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

Performance

NYF vs. FNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares New York Muni Bond ETF (NYF) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, NYF achieves a 1.58% return, which is significantly lower than FNDX's 14.46% return. Over the past 10 years, NYF has underperformed FNDX with an annualized return of 1.76%, while FNDX has yielded a comparatively higher 14.32% annualized return.


NYF

1D
0.17%
1M
0.63%
YTD
1.58%
6M
1.84%
1Y
6.63%
3Y*
3.28%
5Y*
0.76%
10Y*
1.76%

FNDX

1D
1.47%
1M
1.97%
YTD
14.46%
6M
13.13%
1Y
30.72%
3Y*
20.21%
5Y*
12.91%
10Y*
14.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NYF vs. FNDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NYF
iShares New York Muni Bond ETF
1.58%3.64%1.13%5.76%-7.75%1.34%4.18%6.49%0.66%5.02%
FNDX
Schwab Fundamental U.S. Large Company Index ETF
14.46%16.94%16.77%18.23%-6.92%31.73%9.12%28.65%-7.30%17.12%

Correlation

The correlation between NYF and FNDX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2013

-0.04

The correlation between NYF and FNDX shifts across timeframes, from -0.04 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

NYF vs. FNDX — Risk / Return Rank

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

NYF
NYF Risk / Return Rank: 7777
Overall Rank
NYF Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
NYF Sortino Ratio Rank: 8888
Sortino Ratio Rank
NYF Omega Ratio Rank: 9191
Omega Ratio Rank
NYF Calmar Ratio Rank: 5858
Calmar Ratio Rank
NYF Martin Ratio Rank: 5858
Martin Ratio Rank

FNDX
FNDX Risk / Return Rank: 9393
Overall Rank
FNDX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FNDX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FNDX Omega Ratio Rank: 9292
Omega Ratio Rank
FNDX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FNDX Martin Ratio Rank: 9292
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. FNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares New York Muni Bond ETF (NYF) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NYFFNDXDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.52

1.54

-0.02

Calmar ratioReturn relative to maximum drawdown

2.41

5.09

-2.67

Martin ratioReturn relative to average drawdown

8.60

19.73

-11.13

NYF vs. FNDX - Sharpe Ratio Comparison

The current NYF Sharpe Ratio is 2.41, which is comparable to the FNDX Sharpe Ratio of 2.96. The chart below compares the historical Sharpe Ratios of NYF and FNDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

NYF vs. FNDX - Drawdown Comparison

The maximum NYF drawdown since its inception was -13.12%, smaller than the maximum FNDX drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for NYF and FNDX.


Loading charts...

Drawdown Indicators


NYFFNDXDifference

Max Drawdown

Largest peak-to-trough decline

-13.12%

-37.72%

+24.60%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-6.06%

+3.30%

Max Drawdown (3Y)

Largest decline over 3 years

-5.68%

-16.30%

+10.62%

Max Drawdown (5Y)

Largest decline over 5 years

-12.71%

-19.06%

+6.35%

Max Drawdown (10Y)

Largest decline over 10 years

-13.12%

-37.72%

+24.60%

Current Drawdown

Current decline from peak

-0.50%

-0.77%

+0.27%

Average Drawdown

Average peak-to-trough decline

-2.31%

-3.55%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

1.56%

-0.79%

Volatility

NYF vs. FNDX - Volatility Comparison

The current volatility for iShares New York Muni Bond ETF (NYF) is 0.97%, while Schwab Fundamental U.S. Large Company Index ETF (FNDX) has a volatility of 3.07%. This indicates that NYF experiences smaller price fluctuations and is considered to be less risky than FNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NYFFNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

3.07%

-2.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.10%

7.63%

-5.53%

Volatility (1Y)

Calculated over the trailing 1-year period

2.76%

10.42%

-7.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.00%

15.22%

-11.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.48%

17.51%

-13.03%

NYF vs. FNDX - Expense Ratio Comparison

Both NYF and FNDX 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%.


Dividends

NYF vs. FNDX - Dividend Comparison

NYF's dividend yield for the trailing twelve months is around 3.09%, more than FNDX's 1.45% yield.


PositionTTM20252024202320222021202020192018201720162015
FNDX
Schwab Fundamental U.S. Large Company Index ETF
1.45%1.63%1.76%1.82%2.07%1.64%2.29%2.23%2.40%1.86%2.01%2.01%
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 FNDX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNDX has higher volatility (3.07%) compared to NYF (0.97%). In terms of maximum drawdown, NYF dropped -13.12% vs FNDX's -37.72%.

On 10-year performance, FNDX leads with 14.32% vs 1.76% for NYF. Both ETFs have the same 0.25% expense ratio. On volatility, NYF has been the lower-risk option at 0.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FNDX has performed better with a 14.32% return vs 1.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NYF and FNDX have the same expense ratio: 0.25% per year.

NYF has the higher dividend yield at 3.09%, compared with 1.45% for FNDX.

NYF is categorized as Municipal Bonds, while FNDX is Large Cap Value Equities. NYF tracks S&P New York AMT-Free Municipal Bond Index, while FNDX tracks RAFI Fundamental High Liquidity US Large Index. They also come from different issuers: iShares and Charles Schwab.

FNDX currently has the higher Sharpe Ratio (2.96 vs 2.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NYF and FNDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer