SVAL vs PNI

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

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

SVAL vs PNI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

SVAL

$187M

Winner

PNI

$188M

Expense Ratio

SVAL

0.20%

PNI

N/A

Max Drawdown

Winner

SVAL

27.97%

PNI

64.22%

Sharpe Ratio

Winner

SVAL

1.71

PNI

0.90

5Y Beta

SVAL

0.93

Winner

PNI

0.13

P/E Ratio

SVAL

19.09

PNI

N/A

Forward P/E

SVAL

13.09

PNI

N/A

5Y Dividends CAGR

Winner

SVAL

67.76%

PNI

-4.39%

5Y EPS CAGR

SVAL

2.87%

PNI

N/A

Debt to Equity

SVAL

32.29%

PNI

N/A

P/S Ratio

SVAL

0.79

PNI

N/A

P/B Ratio

SVAL

1.32

PNI

N/A

SVAL vs PNI - Historical Returns

Returns include dividend reinvestment.

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

Winner

SVAL

+6.18%

PNI

+1.43%

Winner

SVAL

+17.67%

PNI

+2.21%

Winner

SVAL

+18.08%

PNI

+4.94%

Winner

SVAL

+38.80%

PNI

+11.09%

5Y(CAGR)

Winner

SVAL

+7.56%

PNI

-5.66%

10Y(CAGR)

SVAL

N/A

PNI

-2.02%

Max(CAGR)

Winner

SVAL

+17.10%

PNI

+2.74%

SVAL vs PNI - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

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

SVAL vs PNI Drawdown Comparison

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

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

The current PNI drawdown is -26.01%.

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

Correlation

Correlation between SVAL and PNI 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)

SVAL vs PNI dividend yield comparison.

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