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NYF vs. AUSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NYF vs. AUSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares New York Muni Bond ETF (NYF) and Allspring Ultra Short Municipal ETF (AUSM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NYF achieves a 1.51% return, which is significantly higher than AUSM's 0.98% return.


NYF

1D
-0.04%
1M
0.58%
YTD
1.51%
6M
1.91%
1Y
6.81%
3Y*
3.36%
5Y*
0.83%
10Y*
1.81%

AUSM

1D
-0.02%
1M
0.21%
YTD
0.98%
6M
1.34%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NYF vs. AUSM - Yearly Performance Comparison


Correlation

The correlation between NYF and AUSM is 0.10, 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 (All Time)
Calculated using the full available price history since Jul 9, 2025

0.10

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Return for Risk

NYF vs. AUSM — Risk / Return Rank

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

NYF
NYF Risk / Return Rank: 6868
Overall Rank
NYF Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NYF Sortino Ratio Rank: 7777
Sortino Ratio Rank
NYF Omega Ratio Rank: 8686
Omega Ratio Rank
NYF Calmar Ratio Rank: 4949
Calmar Ratio Rank
NYF Martin Ratio Rank: 5252
Martin Ratio Rank

AUSM
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.

NYF vs. AUSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares New York Muni Bond ETF (NYF) and Allspring Ultra Short Municipal ETF (AUSM). 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.


NYFAUSMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.53

Calmar ratioReturn relative to maximum drawdown

2.48

Martin ratioReturn relative to average drawdown

8.88

NYF vs. AUSM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NYFAUSMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

3.98

-3.51

Drawdowns

NYF vs. AUSM - Drawdown Comparison

The maximum NYF drawdown since its inception was -13.12%, which is greater than AUSM's maximum drawdown of -0.42%. Use the drawdown chart below to compare losses from any high point for NYF and AUSM.


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Drawdown Indicators


NYFAUSMDifference

Max Drawdown

Largest peak-to-trough decline

-13.12%

-0.42%

-12.70%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-5.68%

Max Drawdown (5Y)

Largest decline over 5 years

-12.71%

Max Drawdown (10Y)

Largest decline over 10 years

-13.12%

Current Drawdown

Current decline from peak

-0.56%

-0.02%

-0.54%

Average Drawdown

Average peak-to-trough decline

-2.31%

-0.09%

-2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

Volatility

NYF vs. AUSM - Volatility Comparison


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Volatility by Period


NYFAUSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

Volatility (6M)

Calculated over the trailing 6-month period

2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

2.78%

0.73%

+2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.00%

0.73%

+3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.48%

0.73%

+3.75%

NYF vs. AUSM - Expense Ratio Comparison

NYF has a 0.25% expense ratio, which is higher than AUSM's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

NYF vs. AUSM - Dividend Comparison

NYF's dividend yield for the trailing twelve months is around 3.09%, more than AUSM's 2.39% yield.


PositionTTM20252024202320222021202020192018201720162015
AUSM
Allspring Ultra Short Municipal ETF
2.39%1.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NYF
iShares New York Muni Bond ETF
3.09%2.99%2.77%2.36%2.04%1.85%1.98%2.19%2.48%2.46%2.43%2.60%

Frequently Asked Questions


NYF and AUSM have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AUSM is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AUSM is cheaper with a 0.18% expense ratio, compared with 0.25% for NYF.

NYF has the higher dividend yield at 3.09%, compared with 2.39% for AUSM.

They also come from different issuers: iShares and Allspring. Their fees differ too: 0.25% for NYF and 0.18% for AUSM.

Portfolio Optimizer

Find the right allocation for NYF and AUSM

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