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RMUNX vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RMUNX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Rochester New York Municipals Fund (RMUNX) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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RMUNX vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RMUNX
Invesco Rochester New York Municipals Fund
-1.39%0.82%2.37%9.85%-15.09%6.83%5.84%13.22%8.89%3.69%
SCHD
Schwab U.S. Dividend Equity ETF
12.17%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period

In the year-to-date period, RMUNX achieves a -1.39% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, RMUNX has underperformed SCHD with an annualized return of 3.64%, while SCHD has yielded a comparatively higher 12.25% annualized return.


RMUNX

1D
0.42%
1M
-2.47%
YTD
-1.39%
6M
-1.20%
1Y
-0.42%
3Y*
2.45%
5Y*
0.05%
10Y*
3.64%

SCHD

1D
-0.55%
1M
-3.43%
YTD
12.17%
6M
12.91%
1Y
13.70%
3Y*
11.84%
5Y*
8.32%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RMUNX vs. SCHD - Expense Ratio Comparison

RMUNX has a 0.78% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Return for Risk

RMUNX vs. SCHD — Risk / Return Rank

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

RMUNX
RMUNX Risk / Return Rank: 44
Overall Rank
RMUNX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
RMUNX Sortino Ratio Rank: 44
Sortino Ratio Rank
RMUNX Omega Ratio Rank: 44
Omega Ratio Rank
RMUNX Calmar Ratio Rank: 44
Calmar Ratio Rank
RMUNX Martin Ratio Rank: 44
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 4343
Overall Rank
SCHD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4646
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3838
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.

RMUNX vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Rochester New York Municipals Fund (RMUNX) 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.


RMUNXSCHDDifference

Sharpe ratio

Return per unit of total volatility

0.03

0.88

-0.85

Sortino ratio

Return per unit of downside risk

0.09

1.32

-1.23

Omega ratio

Gain probability vs. loss probability

1.02

1.19

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.17

1.05

-1.21

Martin ratio

Return relative to average drawdown

-0.37

3.55

-3.92

RMUNX vs. SCHD - Sharpe Ratio Comparison

The current RMUNX Sharpe Ratio is 0.03, which is lower than the SCHD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of RMUNX and SCHD, 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


RMUNXSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

0.88

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.58

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.74

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.84

+0.19

Correlation

The correlation between RMUNX and SCHD is -0.03. 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

RMUNX vs. SCHD - Dividend Comparison

RMUNX's dividend yield for the trailing twelve months is around 3.15%, less than SCHD's 3.46% yield.


TTM20252024202320222021202020192018201720162015
RMUNX
Invesco Rochester New York Municipals Fund
3.15%5.30%4.81%3.77%3.03%3.24%3.32%3.43%3.40%4.34%6.01%6.55%
SCHD
Schwab U.S. Dividend Equity ETF
3.46%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

RMUNX vs. SCHD - Drawdown Comparison

The maximum RMUNX drawdown since its inception was -36.55%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for RMUNX and SCHD.


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Drawdown Indicators


RMUNXSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-36.55%

-33.37%

-3.18%

Max Drawdown (1Y)

Largest decline over 1 year

-7.76%

-12.74%

+4.98%

Max Drawdown (5Y)

Largest decline over 5 years

-21.81%

-16.85%

-4.96%

Max Drawdown (10Y)

Largest decline over 10 years

-21.81%

-33.37%

+11.56%

Current Drawdown

Current decline from peak

-5.13%

-3.43%

-1.70%

Average Drawdown

Average peak-to-trough decline

-3.25%

-3.34%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

3.75%

+0.09%

Volatility

RMUNX vs. SCHD - Volatility Comparison

The current volatility for Invesco Rochester New York Municipals Fund (RMUNX) is 1.75%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 2.33%. This indicates that RMUNX 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.


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Volatility by Period


RMUNXSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

2.33%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

7.96%

-4.91%

Volatility (1Y)

Calculated over the trailing 1-year period

8.49%

15.69%

-7.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.59%

14.40%

-7.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.97%

16.70%

-10.73%