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FNMAX vs. VNYTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNMAX vs. VNYTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor New York Municipal Income Fund Class A (FNMAX) and Vanguard New York Long-Term Tax-Exempt Fund Investor Shares (VNYTX). The values are adjusted to include any dividend payments, if applicable.

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FNMAX vs. VNYTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNMAX
Fidelity Advisor New York Municipal Income Fund Class A
-0.55%4.60%0.58%6.93%-11.28%2.13%3.74%7.47%-0.03%4.96%
VNYTX
Vanguard New York Long-Term Tax-Exempt Fund Investor Shares
-0.32%4.72%2.49%8.00%-11.00%2.01%5.52%8.61%0.51%5.79%

Returns By Period

In the year-to-date period, FNMAX achieves a -0.55% return, which is significantly lower than VNYTX's -0.32% return. Over the past 10 years, FNMAX has underperformed VNYTX with an annualized return of 1.52%, while VNYTX has yielded a comparatively higher 2.35% annualized return.


FNMAX

1D
0.33%
1M
-2.46%
YTD
-0.55%
6M
1.01%
1Y
3.68%
3Y*
2.79%
5Y*
0.36%
10Y*
1.52%

VNYTX

1D
0.28%
1M
-2.27%
YTD
-0.32%
6M
1.17%
1Y
4.23%
3Y*
3.78%
5Y*
1.12%
10Y*
2.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FNMAX vs. VNYTX - Expense Ratio Comparison

FNMAX has a 0.77% expense ratio, which is higher than VNYTX's 0.17% expense ratio.


Return for Risk

FNMAX vs. VNYTX — Risk / Return Rank

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

FNMAX
FNMAX Risk / Return Rank: 3232
Overall Rank
FNMAX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FNMAX Sortino Ratio Rank: 2626
Sortino Ratio Rank
FNMAX Omega Ratio Rank: 5252
Omega Ratio Rank
FNMAX Calmar Ratio Rank: 2828
Calmar Ratio Rank
FNMAX Martin Ratio Rank: 2424
Martin Ratio Rank

VNYTX
VNYTX Risk / Return Rank: 3737
Overall Rank
VNYTX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VNYTX Sortino Ratio Rank: 3131
Sortino Ratio Rank
VNYTX Omega Ratio Rank: 5555
Omega Ratio Rank
VNYTX Calmar Ratio Rank: 3535
Calmar Ratio Rank
VNYTX Martin Ratio Rank: 2828
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.

FNMAX vs. VNYTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor New York Municipal Income Fund Class A (FNMAX) and Vanguard New York Long-Term Tax-Exempt Fund Investor Shares (VNYTX). 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.


FNMAXVNYTXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.85

-0.03

Sortino ratio

Return per unit of downside risk

1.09

1.16

-0.06

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

0.93

1.00

-0.07

Martin ratio

Return relative to average drawdown

2.95

3.22

-0.27

FNMAX vs. VNYTX - Sharpe Ratio Comparison

The current FNMAX Sharpe Ratio is 0.82, which is comparable to the VNYTX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of FNMAX and VNYTX, 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


FNMAXVNYTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.85

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.24

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.51

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

1.00

-0.45

Correlation

The correlation between FNMAX and VNYTX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FNMAX vs. VNYTX - Dividend Comparison

FNMAX's dividend yield for the trailing twelve months is around 2.61%, less than VNYTX's 3.65% yield.


TTM20252024202320222021202020192018201720162015
FNMAX
Fidelity Advisor New York Municipal Income Fund Class A
2.61%3.38%1.87%2.12%1.57%2.27%2.46%2.55%2.49%3.31%3.88%3.48%
VNYTX
Vanguard New York Long-Term Tax-Exempt Fund Investor Shares
3.65%4.44%3.93%2.85%2.86%2.75%3.43%3.52%3.44%3.64%3.82%3.36%

Drawdowns

FNMAX vs. VNYTX - Drawdown Comparison

The maximum FNMAX drawdown since its inception was -17.16%, smaller than the maximum VNYTX drawdown of -21.73%. Use the drawdown chart below to compare losses from any high point for FNMAX and VNYTX.


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Drawdown Indicators


FNMAXVNYTXDifference

Max Drawdown

Largest peak-to-trough decline

-17.16%

-21.73%

+4.57%

Max Drawdown (1Y)

Largest decline over 1 year

-5.20%

-5.55%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-16.33%

-16.67%

+0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-16.33%

-16.67%

+0.34%

Current Drawdown

Current decline from peak

-2.84%

-2.63%

-0.21%

Average Drawdown

Average peak-to-trough decline

-3.20%

-2.51%

-0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.72%

-0.09%

Volatility

FNMAX vs. VNYTX - Volatility Comparison

Fidelity Advisor New York Municipal Income Fund Class A (FNMAX) and Vanguard New York Long-Term Tax-Exempt Fund Investor Shares (VNYTX) have volatilities of 1.33% and 1.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNMAXVNYTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

1.32%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.88%

2.04%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

5.18%

5.63%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.26%

4.73%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.23%

4.58%

-0.35%