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NYF vs. ZMUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NYF vs. ZMUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares New York Muni Bond ETF (NYF) and F/m Ultrashort Tax-Free Municipal ETF (ZMUN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with NYF having a 1.51% return and ZMUN slightly higher at 1.57%.


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%

ZMUN

1D
-0.02%
1M
0.21%
YTD
1.57%
6M
1.86%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NYF vs. ZMUN - Yearly Performance Comparison


Correlation

The correlation between NYF and ZMUN is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 1, 2025

0.18

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Return for Risk

NYF vs. ZMUN — 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

ZMUN
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. ZMUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares New York Muni Bond ETF (NYF) and F/m Ultrashort Tax-Free Municipal ETF (ZMUN). 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.


NYFZMUNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.53

Calmar ratioReturn relative to maximum drawdown

2.48

Martin ratioReturn relative to average drawdown

8.88

NYF vs. ZMUN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NYFZMUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

6.46

-5.99

Drawdowns

NYF vs. ZMUN - Drawdown Comparison

The maximum NYF drawdown since its inception was -13.12%, which is greater than ZMUN's maximum drawdown of -0.09%. Use the drawdown chart below to compare losses from any high point for NYF and ZMUN.


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Drawdown Indicators


NYFZMUNDifference

Max Drawdown

Largest peak-to-trough decline

-13.12%

-0.09%

-13.03%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-5.68%

Max Drawdown (5Y)

Largest decline over 5 years

-12.71%

Max Drawdown (10Y)

Largest decline over 10 years

-13.12%

Current Drawdown

Current decline from peak

-0.56%

-0.02%

-0.54%

Average Drawdown

Average peak-to-trough decline

-2.31%

-0.01%

-2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

Volatility

NYF vs. ZMUN - Volatility Comparison


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Volatility by Period


NYFZMUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

Volatility (6M)

Calculated over the trailing 6-month period

2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

2.78%

0.54%

+2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.00%

0.54%

+3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.48%

0.54%

+3.94%

NYF vs. ZMUN - Expense Ratio Comparison

NYF has a 0.25% expense ratio, which is lower than ZMUN's 0.30% expense ratio.


Dividends

NYF vs. ZMUN - Dividend Comparison

NYF's dividend yield for the trailing twelve months is around 3.09%, more than ZMUN's 2.28% 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%
ZMUN
F/m Ultrashort Tax-Free Municipal ETF
2.28%0.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NYF and ZMUN have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NYF is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NYF is cheaper with a 0.25% expense ratio, compared with 0.30% for ZMUN.

NYF has the higher dividend yield at 3.09%, compared with 2.28% for ZMUN.

NYF tracks S&P New York AMT-Free Municipal Bond Index, while ZMUN tracks Bloomberg Municipal Bond Currently Callable Index. They also come from different issuers: iShares and F/m Investments. Their fees differ too: 0.25% for NYF and 0.30% for ZMUN.

Portfolio Optimizer

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