PNI vs SVAL

Comparison between Pimco New York Municipal Income Fund II (PNI, ETF) and ISHARES US SMALL CAP VALUE FACTOR ETF (SVAL, ETF).

5-Year PerformanceSVAL has outperformed PNI, delivering a return of +7.6% compared to -5.7%

PNI vs SVAL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PNI(ETF)	SVAL(ETF)
Net Assets	$188M	$187M
Expense Ratio	N/A	0.20%
Max Drawdown	64.22%	27.97%
Sharpe Ratio	0.90	1.71
5Y Beta	0.13	0.93
P/E Ratio	N/A	19.09
Forward P/E	N/A	13.09
5Y Dividends CAGR	-4.39%	67.76%
5Y EPS CAGR	N/A	2.87%
Debt to Equity	N/A	32.29%
P/S Ratio	N/A	0.79
P/B Ratio	N/A	1.32

Net Assets

Winner

PNI

$188M

SVAL

$187M

Expense Ratio

PNI

N/A

SVAL

0.20%

Max Drawdown

PNI

64.22%

Winner

SVAL

27.97%

Sharpe Ratio

PNI

0.90

Winner

SVAL

1.71

5Y Beta

Winner

PNI

0.13

SVAL

0.93

P/E Ratio

PNI

N/A

SVAL

19.09

Forward P/E

PNI

N/A

SVAL

13.09

5Y Dividends CAGR

PNI

-4.39%

Winner

SVAL

67.76%

5Y EPS CAGR

PNI

N/A

SVAL

2.87%

Debt to Equity

PNI

N/A

SVAL

32.29%

P/S Ratio

PNI

N/A

SVAL

0.79

P/B Ratio

PNI

N/A

SVAL

1.32

PNI vs SVAL - Historical Returns

Returns include dividend reinvestment.

Period	PNI	SVAL
1 month	+1.43%	+6.18%
3 months	+2.21%	+17.67%
6 months	+4.94%	+18.08%
1 year	+11.09%	+38.80%
5 years(CAGR)	-5.66%	+7.56%
10 years(CAGR)	-2.02%	N/A
Max(CAGR)	+2.74%	+17.10%

PNI

+1.43%

Winner

SVAL

+6.18%

PNI

+2.21%

Winner

SVAL

+17.67%

PNI

+4.94%

Winner

SVAL

+18.08%

PNI

+11.09%

Winner

SVAL

+38.80%

5Y(CAGR)

PNI

-5.66%

Winner

SVAL

+7.56%

10Y(CAGR)

PNI

-2.02%

SVAL

N/A

Max(CAGR)

PNI

+2.74%

Winner

SVAL

+17.10%

PNI vs SVAL - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

Year	PNI	SVAL
2026	+4.49%	+20.95%
2025	+0.74%	+9.24%
2024	-0.59%	+7.72%
2023	-0.22%	+12.71%
2022	-26.08%	-11.05%
2021	+8.85%	+34.68%
2020	-5.47%	+27.93%
2019	+17.54%	N/A
2018	-6.93%	N/A
2017	+4.74%	N/A
2016	+2.82%	N/A
2015	+7.62%	N/A
2014	+26.98%	N/A
2013	-16.64%	N/A
2012	+18.08%	N/A
2011	+16.17%	N/A
2010	+1.49%	N/A
2009	+61.88%	N/A
2008	-45.31%	N/A
2007	-9.31%	N/A
2006	+1.82%	N/A
2005	+22.84%	N/A
2004	+8.37%	N/A
2003	+5.03%	N/A
2002	-3.93%	N/A

PNI vs SVAL Drawdown Comparison

The maximum drawdown for PNI was -59.91%, occurring on Dec 15, 2008. Recovery took 987 trading sessions.

The maximum drawdown for SVAL was -27.44%, occurring on Apr 8, 2025. Recovery took 277 trading sessions.

The current PNI drawdown is -26.01%.

Rank	PNI	SVAL
#1	-59.91% Feb 7, 2008 - Jan 6, 2012	-27.44% Nov 25, 2024 - Jan 6, 2026
#2	-44.12% Aug 4, 2021 - Oct 27, 2023	-25.26% Nov 11, 2021 - Jul 15, 2024
#3	-34.33% Feb 27, 2020 - Jul 6, 2021	-13.52% Jun 8, 2021 - Nov 3, 2021
#4	-22.88% Nov 30, 2012 - Dec 3, 2014	-11.04% Jul 26, 2024 - Nov 6, 2024
#5	-20.89% Jul 8, 2016 - Jan 7, 2020	-8.94% Feb 20, 2026 - Apr 14, 2026
#6	-14.60% Mar 17, 2004 - Oct 15, 2004	-8.93% Mar 12, 2021 - May 7, 2021
#7	-14.08% Apr 24, 2007 - Feb 7, 2008	-6.75% Jan 14, 2021 - Feb 5, 2021
#8	-12.73% Jan 9, 2006 - Nov 29, 2006	-5.72% Nov 24, 2020 - Dec 4, 2020
#9	-8.04% Jul 2, 2003 - Jan 22, 2004	-5.08% May 7, 2021 - Jun 1, 2021
#10	-7.48% Jul 18, 2002 - May 14, 2003	-3.94% Nov 3, 2020 - Nov 9, 2020
#11	-7.30% Sep 30, 2005 - Dec 12, 2005	-3.69% Feb 24, 2021 - Mar 5, 2021
#12	-7.19% Feb 9, 2012 - May 1, 2012	-3.61% Nov 10, 2020 - Nov 16, 2020
#13	-6.86% Feb 4, 2015 - Oct 26, 2015	-3.51% Nov 11, 2024 - Nov 25, 2024
#14	-6.72% Mar 7, 2005 - May 2, 2005	-2.94% May 8, 2026 - May 22, 2026
#15	-4.78% Oct 26, 2015 - Dec 21, 2015	-2.63% Dec 15, 2020 - Dec 28, 2020

Correlation

Correlation between PNI and SVAL is -0.18 which considered as a very weak or no correlation - the stocks move independently of each other.

-0.18

-101

Dividend Comparison (2002 - 2026)

PNI vs SVAL dividend yield comparison.

Year	PNI	SVAL
2026	2.52%	0.28%
2025	5.14%	2.33%
2024	4.94%	1.82%
2023	4.66%	2.25%
2022	6.04%	2.09%
2021	4.23%	2.33%
2020	4.42%	0.28%
2019	4.24%	0.00%
2018	5.78%	0.00%
2017	5.20%	0.00%
2016	6.63%	0.00%
2015	6.44%	0.00%
2014	6.53%	0.00%
2013	7.78%	0.00%
2012	6.23%	0.00%
2011	6.91%	0.00%
2010	7.58%	0.00%
2009	7.19%	0.00%
2008	11.25%	0.00%
2007	5.89%	0.00%
2006	5.23%	0.00%
2005	6.06%	0.00%
2004	6.99%	0.00%
2003	6.75%	0.00%
2002	2.90%	0.00%