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NYF vs. DNYMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NYF vs. DNYMX - Performance Comparison

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

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NYF vs. DNYMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NYF
iShares New York Muni Bond ETF
0.08%3.64%1.13%5.76%-7.75%1.34%4.18%6.49%0.66%5.02%
DNYMX
DFA NY Municipal Bond Portfolio
0.57%2.69%2.87%2.76%-1.17%-0.10%1.26%2.42%1.02%1.74%

Returns By Period

In the year-to-date period, NYF achieves a 0.08% return, which is significantly lower than DNYMX's 0.57% return. Over the past 10 years, NYF has outperformed DNYMX with an annualized return of 1.81%, while DNYMX has yielded a comparatively lower 1.34% annualized 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%

DNYMX

1D
0.10%
1M
-0.04%
YTD
0.57%
6M
1.24%
1Y
2.87%
3Y*
2.67%
5Y*
1.51%
10Y*
1.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NYF vs. DNYMX - Expense Ratio Comparison

Both NYF and DNYMX have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

NYF vs. DNYMX — 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

DNYMX
DNYMX Risk / Return Rank: 9797
Overall Rank
DNYMX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DNYMX Sortino Ratio Rank: 9898
Sortino Ratio Rank
DNYMX Omega Ratio Rank: 9999
Omega Ratio Rank
DNYMX Calmar Ratio Rank: 9494
Calmar Ratio Rank
DNYMX Martin Ratio Rank: 9898
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. DNYMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares New York Muni Bond ETF (NYF) and DFA NY Municipal Bond Portfolio (DNYMX). 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.


NYFDNYMXDifference

Sharpe ratio

Return per unit of total volatility

0.96

3.14

-2.18

Sortino ratio

Return per unit of downside risk

1.21

4.88

-3.67

Omega ratio

Gain probability vs. loss probability

1.22

2.61

-1.40

Calmar ratio

Return relative to maximum drawdown

1.30

3.24

-1.94

Martin ratio

Return relative to average drawdown

3.65

20.17

-16.53

NYF vs. DNYMX - Sharpe Ratio Comparison

The current NYF Sharpe Ratio is 0.96, which is lower than the DNYMX Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of NYF and DNYMX, 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


NYFDNYMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

3.14

-2.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

1.73

-1.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

1.27

-0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

1.31

-0.85

Correlation

The correlation between NYF and DNYMX is 0.36, 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

NYF vs. DNYMX - Dividend Comparison

NYF's dividend yield for the trailing twelve months is around 3.08%, more than DNYMX's 2.74% 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%
DNYMX
DFA NY Municipal Bond Portfolio
2.74%2.36%2.73%1.92%0.70%0.59%1.06%1.31%1.21%1.04%1.08%0.00%

Drawdowns

NYF vs. DNYMX - Drawdown Comparison

The maximum NYF drawdown since its inception was -13.12%, which is greater than DNYMX's maximum drawdown of -3.19%. Use the drawdown chart below to compare losses from any high point for NYF and DNYMX.


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Drawdown Indicators


NYFDNYMXDifference

Max Drawdown

Largest peak-to-trough decline

-13.12%

-3.19%

-9.93%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-0.89%

-2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-12.71%

-2.53%

-10.18%

Max Drawdown (10Y)

Largest decline over 10 years

-13.12%

-3.19%

-9.93%

Current Drawdown

Current decline from peak

-1.97%

-0.14%

-1.83%

Average Drawdown

Average peak-to-trough decline

-2.32%

-0.42%

-1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

0.14%

+1.05%

Volatility

NYF vs. DNYMX - Volatility Comparison

iShares New York Muni Bond ETF (NYF) has a higher volatility of 1.41% compared to DFA NY Municipal Bond Portfolio (DNYMX) at 0.21%. This indicates that NYF's price experiences larger fluctuations and is considered to be riskier than DNYMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NYFDNYMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

0.21%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

1.90%

0.44%

+1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

4.02%

0.96%

+3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.98%

0.87%

+3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.48%

1.06%

+3.42%