State Street My2030 Corporate Bond ETF (MYCJ) Sharpe Ratio: 2.54

MYCJ's Sharpe Ratio of 2.54 indicates that for each unit of volatility, it generates 2.54 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 15, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

MYCJ Sharpe Ratio Rank

Above Average

MYCJ ranks above 72.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Above-average risk-adjusted returns with room for improvement
Compare against category peers to gauge relative positioning
Monitor for movement toward top tier or decline toward median
Consider pairing with top-tier holdings to improve portfolio efficiency

MYCJ Sharpe Ratio Market Positioning

The chart shows MYCJ's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 1.22 or lower
Yellow zone (middle 50%): 1.22 to 2.62
Green zone (top 25%): 2.62 or higher
Top 1%: 7.34+
Median: 2.02 — half of all investments score higher

How it compares to other similar ETFs

The table compares State Street My2030 Corporate Bond ETF's Sharpe Ratio with other ETFs in the Corporate Bonds category across multiple time periods, showing how MYCJ's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 15, 2026.

Symbol	Name	1Y Sharpe Ratio
FLTR	VanEck Vectors Investment Grade Floating Rate ETF	7.23
BSCQ	Invesco BulletShares 2026 Corporate Bond ETF	7.14
FLRN	SPDR Bloomberg Barclays Investment Grade Floating Rate ETF	6.99
IBDR	iShares iBonds Dec 2026 Term Corporate ETF	6.74
FLOT	iShares Floating Rate Bond ETF	6.72
FLDR	Fidelity Low Duration Bond Factor ETF	5.99
IBDS	iShares iBonds Dec 2027 Term Corporate ETF	4.34
BSCR	Invesco BulletShares 2027 Corporate Bond ETF	4.32
SPSB	SPDR Portfolio Short Term Corporate Bond ETF	3.89
SLQD	iShares 0-5 Year Investment Grade Corporate Bond ETF	3.65
MYCJ	State Street My2030 Corporate Bond ETF	2.54

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows MYCJ's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when MYCJ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore MYCJ risk-adjusted metrics in detail

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

MYCJ Sortino Ratio