NYF vs. VOO
Compare and contrast key facts about iShares New York Muni Bond ETF (NYF) and Vanguard S&P 500 ETF (VOO).
NYF and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both NYF and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
NYF vs. VOO - Performance Comparison
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NYF vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, NYF achieves a 0.08% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, NYF has underperformed VOO with an annualized return of 1.81%, while VOO has yielded a comparatively higher 14.14% 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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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NYF vs. VOO - Expense Ratio Comparison
NYF has a 0.25% expense ratio, which is higher than VOO's 0.03% 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%.
Return for Risk
NYF vs. VOO — Risk / Return Rank
NYF
VOO
NYF vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares New York Muni Bond ETF (NYF) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.01 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.53 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.55 | -0.25 |
Martin ratioReturn relative to average drawdown | 3.65 | 7.31 | -3.66 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.01 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.71 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.79 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.83 | -0.37 |
Correlation
The correlation between NYF and VOO is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
NYF vs. VOO - Dividend Comparison
NYF's dividend yield for the trailing twelve months is around 3.08%, more than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
NYF vs. VOO - Drawdown Comparison
The maximum NYF drawdown since its inception was -13.12%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NYF and VOO.
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Drawdown Indicators
| NYF | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.12% | -33.99% | +20.87% |
Max Drawdown (1Y)Largest decline over 1 year | -3.34% | -11.98% | +8.64% |
Max Drawdown (5Y)Largest decline over 5 years | -12.71% | -24.52% | +11.81% |
Max Drawdown (10Y)Largest decline over 10 years | -13.12% | -33.99% | +20.87% |
Current DrawdownCurrent decline from peak | -1.97% | -5.55% | +3.58% |
Average DrawdownAverage peak-to-trough decline | -2.32% | -3.72% | +1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 2.55% | -1.36% |
Volatility
NYF vs. VOO - Volatility Comparison
The current volatility for iShares New York Muni Bond ETF (NYF) is 1.41%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that NYF experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NYF | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 5.34% | -3.93% |
Volatility (6M)Calculated over the trailing 6-month period | 1.90% | 9.47% | -7.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.02% | 18.11% | -14.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.98% | 16.82% | -12.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.48% | 17.99% | -13.51% |