NYF vs. DNYMX
Compare and contrast key facts about iShares New York Muni Bond ETF (NYF) and DFA NY Municipal Bond Portfolio (DNYMX).
NYF is a passively managed fund by iShares that tracks the performance of the S&P New York AMT-Free Municipal Bond Index. It was launched on Oct 4, 2007. DNYMX is managed by Dimensional. It was launched on Jun 15, 2015.
Performance
NYF vs. DNYMX - Performance Comparison
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NYF vs. DNYMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
NYF
DNYMX
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.
| NYF | DNYMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 3.14 | -2.18 |
Sortino ratioReturn per unit of downside risk | 1.21 | 4.88 | -3.67 |
Omega ratioGain probability vs. loss probability | 1.22 | 2.61 | -1.40 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 3.24 | -1.94 |
Martin ratioReturn relative to average drawdown | 3.65 | 20.17 | -16.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NYF | DNYMX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| NYF | DNYMX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.97% | -0.14% | -1.83% |
Average DrawdownAverage peak-to-trough decline | -2.32% | -0.42% | -1.90% |
Ulcer IndexDepth 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
| NYF | DNYMX | Difference | |
|---|---|---|---|
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% |