Drawdown Comparison

The maximum FMNY drawdown since its inception was -15.90%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FMNY and SCHG.


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Drawdown Indicators


FMNYSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-15.90%

-34.59%

+18.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-16.41%

+13.58%

Max Drawdown (3Y)

Largest decline over 3 years

-5.88%

-23.39%

+17.51%

Max Drawdown (5Y)

Largest decline over 5 years

-15.90%

-34.59%

+18.69%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

Current Drawdown

Current decline from peak

-0.77%

-1.44%

+0.67%

Average Drawdown

Average peak-to-trough decline

-5.68%

-5.20%

-0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

4.90%

-4.03%

Volatility

FMNY vs. SCHG - Volatility Comparison

The current volatility for First Trust New York High Income Municipal ETF (FMNY) is 0.84%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 3.61%. This indicates that FMNY experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMNYSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

3.61%

-2.77%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

11.62%

-9.25%

Volatility (1Y)

Calculated over the trailing 1-year period

3.29%

15.49%

-12.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.00%

22.26%

-18.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.99%

21.55%

-17.56%

FMNY vs. SCHG - Expense Ratio Comparison

FMNY has a 0.65% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Dividends

FMNY vs. SCHG - Dividend Comparison

FMNY's dividend yield for the trailing twelve months is around 3.69%, more than SCHG's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
FMNY
First Trust New York High Income Municipal ETF
3.69%3.64%3.56%3.25%2.34%0.72%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.36%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Frequently Asked Questions


FMNY and SCHG have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHG has higher volatility (3.61%) compared to FMNY (0.84%). In terms of maximum drawdown, FMNY dropped -15.90% vs SCHG's -34.59%.

On 5-year performance, SCHG leads with 15.67% vs 0.58% for FMNY. On fees, SCHG is cheaper at 0.04% per year. On volatility, FMNY has been the lower-risk option at 0.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCHG has performed better with a 15.67% return vs 0.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHG is cheaper with a 0.04% expense ratio, compared with 0.65% for FMNY.

FMNY has the higher dividend yield at 3.69%, compared with 0.36% for SCHG.

FMNY is categorized as Municipal Bonds, while SCHG is Large Cap Growth Equities. They also come from different issuers: First Trust and Charles Schwab. Their fees differ too: 0.65% for FMNY and 0.04% for SCHG.

FMNY currently has the higher Sharpe Ratio (2.26 vs 1.60), 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.

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