NYF vs. VWIUX

In the year-to-date period, NYF achieves a -1.34% return, which is significantly lower than VWIUX's -0.55% return. Over the past 10 years, NYF has underperformed VWIUX with an annualized return of 1.77%, while VWIUX has yielded a comparatively higher 2.23% annualized return.

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NYF has a 0.25% expense ratio, which is higher than VWIUX's 0.09% 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%.

This table presents a comparison of risk-adjusted performance metrics for iShares New York Muni Bond ETF (NYF) and Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX). 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.

The current NYF Sharpe Ratio is 0.28, which is lower than the VWIUX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of NYF and VWIUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

NYF's dividend yield for the trailing twelve months is around 2.91%, less than VWIUX's 2.97% yield.

The maximum NYF drawdown since its inception was -13.12%, which is greater than VWIUX's maximum drawdown of -11.38%. Use the drawdown chart below to compare losses from any high point for NYF and VWIUX.

iShares New York Muni Bond ETF (NYF) has a higher volatility of 1.12% compared to Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX) at 0.51%. This indicates that NYF's price experiences larger fluctuations and is considered to be riskier than VWIUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.