VNYTX vs. VTIAX
VNYTX (Vanguard New York Long-Term Tax-Exempt Fund Investor Shares) and VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) are both mutual funds - VNYTX is a Municipal Bonds fund managed by Vanguard, while VTIAX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, VNYTX returned 2.46%/yr vs 9.85%/yr for VTIAX. At a correlation of -0.06, they often move in opposite directions. VNYTX charges 0.17%/yr vs 0.09%/yr for VTIAX.
Performance
VNYTX vs. VTIAX - Performance Comparison
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Returns By Period
In the year-to-date period, VNYTX achieves a 2.12% return, which is significantly lower than VTIAX's 15.40% return. Over the past 10 years, VNYTX has underperformed VTIAX with an annualized return of 2.46%, while VTIAX has yielded a comparatively higher 9.85% annualized return.
VNYTX
- 1D
- 0.18%
- 1M
- 0.87%
- YTD
- 2.12%
- 6M
- 2.53%
- 1Y
- 8.76%
- 3Y*
- 4.70%
- 5Y*
- 1.23%
- 10Y*
- 2.46%
VTIAX
- 1D
- 0.60%
- 1M
- 5.53%
- YTD
- 15.40%
- 6M
- 18.19%
- 1Y
- 33.34%
- 3Y*
- 19.78%
- 5Y*
- 8.81%
- 10Y*
- 9.85%
VNYTX vs. VTIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VNYTX Vanguard New York Long-Term Tax-Exempt Fund Investor Shares | 2.12% | 4.72% | 2.49% | 8.00% | -11.00% | 2.01% | 5.52% | 8.61% | 0.51% | 5.79% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 15.40% | 32.18% | 5.34% | 15.28% | -16.02% | 8.59% | 11.27% | 21.52% | -14.46% | 27.54% |
Correlation
The correlation between VNYTX and VTIAX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2010 | -0.06 |
The correlation between VNYTX and VTIAX shifts across timeframes, from -0.06 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VNYTX vs. VTIAX — Risk / Return Rank
VNYTX
VTIAX
VNYTX vs. VTIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard New York Long-Term Tax-Exempt Fund Investor Shares (VNYTX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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.
| VNYTX | VTIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.64 | 1.43 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 2.91 | -0.09 |
| Martin ratioReturn relative to average drawdown | 9.91 | 11.49 | -1.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VNYTX | VTIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.71 | 2.31 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.59 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.62 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.44 | +0.57 |
Drawdowns
VNYTX vs. VTIAX - Drawdown Comparison
The maximum VNYTX drawdown since its inception was -21.73%, smaller than the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VNYTX and VTIAX.
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Drawdown Indicators
| VNYTX | VTIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.73% | -35.83% | +14.10% |
Max Drawdown (1Y)Largest decline over 1 year | -3.08% | -11.28% | +8.20% |
Max Drawdown (3Y)Largest decline over 3 years | -7.11% | -13.13% | +6.02% |
Max Drawdown (5Y)Largest decline over 5 years | -16.67% | -29.56% | +12.89% |
Max Drawdown (10Y)Largest decline over 10 years | -16.67% | -35.83% | +19.16% |
Current DrawdownCurrent decline from peak | -0.24% | 0.00% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -2.50% | -8.08% | +5.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 2.85% | -1.97% |
Volatility
VNYTX vs. VTIAX - Volatility Comparison
The current volatility for Vanguard New York Long-Term Tax-Exempt Fund Investor Shares (VNYTX) is 1.27%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 4.80%. This indicates that VNYTX experiences smaller price fluctuations and is considered to be less risky than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VNYTX | VTIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.27% | 4.80% | -3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 2.46% | 11.90% | -9.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.23% | 14.22% | -10.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.77% | 15.04% | -10.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.61% | 15.93% | -11.32% |
VNYTX vs. VTIAX - Expense Ratio Comparison
VNYTX has a 0.17% expense ratio, which is higher than VTIAX'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%.
Dividends
VNYTX vs. VTIAX - Dividend Comparison
VNYTX's dividend yield for the trailing twelve months is around 3.65%, more than VTIAX's 2.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VNYTX Vanguard New York Long-Term Tax-Exempt Fund Investor Shares | 3.65% | 4.44% | 3.93% | 2.85% | 2.86% | 2.75% | 3.43% | 3.52% | 3.44% | 3.64% | 3.82% | 3.36% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.60% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
Frequently Asked Questions
VNYTX and VTIAX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTIAX has higher volatility (4.80%) compared to VNYTX (1.27%). In terms of maximum drawdown, VNYTX dropped -21.73% vs VTIAX's -35.83%.
VNYTX currently has the higher Sharpe Ratio (2.71 vs 2.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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