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

Performance

NYF vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares New York Muni Bond ETF (NYF) and Schwab U.S. Dividend Equity ETF (SCHD). 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 SCHD's 19.60% return. Over the past 10 years, NYF has underperformed SCHD with an annualized return of 1.76%, while SCHD has yielded a comparatively higher 12.82% 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%

SCHD

1D
0.84%
1M
2.42%
YTD
19.60%
6M
18.52%
1Y
25.79%
3Y*
14.80%
5Y*
8.55%
10Y*
12.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NYF vs. SCHD - 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%
SCHD
Schwab U.S. Dividend Equity ETF
19.60%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Correlation

The correlation between NYF and SCHD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.15

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

0.11

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

0.01

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2011

-0.03

The correlation between NYF and SCHD shifts across timeframes, from -0.03 (all time) to 0.17 (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. SCHD — 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

SCHD
SCHD Risk / Return Rank: 8888
Overall Rank
SCHD Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 9191
Sortino Ratio Rank
SCHD Omega Ratio Rank: 8585
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9393
Calmar Ratio Rank
SCHD Martin Ratio Rank: 8383
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. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares New York Muni Bond ETF (NYF) and Schwab U.S. Dividend Equity ETF (SCHD). 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.


NYFSCHDDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.52

1.43

+0.10

Calmar ratioReturn relative to maximum drawdown

2.41

5.61

-3.20

Martin ratioReturn relative to average drawdown

8.60

13.71

-5.10

NYF vs. SCHD - Sharpe Ratio Comparison

The current NYF Sharpe Ratio is 2.41, which is comparable to the SCHD Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of NYF and SCHD, 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. SCHD - Drawdown Comparison

The maximum NYF drawdown since its inception was -13.12%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for NYF and SCHD.


Loading charts...

Drawdown Indicators


NYFSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-13.12%

-33.37%

+20.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-4.61%

+1.85%

Max Drawdown (3Y)

Largest decline over 3 years

-5.68%

-16.13%

+10.45%

Max Drawdown (5Y)

Largest decline over 5 years

-12.71%

-16.85%

+4.14%

Max Drawdown (10Y)

Largest decline over 10 years

-13.12%

-33.37%

+20.25%

Current Drawdown

Current decline from peak

-0.50%

-0.91%

+0.41%

Average Drawdown

Average peak-to-trough decline

-2.31%

-3.32%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

1.89%

-1.12%

Volatility

NYF vs. SCHD - Volatility Comparison

The current volatility for iShares New York Muni Bond ETF (NYF) is 0.97%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 2.96%. This indicates that NYF experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NYFSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

2.96%

-1.99%

Volatility (6M)

Calculated over the trailing 6-month period

2.10%

7.60%

-5.50%

Volatility (1Y)

Calculated over the trailing 1-year period

2.76%

10.91%

-8.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.00%

14.38%

-10.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.48%

16.72%

-12.24%

NYF vs. SCHD - Expense Ratio Comparison

NYF has a 0.25% expense ratio, which is higher than SCHD's 0.06% 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%.


Dividends

NYF vs. SCHD - Dividend Comparison

NYF's dividend yield for the trailing twelve months is around 3.09%, less than SCHD's 3.25% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SCHD
Schwab U.S. Dividend Equity ETF
3.25%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Frequently Asked Questions


NYF and SCHD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHD has higher volatility (2.96%) compared to NYF (0.97%). In terms of maximum drawdown, NYF dropped -13.12% vs SCHD's -33.37%.

On 10-year performance, SCHD leads with 12.82% vs 1.76% for NYF. On fees, SCHD is cheaper at 0.06% per year. 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, SCHD has performed better with a 12.82% return vs 1.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHD is cheaper with a 0.06% expense ratio, compared with 0.25% for NYF.

SCHD has the higher dividend yield at 3.25%, compared with 3.09% for NYF.

NYF is categorized as Municipal Bonds, while SCHD is Dividend. NYF tracks S&P New York AMT-Free Municipal Bond Index, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.25% for NYF and 0.06% for SCHD.

NYF currently has the higher Sharpe Ratio (2.41 vs 2.38), 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 SCHD

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