PortfoliosLab logoPortfoliosLab logo
NYF vs. CA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NYF vs. CA - Performance Comparison

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

Loading graphics...

NYF vs. CA - Yearly Performance Comparison


2026 (YTD)202520242023
NYF
iShares New York Muni Bond ETF
0.08%3.64%1.13%0.30%
CA
Xtrackers California Municipal Bond ETF
0.04%3.05%1.51%0.79%

Returns By Period

In the year-to-date period, NYF achieves a 0.08% return, which is significantly higher than CA's 0.04% return.


NYF

1D
0.30%
1M
-1.77%
YTD
0.08%
6M
1.30%
1Y
3.82%
3Y*
2.67%
5Y*
0.85%
10Y*
1.81%

CA

1D
0.11%
1M
-1.69%
YTD
0.04%
6M
1.33%
1Y
3.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NYF vs. CA - Expense Ratio Comparison

NYF has a 0.25% expense ratio, which is higher than CA's 0.07% 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%.


Return for Risk

NYF vs. CA — Risk / Return Rank

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

NYF
NYF Risk / Return Rank: 4747
Overall Rank
NYF Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
NYF Sortino Ratio Rank: 4141
Sortino Ratio Rank
NYF Omega Ratio Rank: 5656
Omega Ratio Rank
NYF Calmar Ratio Rank: 4747
Calmar Ratio Rank
NYF Martin Ratio Rank: 3838
Martin Ratio Rank

CA
CA Risk / Return Rank: 3939
Overall Rank
CA Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CA Sortino Ratio Rank: 3636
Sortino Ratio Rank
CA Omega Ratio Rank: 5050
Omega Ratio Rank
CA Calmar Ratio Rank: 3737
Calmar Ratio Rank
CA Martin Ratio Rank: 3131
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.

NYF vs. CA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares New York Muni Bond ETF (NYF) and Xtrackers California Municipal Bond ETF (CA). 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.


NYFCADifference

Sharpe ratio

Return per unit of total volatility

0.96

0.84

+0.12

Sortino ratio

Return per unit of downside risk

1.21

1.11

+0.10

Omega ratio

Gain probability vs. loss probability

1.22

1.20

+0.02

Calmar ratio

Return relative to maximum drawdown

1.30

1.09

+0.21

Martin ratio

Return relative to average drawdown

3.65

3.10

+0.55

NYF vs. CA - Sharpe Ratio Comparison

The current NYF Sharpe Ratio is 0.96, which is comparable to the CA Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of NYF and CA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NYFCADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.84

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.58

-0.12

Correlation

The correlation between NYF and CA is 0.71, 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

NYF vs. CA - Dividend Comparison

NYF's dividend yield for the trailing twelve months is around 3.08%, less than CA's 3.23% yield.


TTM20252024202320222021202020192018201720162015
NYF
iShares New York Muni Bond ETF
3.08%2.99%2.77%2.36%2.04%1.85%1.98%2.19%2.48%2.46%2.43%2.60%
CA
Xtrackers California Municipal Bond ETF
3.23%3.14%3.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NYF vs. CA - Drawdown Comparison

The maximum NYF drawdown since its inception was -13.12%, which is greater than CA's maximum drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for NYF and CA.


Loading graphics...

Drawdown Indicators


NYFCADifference

Max Drawdown

Largest peak-to-trough decline

-13.12%

-5.24%

-7.88%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-3.67%

+0.33%

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

-1.97%

-1.88%

-0.09%

Average Drawdown

Average peak-to-trough decline

-2.32%

-1.30%

-1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

1.29%

-0.10%

Volatility

NYF vs. CA - Volatility Comparison

iShares New York Muni Bond ETF (NYF) has a higher volatility of 1.41% compared to Xtrackers California Municipal Bond ETF (CA) at 1.27%. This indicates that NYF's price experiences larger fluctuations and is considered to be riskier than CA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NYFCADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

1.27%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

1.90%

1.77%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.02%

4.38%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.98%

4.09%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.48%

4.09%

+0.39%