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MMIT vs. IWFG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMIT vs. IWFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ MacKay Municipal Intermediate ETF (MMIT) and NYLI Winslow Focused Large Cap Growth ETF (IWFG). The values are adjusted to include any dividend payments, if applicable.

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MMIT vs. IWFG - Yearly Performance Comparison


2026 (YTD)2025202420232022
MMIT
IQ MacKay Municipal Intermediate ETF
-0.05%5.03%1.46%5.42%1.44%
IWFG
NYLI Winslow Focused Large Cap Growth ETF
-13.11%14.33%37.56%38.40%3.75%

Returns By Period

In the year-to-date period, MMIT achieves a -0.05% return, which is significantly higher than IWFG's -13.11% return.


MMIT

1D
0.20%
1M
-2.19%
YTD
-0.05%
6M
1.26%
1Y
4.55%
3Y*
3.10%
5Y*
1.07%
10Y*

IWFG

1D
3.69%
1M
-5.85%
YTD
-13.11%
6M
-13.01%
1Y
8.82%
3Y*
19.52%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MMIT vs. IWFG - Expense Ratio Comparison

MMIT has a 0.31% expense ratio, which is lower than IWFG's 0.46% expense ratio.


Return for Risk

MMIT vs. IWFG — Risk / Return Rank

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

MMIT
MMIT Risk / Return Rank: 6262
Overall Rank
MMIT Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
MMIT Sortino Ratio Rank: 5858
Sortino Ratio Rank
MMIT Omega Ratio Rank: 7575
Omega Ratio Rank
MMIT Calmar Ratio Rank: 5858
Calmar Ratio Rank
MMIT Martin Ratio Rank: 5353
Martin Ratio Rank

IWFG
IWFG Risk / Return Rank: 2323
Overall Rank
IWFG Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IWFG Sortino Ratio Rank: 2424
Sortino Ratio Rank
IWFG Omega Ratio Rank: 2424
Omega Ratio Rank
IWFG Calmar Ratio Rank: 2121
Calmar Ratio Rank
IWFG Martin Ratio Rank: 2121
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.

MMIT vs. IWFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ MacKay Municipal Intermediate ETF (MMIT) and NYLI Winslow Focused Large Cap Growth ETF (IWFG). 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.


MMITIWFGDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.39

+0.81

Sortino ratio

Return per unit of downside risk

1.50

0.73

+0.77

Omega ratio

Gain probability vs. loss probability

1.28

1.10

+0.18

Calmar ratio

Return relative to maximum drawdown

1.48

0.43

+1.05

Martin ratio

Return relative to average drawdown

5.23

1.39

+3.84

MMIT vs. IWFG - Sharpe Ratio Comparison

The current MMIT Sharpe Ratio is 1.20, which is higher than the IWFG Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of MMIT and IWFG, 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


MMITIWFGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.39

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.95

-0.36

Correlation

The correlation between MMIT and IWFG is 0.06, 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

MMIT vs. IWFG - Dividend Comparison

MMIT's dividend yield for the trailing twelve months is around 3.89%, while IWFG has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
MMIT
IQ MacKay Municipal Intermediate ETF
3.89%3.54%3.76%3.46%2.30%1.81%2.59%4.14%2.46%0.35%
IWFG
NYLI Winslow Focused Large Cap Growth ETF
0.00%0.00%5.44%1.01%0.05%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MMIT vs. IWFG - Drawdown Comparison

The maximum MMIT drawdown since its inception was -12.28%, smaller than the maximum IWFG drawdown of -21.97%. Use the drawdown chart below to compare losses from any high point for MMIT and IWFG.


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Drawdown Indicators


MMITIWFGDifference

Max Drawdown

Largest peak-to-trough decline

-12.28%

-21.97%

+9.69%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-20.20%

+17.09%

Max Drawdown (5Y)

Largest decline over 5 years

-12.28%

Current Drawdown

Current decline from peak

-2.19%

-17.25%

+15.06%

Average Drawdown

Average peak-to-trough decline

-2.29%

-4.00%

+1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

6.25%

-5.37%

Volatility

MMIT vs. IWFG - Volatility Comparison

The current volatility for IQ MacKay Municipal Intermediate ETF (MMIT) is 1.04%, while NYLI Winslow Focused Large Cap Growth ETF (IWFG) has a volatility of 7.02%. This indicates that MMIT experiences smaller price fluctuations and is considered to be less risky than IWFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMITIWFGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

7.02%

-5.98%

Volatility (6M)

Calculated over the trailing 6-month period

1.65%

13.26%

-11.61%

Volatility (1Y)

Calculated over the trailing 1-year period

3.80%

22.75%

-18.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.53%

20.69%

-17.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.33%

20.69%

-16.36%