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SHYD vs. MMMA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHYD vs. MMMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Short High Yield Muni ETF (SHYD) and NYLI MacKay Muni Allocation ETF (MMMA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHYD achieves a 1.30% return, which is significantly lower than MMMA's 3.81% return.


SHYD

1D
-0.02%
1M
1.04%
YTD
1.30%
6M
1.14%
1Y
4.91%
3Y*
4.29%
5Y*
0.96%
10Y*
2.01%

MMMA

1D
0.14%
1M
1.40%
YTD
3.81%
6M
3.83%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHYD vs. MMMA - Yearly Performance Comparison


2026 (YTD)2025
SHYD
VanEck Short High Yield Muni ETF
1.30%0.74%
MMMA
NYLI MacKay Muni Allocation ETF
3.81%0.35%

Correlation

The correlation between SHYD and MMMA is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 16, 2025

0.55

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Return for Risk

SHYD vs. MMMA — Risk / Return Rank

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

SHYD
SHYD Risk / Return Rank: 5757
Overall Rank
SHYD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SHYD Sortino Ratio Rank: 6060
Sortino Ratio Rank
SHYD Omega Ratio Rank: 6565
Omega Ratio Rank
SHYD Calmar Ratio Rank: 5252
Calmar Ratio Rank
SHYD Martin Ratio Rank: 5050
Martin Ratio Rank

MMMA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

SHYD vs. MMMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Short High Yield Muni ETF (SHYD) and NYLI MacKay Muni Allocation ETF (MMMA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SHYDMMMADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.28

Martin ratioReturn relative to average drawdown

7.47

SHYD vs. MMMA - Sharpe Ratio Comparison


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Drawdowns

SHYD vs. MMMA - Drawdown Comparison

The maximum SHYD drawdown since its inception was -31.22%, which is greater than MMMA's maximum drawdown of -2.79%. Use the drawdown chart below to compare losses from any high point for SHYD and MMMA.


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Drawdown Indicators


SHYDMMMADifference

Max Drawdown

Largest peak-to-trough decline

-31.22%

-2.79%

-28.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-4.17%

Max Drawdown (5Y)

Largest decline over 5 years

-13.32%

Max Drawdown (10Y)

Largest decline over 10 years

-31.22%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-3.01%

-0.55%

-2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

Volatility

SHYD vs. MMMA - Volatility Comparison


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Volatility by Period


SHYDMMMADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

Volatility (6M)

Calculated over the trailing 6-month period

1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

2.96%

4.01%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

4.01%

+1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.69%

4.01%

+5.68%

SHYD vs. MMMA - Expense Ratio Comparison

Both SHYD and MMMA have an expense ratio of 0.35%.


Dividends

SHYD vs. MMMA - Dividend Comparison

SHYD's dividend yield for the trailing twelve months is around 3.49%, more than MMMA's 1.94% yield.


PositionTTM20252024202320222021202020192018201720162015
MMMA
NYLI MacKay Muni Allocation ETF
1.94%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHYD
VanEck Short High Yield Muni ETF
3.49%3.50%3.16%2.99%2.66%2.56%3.05%3.19%3.17%3.11%2.97%3.26%

Frequently Asked Questions


SHYD and MMMA have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SHYD and MMMA have the same expense ratio: 0.35% per year.

SHYD has the higher dividend yield at 3.49%, compared with 1.94% for MMMA.

They also come from different issuers: VanEck and NYLI.

Portfolio Optimizer

Find the right allocation for SHYD and MMMA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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