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State Street My2026 Corporate Bond ETF (MYCF)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US78470P8207
CUSIP
78470P820
Inception Date
Sep 23, 2024
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

MYCF Performance Chart

State Street My2026 Corporate Bond ETF (MYCF) is up 1.0% since the beginning of the year. MYCF is currently trading at $25 per share.


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S&P 500 Index

Returns By Period

State Street My2026 Corporate Bond ETF (MYCF) has returned 1.00% so far this year and 4.73% over the past 12 months.


State Street My2026 Corporate Bond ETF

1D
0.08%
1M
0.38%
YTD
1.00%
6M
1.95%
1Y
4.73%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
1.02%
1M
3.83%
YTD
0.60%
6M
3.48%
1Y
28.39%
3Y*
18.51%
5Y*
10.79%
10Y*
12.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYCF Monthly Returns History

Based on dividend-adjusted daily data since Sep 24, 2024, MYCF's average daily return is +0.02%, while the average monthly return is +0.34%. At this rate, an investment would double in approximately 17.0 years.

Historically, 95% of months were positive and 5% were negative. The best month was Feb 2025 with a return of +0.6%, while the worst month was Sep 2024 at -0.2%. The longest winning streak lasted 19 consecutive months, and the longest losing streak was 1 months.

On a daily basis, MYCF closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +0.4%, while the worst single day was Apr 10, 2025 at -0.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.31%0.32%0.13%0.24%1.00%
20250.48%0.56%0.35%0.39%0.32%0.46%0.40%0.50%0.40%0.35%0.37%0.41%5.12%
2024-0.16%0.15%0.47%0.28%0.74%

Benchmark Metrics

State Street My2026 Corporate Bond ETF has an annualized alpha of 4.26%, beta of 0.02, and R² of 0.06 versus S&P 500 Index. Calculated based on daily prices since September 25, 2024.

  • This ETF captured 9.68% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -16.91%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.02 may look defensive, but with R² of 0.06 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.06 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.26%
Beta
0.02
0.06
Upside Capture
9.68%
Downside Capture
-16.91%

Expense Ratio

MYCF has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

MYCF ranks 99 for risk / return — in the top 99% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


MYCF Risk / Return Rank: 9999
Overall Rank
MYCF Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MYCF Sortino Ratio Rank: 9999
Sortino Ratio Rank
MYCF Omega Ratio Rank: 9999
Omega Ratio Rank
MYCF Calmar Ratio Rank: 9999
Calmar Ratio Rank
MYCF Martin Ratio Rank: 9999
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for State Street My2026 Corporate Bond ETF (MYCF) and compare them to a chosen benchmark (S&P 500 Index).


MYCFBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

6.15

2.17

+3.98

Sortino ratio

Return per unit of downside risk

10.53

3.02

+7.51

Omega ratio

Gain probability vs. loss probability

2.87

1.41

+1.46

Calmar ratio

Return relative to maximum drawdown

21.53

2.88

+18.65

Martin ratio

Return relative to average drawdown

117.36

13.00

+104.36

Explore MYCF risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

State Street My2026 Corporate Bond ETF provided a 4.44% dividend yield over the last twelve months, with an annual payout of $1.11 per share.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.11$1.13$0.30

Dividend yield

4.44%4.50%1.21%

Monthly Dividends

The table displays the monthly dividend distributions for State Street My2026 Corporate Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.08$0.09$0.09$0.26
2025$0.00$0.09$0.09$0.09$0.09$0.09$0.09$0.10$0.10$0.09$0.09$0.19$1.13
2024$0.02$0.09$0.19$0.30

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the State Street My2026 Corporate Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the State Street My2026 Corporate Bond ETF was 0.60%, occurring on Apr 14, 2025. Recovery took 10 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.6%Apr 10, 20253Apr 14, 202510Apr 29, 202513
-0.42%Apr 7, 20251Apr 7, 20252Apr 9, 20253
-0.22%Dec 9, 20248Dec 18, 20246Dec 27, 202414
-0.2%Nov 11, 20244Nov 14, 20243Nov 19, 20247
-0.2%Sep 25, 20242Sep 26, 20241Sep 27, 20243

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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