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NYF vs. HYMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NYF vs. HYMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares New York Muni Bond ETF (NYF) and SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB). 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 lower than HYMB's 2.87% return. Over the past 10 years, NYF has underperformed HYMB with an annualized return of 1.81%, while HYMB has yielded a comparatively higher 2.46% annualized 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%

HYMB

1D
-0.04%
1M
1.19%
YTD
2.87%
6M
3.18%
1Y
7.43%
3Y*
5.09%
5Y*
0.42%
10Y*
2.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NYF vs. HYMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NYF
iShares New York Muni Bond ETF
1.51%3.64%1.13%5.76%-7.75%1.34%4.18%6.49%0.66%5.02%
HYMB
SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF
2.87%2.04%5.52%7.73%-15.54%5.16%3.74%9.51%4.91%3.22%

Correlation

The correlation between NYF and HYMB is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.78

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

0.77

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

0.73

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

0.61

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2011

0.49

Over the past year, NYF and HYMB have become more correlated (0.78) than their long-term average of 0.49, meaning their price movements have been converging.

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Return for Risk

NYF vs. HYMB — 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

HYMB
HYMB Risk / Return Rank: 5353
Overall Rank
HYMB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HYMB Sortino Ratio Rank: 5454
Sortino Ratio Rank
HYMB Omega Ratio Rank: 6060
Omega Ratio Rank
HYMB Calmar Ratio Rank: 4848
Calmar Ratio Rank
HYMB Martin Ratio Rank: 4949
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. HYMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares New York Muni Bond ETF (NYF) and SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB). 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.


NYFHYMBDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.53

1.37

+0.16

Calmar ratioReturn relative to maximum drawdown

2.48

2.40

+0.08

Martin ratioReturn relative to average drawdown

8.88

8.51

+0.37

NYF vs. HYMB - Sharpe Ratio Comparison

The current NYF Sharpe Ratio is 2.46, which is higher than the HYMB Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of NYF and HYMB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NYFHYMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

1.84

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.06

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.22

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.45

+0.02

Drawdowns

NYF vs. HYMB - Drawdown Comparison

The maximum NYF drawdown since its inception was -13.12%, smaller than the maximum HYMB drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for NYF and HYMB.


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Drawdown Indicators


NYFHYMBDifference

Max Drawdown

Largest peak-to-trough decline

-13.12%

-29.57%

+16.45%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-3.11%

+0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-5.68%

-7.44%

+1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-12.71%

-20.15%

+7.44%

Max Drawdown (10Y)

Largest decline over 10 years

-13.12%

-29.57%

+16.45%

Current Drawdown

Current decline from peak

-0.56%

-0.04%

-0.52%

Average Drawdown

Average peak-to-trough decline

-2.31%

-3.81%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.88%

-0.11%

Volatility

NYF vs. HYMB - Volatility Comparison

The current volatility for iShares New York Muni Bond ETF (NYF) is 0.95%, while SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB) has a volatility of 1.35%. This indicates that NYF experiences smaller price fluctuations and is considered to be less risky than HYMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NYFHYMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

1.35%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.08%

3.14%

-1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

2.78%

4.05%

-1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.00%

6.66%

-2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.48%

11.36%

-6.88%

NYF vs. HYMB - Expense Ratio Comparison

NYF has a 0.25% expense ratio, which is lower than HYMB's 0.35% expense ratio.


Dividends

NYF vs. HYMB - Dividend Comparison

NYF's dividend yield for the trailing twelve months is around 3.09%, less than HYMB's 4.54% yield.


PositionTTM20252024202320222021202020192018201720162015
HYMB
SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF
4.54%4.55%4.29%4.07%3.77%3.19%3.55%3.95%4.03%3.78%4.08%4.54%
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 HYMB have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYMB has higher volatility (1.35%) compared to NYF (0.95%). In terms of maximum drawdown, NYF dropped -13.12% vs HYMB's -29.57%.

On 10-year performance, HYMB leads with 2.46% vs 1.81% for NYF. On fees, NYF is cheaper at 0.25% per year. On volatility, NYF has been the lower-risk option at 0.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HYMB has performed better with a 2.46% return vs 1.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NYF is cheaper with a 0.25% expense ratio, compared with 0.35% for HYMB.

HYMB has the higher dividend yield at 4.54%, compared with 3.09% for NYF.

NYF tracks S&P New York AMT-Free Municipal Bond Index, while HYMB tracks Bloomberg Municipal Yield. They also come from different issuers: iShares and State Street. Their fees differ too: 0.25% for NYF and 0.35% for HYMB.

NYF currently has the higher Sharpe Ratio (2.46 vs 1.84), 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 HYMB

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