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NYF vs. VWIUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NYF vs. VWIUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares New York Muni Bond ETF (NYF) and Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX). The values are adjusted to include any dividend payments, if applicable.

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NYF vs. VWIUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VWIUX
Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares
-0.47%5.99%2.34%5.90%-6.83%0.81%5.23%7.10%1.34%4.65%

Returns By Period

In the year-to-date period, NYF achieves a 0.08% return, which is significantly higher than VWIUX's -0.47% return. Over the past 10 years, NYF has underperformed VWIUX with an annualized return of 1.81%, while VWIUX has yielded a comparatively higher 2.38% 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%

VWIUX

1D
0.22%
1M
-2.36%
YTD
-0.47%
6M
1.10%
1Y
4.55%
3Y*
3.74%
5Y*
1.58%
10Y*
2.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NYF vs. VWIUX - Expense Ratio Comparison

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%.


Return for Risk

NYF vs. VWIUX — Risk / Return Rank

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

NYF
NYF Risk / Return Rank: 4747
Overall Rank
NYF Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
NYF Sortino Ratio Rank: 4141
Sortino Ratio Rank
NYF Omega Ratio Rank: 5656
Omega Ratio Rank
NYF Calmar Ratio Rank: 4747
Calmar Ratio Rank
NYF Martin Ratio Rank: 3838
Martin Ratio Rank

VWIUX
VWIUX Risk / Return Rank: 6868
Overall Rank
VWIUX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VWIUX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VWIUX Omega Ratio Rank: 8585
Omega Ratio Rank
VWIUX Calmar Ratio Rank: 6060
Calmar Ratio Rank
VWIUX Martin Ratio Rank: 5757
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. VWIUX - Risk-Adjusted Trends Comparison

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.


NYFVWIUXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.27

-0.30

Sortino ratio

Return per unit of downside risk

1.21

1.69

-0.48

Omega ratio

Gain probability vs. loss probability

1.22

1.36

-0.14

Calmar ratio

Return relative to maximum drawdown

1.30

1.46

-0.15

Martin ratio

Return relative to average drawdown

3.65

5.60

-1.95

NYF vs. VWIUX - Sharpe Ratio Comparison

The current NYF Sharpe Ratio is 0.96, which is comparable to the VWIUX Sharpe Ratio of 1.27. 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.


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Sharpe Ratios by Period


NYFVWIUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.27

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.49

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.70

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

1.11

-0.65

Correlation

The correlation between NYF and VWIUX is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NYF vs. VWIUX - Dividend Comparison

NYF's dividend yield for the trailing twelve months is around 3.08%, less than VWIUX's 3.32% yield.


TTM20252024202320222021202020192018201720162015
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%
VWIUX
Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares
3.32%4.06%3.63%2.78%2.51%1.89%2.40%2.88%2.89%2.82%2.91%2.96%

Drawdowns

NYF vs. VWIUX - Drawdown Comparison

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.


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Drawdown Indicators


NYFVWIUXDifference

Max Drawdown

Largest peak-to-trough decline

-13.12%

-11.38%

-1.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-3.89%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-12.71%

-11.38%

-1.33%

Max Drawdown (10Y)

Largest decline over 10 years

-13.12%

-11.38%

-1.74%

Current Drawdown

Current decline from peak

-1.97%

-2.64%

+0.67%

Average Drawdown

Average peak-to-trough decline

-2.32%

-1.44%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

1.01%

+0.18%

Volatility

NYF vs. VWIUX - Volatility Comparison

iShares New York Muni Bond ETF (NYF) has a higher volatility of 1.41% compared to Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX) at 1.01%. 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.


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Volatility by Period


NYFVWIUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

1.01%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

1.90%

1.58%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

4.02%

3.93%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.98%

3.23%

+0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.48%

3.42%

+1.06%