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NYAAX vs. ABALX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NYAAX vs. ABALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Tax-Exempt Fund of New York (NYAAX) and American Funds American Balanced Fund Class A (ABALX). The values are adjusted to include any dividend payments, if applicable.

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NYAAX vs. ABALX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NYAAX
American Funds Tax-Exempt Fund of New York
-0.57%3.67%2.68%6.36%-11.11%2.67%4.18%7.18%0.37%5.49%
ABALX
American Funds American Balanced Fund Class A
-2.86%18.45%14.63%13.65%-12.13%15.75%10.85%18.60%-3.35%14.69%

Returns By Period

In the year-to-date period, NYAAX achieves a -0.57% return, which is significantly higher than ABALX's -2.86% return. Over the past 10 years, NYAAX has underperformed ABALX with an annualized return of 1.78%, while ABALX has yielded a comparatively higher 8.98% annualized return.


NYAAX

1D
0.20%
1M
-2.56%
YTD
-0.57%
6M
0.86%
1Y
3.33%
3Y*
3.06%
5Y*
0.58%
10Y*
1.78%

ABALX

1D
-0.14%
1M
-6.82%
YTD
-2.86%
6M
0.85%
1Y
15.33%
3Y*
13.40%
5Y*
8.00%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NYAAX vs. ABALX - Expense Ratio Comparison

NYAAX has a 0.61% expense ratio, which is higher than ABALX's 0.56% expense ratio.


Return for Risk

NYAAX vs. ABALX — Risk / Return Rank

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

NYAAX
NYAAX Risk / Return Rank: 3333
Overall Rank
NYAAX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
NYAAX Sortino Ratio Rank: 2828
Sortino Ratio Rank
NYAAX Omega Ratio Rank: 5151
Omega Ratio Rank
NYAAX Calmar Ratio Rank: 2929
Calmar Ratio Rank
NYAAX Martin Ratio Rank: 2222
Martin Ratio Rank

ABALX
ABALX Risk / Return Rank: 8181
Overall Rank
ABALX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ABALX Sortino Ratio Rank: 8282
Sortino Ratio Rank
ABALX Omega Ratio Rank: 7878
Omega Ratio Rank
ABALX Calmar Ratio Rank: 8383
Calmar Ratio Rank
ABALX Martin Ratio Rank: 8484
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.

NYAAX vs. ABALX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Tax-Exempt Fund of New York (NYAAX) and American Funds American Balanced Fund Class A (ABALX). 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.


NYAAXABALXDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.43

-0.67

Sortino ratio

Return per unit of downside risk

1.06

2.09

-1.03

Omega ratio

Gain probability vs. loss probability

1.21

1.29

-0.09

Calmar ratio

Return relative to maximum drawdown

0.83

2.00

-1.18

Martin ratio

Return relative to average drawdown

2.41

8.51

-6.10

NYAAX vs. ABALX - Sharpe Ratio Comparison

The current NYAAX Sharpe Ratio is 0.76, which is lower than the ABALX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of NYAAX and ABALX, 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


NYAAXABALXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.43

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.77

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.85

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.79

-0.05

Correlation

The correlation between NYAAX and ABALX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

NYAAX vs. ABALX - Dividend Comparison

NYAAX's dividend yield for the trailing twelve months is around 3.26%, less than ABALX's 8.54% yield.


TTM20252024202320222021202020192018201720162015
NYAAX
American Funds Tax-Exempt Fund of New York
3.26%4.24%3.54%2.29%1.82%2.82%2.34%2.65%2.61%2.70%2.31%2.72%
ABALX
American Funds American Balanced Fund Class A
8.54%8.27%6.87%2.05%2.30%4.30%4.35%3.49%5.49%4.72%4.24%5.60%

Drawdowns

NYAAX vs. ABALX - Drawdown Comparison

The maximum NYAAX drawdown since its inception was -16.40%, smaller than the maximum ABALX drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for NYAAX and ABALX.


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Drawdown Indicators


NYAAXABALXDifference

Max Drawdown

Largest peak-to-trough decline

-16.40%

-40.20%

+23.80%

Max Drawdown (1Y)

Largest decline over 1 year

-5.48%

-7.33%

+1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-16.40%

-18.76%

+2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-16.40%

-22.34%

+5.94%

Current Drawdown

Current decline from peak

-2.56%

-7.03%

+4.47%

Average Drawdown

Average peak-to-trough decline

-2.86%

-3.86%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

1.73%

+0.15%

Volatility

NYAAX vs. ABALX - Volatility Comparison

The current volatility for American Funds Tax-Exempt Fund of New York (NYAAX) is 1.16%, while American Funds American Balanced Fund Class A (ABALX) has a volatility of 3.26%. This indicates that NYAAX experiences smaller price fluctuations and is considered to be less risky than ABALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NYAAXABALXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

3.26%

-2.10%

Volatility (6M)

Calculated over the trailing 6-month period

1.79%

6.74%

-4.95%

Volatility (1Y)

Calculated over the trailing 1-year period

5.57%

11.11%

-5.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.38%

10.42%

-6.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.19%

10.61%

-6.42%