BDBT vs. MYCI

Last updated Jun 24, 2026

BDBT (Bluemonte Core Bond ETF) and MYCI (State Street My2029 Corporate Bond ETF) are both exchange-traded funds - BDBT is a Intermediate Core Bond fund managed by Bluemonte, while MYCI is a Corporate Bonds fund actively managed by State Street. Over the past year, BDBT returned 3.98% vs 4.23% for MYCI. Their correlation of 0.89 suggests significant overlap in exposure. BDBT charges 0.23%/yr vs 0.15%/yr for MYCI.

Performance

BDBT vs. MYCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bluemonte Core Bond ETF (BDBT) and State Street My2029 Corporate Bond ETF (MYCI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BDBT achieves a 0.29% return, which is significantly lower than MYCI's 0.55% return.

BDBT

• 1D: 0.08%
• 1M: 0.60%
• YTD: 0.29%
• 6M: 0.44%
• 1Y: 3.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MYCI

• 1D: 0.14%
• 1M: 0.33%
• YTD: 0.55%
• 6M: 0.87%
• 1Y: 4.23%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BDBT vs. MYCI - Yearly Performance Comparison

	2026 (YTD)	2025
BDBT Bluemonte Core Bond ETF	0.29%	3.70%
MYCI State Street My2029 Corporate Bond ETF	0.55%	3.85%

Correlation

The correlation between BDBT and MYCI is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.89

The correlation between BDBT and MYCI has been stable across timeframes, ranging from 0.89 to 0.89 - a consistent structural relationship.

Return for Risk

BDBT vs. MYCI — Risk / Return Rank

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

BDBT

BDBT Risk / Return Rank: 30
BDBT Sharpe Ratio Rank: 31
BDBT Sortino Ratio Rank: 31
BDBT Omega Ratio Rank: 28
BDBT Calmar Ratio Rank: 30
BDBT Martin Ratio Rank: 30

MYCI

MYCI Risk / Return Rank: 65
MYCI Sharpe Ratio Rank: 66
MYCI Sortino Ratio Rank: 72
MYCI Omega Ratio Rank: 69
MYCI Calmar Ratio Rank: 60
MYCI Martin Ratio Rank: 59

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.

BDBT vs. MYCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bluemonte Core Bond ETF (BDBT) and State Street My2029 Corporate Bond ETF (MYCI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BDBT	MYCI	Difference
Sharpe ratio: Return per unit of total volatility	1.03	1.95	-0.92
Sortino ratio: Return per unit of downside risk	1.54	2.92	-1.38
Omega ratio: Gain probability vs. loss probability	1.18	1.37	-0.20
Calmar ratio: Return relative to maximum drawdown	1.39	2.71	-1.33
Martin ratio: Return relative to average drawdown	3.94	9.68	-5.75

BDBT vs. MYCI - Sharpe Ratio Comparison

The current BDBT Sharpe Ratio is 1.03, which is lower than the MYCI Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of BDBT and MYCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BDBT vs. MYCI - Drawdown Comparison

The maximum BDBT drawdown since its inception was -2.88%, which is greater than MYCI's maximum drawdown of -2.43%. Use the drawdown chart below to compare losses from any high point for BDBT and MYCI.

Drawdown Indicators

	BDBT	MYCI	Difference
Max Drawdown Largest peak-to-trough decline	-2.88%	-2.43%	-0.45%
Max Drawdown (1Y) Largest decline over 1 year	-2.88%	-1.56%	-1.32%
Current Drawdown Current decline from peak	-1.51%	-0.46%	-1.05%
Average Drawdown Average peak-to-trough decline	-0.75%	-0.54%	-0.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.01%	0.44%	+0.57%

Volatility

BDBT vs. MYCI - Volatility Comparison

Bluemonte Core Bond ETF (BDBT) has a higher volatility of 1.13% compared to State Street My2029 Corporate Bond ETF (MYCI) at 0.69%. This indicates that BDBT's price experiences larger fluctuations and is considered to be riskier than MYCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BDBT	MYCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.13%	0.69%	+0.44%
Volatility (6M) Calculated over the trailing 6-month period	2.89%	1.59%	+1.30%
Volatility (1Y) Calculated over the trailing 1-year period	3.86%	2.18%	+1.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.86%	3.01%	+0.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.86%	3.01%	+0.85%

BDBT vs. MYCI - Expense Ratio Comparison

BDBT has a 0.23% expense ratio, which is higher than MYCI's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

BDBT vs. MYCI - Dividend Comparison

BDBT's dividend yield for the trailing twelve months is around 3.52%, less than MYCI's 4.57% yield.

Position	TTM	2025	2024
BDBT Bluemonte Core Bond ETF	3.52%	2.21%	0.00%
MYCI State Street My2029 Corporate Bond ETF	4.57%	4.56%	1.19%

Frequently Asked Questions

Can I hold both BDBT and MYCI in my portfolio?

BDBT and MYCI have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BDBT or MYCI?

BDBT has higher volatility (1.13%) compared to MYCI (0.69%). In terms of maximum drawdown, BDBT dropped -2.88% vs MYCI's -2.43%.

Which ETF is better, BDBT or MYCI?

On 1-year performance, MYCI leads with 4.23% vs 3.98% for BDBT. On fees, MYCI is cheaper at 0.15% per year. On volatility, MYCI has been the lower-risk option at 0.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BDBT or MYCI?

Over the 1-year period, MYCI has performed better with a 4.23% return vs 3.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BDBT or MYCI?

MYCI is cheaper with a 0.15% expense ratio, compared with 0.23% for BDBT.

Which ETF pays a higher dividend yield, BDBT or MYCI?

MYCI has the higher dividend yield at 4.57%, compared with 3.52% for BDBT.

What is the main difference between BDBT and MYCI?

BDBT is categorized as Intermediate Core Bond, while MYCI is Corporate Bonds. They also come from different issuers: Bluemonte and State Street. Their fees differ too: 0.23% for BDBT and 0.15% for MYCI.

Which has better risk-adjusted returns?

MYCI currently has the higher Sharpe Ratio (1.95 vs 1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.