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VNYUX vs. VWIUX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VNYUX and VWIUX is -0.11. 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.


Performance

VNYUX vs. VWIUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard New York Long-Term Tax-Exempt Fund Admiral Shares (VNYUX) 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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Key characteristics

Sharpe Ratio

VNYUX:

0.06

VWIUX:

0.33

Sortino Ratio

VNYUX:

0.12

VWIUX:

0.46

Omega Ratio

VNYUX:

1.02

VWIUX:

1.08

Calmar Ratio

VNYUX:

0.05

VWIUX:

0.33

Martin Ratio

VNYUX:

0.19

VWIUX:

1.15

Ulcer Index

VNYUX:

2.02%

VWIUX:

1.23%

Daily Std Dev

VNYUX:

6.24%

VWIUX:

4.30%

Max Drawdown

VNYUX:

-17.21%

VWIUX:

-11.49%

Current Drawdown

VNYUX:

-4.22%

VWIUX:

-2.07%

Returns By Period

In the year-to-date period, VNYUX achieves a -1.81% return, which is significantly lower than VWIUX's -0.60% return. Over the past 10 years, VNYUX has underperformed VWIUX with an annualized return of 2.10%, while VWIUX has yielded a comparatively higher 2.23% annualized return.


VNYUX

YTD

-1.81%

1M

3.33%

6M

-1.87%

1Y

0.39%

5Y*

0.96%

10Y*

2.10%

VWIUX

YTD

-0.60%

1M

2.29%

6M

-0.52%

1Y

1.42%

5Y*

1.34%

10Y*

2.23%

*Annualized

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VNYUX vs. VWIUX - Expense Ratio Comparison

Both VNYUX and VWIUX have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

VNYUX vs. VWIUX — Risk-Adjusted Performance Rank

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

VNYUX
The Risk-Adjusted Performance Rank of VNYUX is 2424
Overall Rank
The Sharpe Ratio Rank of VNYUX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of VNYUX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of VNYUX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of VNYUX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of VNYUX is 2525
Martin Ratio Rank

VWIUX
The Risk-Adjusted Performance Rank of VWIUX is 4343
Overall Rank
The Sharpe Ratio Rank of VWIUX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of VWIUX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of VWIUX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VWIUX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of VWIUX is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VNYUX vs. VWIUX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard New York Long-Term Tax-Exempt Fund Admiral Shares (VNYUX) 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.


The current VNYUX Sharpe Ratio is 0.06, which is lower than the VWIUX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of VNYUX 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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Dividends

VNYUX vs. VWIUX - Dividend Comparison

VNYUX's dividend yield for the trailing twelve months is around 3.28%, more than VWIUX's 2.94% yield.


TTM20242023202220212020201920182017201620152014
VNYUX
Vanguard New York Long-Term Tax-Exempt Fund Admiral Shares
3.28%3.45%3.16%2.94%2.51%2.73%3.02%3.30%3.26%3.38%3.34%3.50%
VWIUX
Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares
2.94%3.10%2.79%2.50%2.16%2.40%2.68%2.89%2.83%2.92%2.97%3.13%

Drawdowns

VNYUX vs. VWIUX - Drawdown Comparison

The maximum VNYUX drawdown since its inception was -17.21%, which is greater than VWIUX's maximum drawdown of -11.49%. Use the drawdown chart below to compare losses from any high point for VNYUX and VWIUX. For additional features, visit the drawdowns tool.


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Volatility

VNYUX vs. VWIUX - Volatility Comparison


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