FSIG vs. MYCG
FSIG (First Trust Limited Duration Investment Grade Corporate ETF) and MYCG (State Street My2027 Corporate Bond ETF) are both exchange-traded funds - FSIG is a Short-Term Bond fund actively managed by First Trust, while MYCG is a Corporate Bonds fund actively managed by State Street. Both are actively managed. Over the past year, FSIG returned 2.95% vs 4.05% for MYCG. Their 0.68 correlation means they have sometimes moved together and sometimes differently. FSIG charges 0.55%/yr vs 0.15%/yr for MYCG.
Performance
FSIG vs. MYCG - Performance Comparison
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Returns By Period
In the year-to-date period, FSIG achieves a 0.51% return, which is significantly lower than MYCG's 1.94% return.
FSIG
- 1D
- 0.05%
- 1M
- -0.15%
- 6M
- 0.40%
- YTD
- 0.51%
- 1Y
- 2.95%
- 3Y*
- 5.04%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.70%
MYCG
- 1D
- 0.03%
- 1M
- 0.26%
- 6M
- 1.61%
- YTD
- 1.94%
- 1Y
- 4.05%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.20M | $8.29M | $7.48M | |
| $241.72K | $147.26K | $156.59K |
FSIG vs. MYCG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FSIG First Trust Limited Duration Investment Grade Corporate ETF | 0.51% | 6.66% | -0.68% |
MYCG State Street My2027 Corporate Bond ETF | 1.94% | 5.85% | -0.23% |
Correlation
The correlation between FSIG and MYCG is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2024 | 0.68 |
The correlation between FSIG and MYCG has been stable across timeframes, ranging from 0.64 to 0.68 - a consistent structural relationship.
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Return for Risk
FSIG vs. MYCG — Risk / Return Rank
FSIG
MYCG
FSIG vs. MYCG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Limited Duration Investment Grade Corporate ETF (FSIG) and State Street My2027 Corporate Bond ETF (MYCG). 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.
| FSIG | MYCG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.46 | ||
| Sortino ratioReturn per unit of downside risk | -6.09 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 2.20 | -0.94 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 9.11 | -7.20 |
| Martin ratioReturn relative to average drawdown | 7.64 | 45.00 | -37.36 |
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Drawdowns
FSIG vs. MYCG - Drawdown Comparison
The maximum FSIG drawdown since its inception was -6.93%, which is greater than MYCG's maximum drawdown of -0.86%. Use the drawdown chart below to compare losses from any high point for FSIG and MYCG.
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Drawdown Indicators
| FSIG | MYCG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.93% | -0.86% | -6.07% |
Max Drawdown (1Y)Largest decline over 1 year | -1.55% | -0.45% | -1.10% |
Max Drawdown (3Y)Largest decline over 3 years | -1.55% | — | — |
Current DrawdownCurrent decline from peak | -0.30% | 0.00% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -1.64% | -0.13% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.39% | 0.09% | +0.30% |
Volatility
FSIG vs. MYCG - Volatility Comparison
First Trust Limited Duration Investment Grade Corporate ETF (FSIG) has a higher volatility of 0.63% compared to State Street My2027 Corporate Bond ETF (MYCG) at 0.14%. This indicates that FSIG's price experiences larger fluctuations and is considered to be riskier than MYCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSIG | MYCG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.63% | 0.14% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 1.94% | 0.52% | +1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.23% | 0.85% | +1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.94% | 1.44% | +1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.94% | 1.44% | +1.50% |
FSIG vs. MYCG - Expense Ratio Comparison
FSIG has a 0.55% expense ratio, which is higher than MYCG's 0.15% expense ratio.
Dividends
FSIG vs. MYCG - Dividend Comparison
FSIG's dividend yield for the trailing twelve months is around 4.84%, more than MYCG's 4.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
FSIG First Trust Limited Duration Investment Grade Corporate ETF | 4.84% | 4.73% | 4.61% | 4.42% | 2.48% | 0.12% |
MYCG State Street My2027 Corporate Bond ETF | 4.29% | 4.28% | 1.16% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FSIG and MYCG have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSIG has higher volatility (0.63%) compared to MYCG (0.14%). In terms of maximum drawdown, FSIG dropped -6.93% vs MYCG's -0.86%.
On 1-year performance, MYCG leads with 4.05% vs 2.95% for FSIG. On fees, MYCG is cheaper at 0.15% per year. On volatility, MYCG has been the lower-risk option at 0.14%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, MYCG has performed better with a 4.05% return vs 2.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
MYCG is cheaper with a 0.15% expense ratio, compared with 0.55% for FSIG.
FSIG has the higher dividend yield at 4.84%, compared with 4.29% for MYCG.
FSIG is categorized as Short-Term Bond, while MYCG is Corporate Bonds. They also come from different issuers: First Trust and State Street. Their fees differ too: 0.55% for FSIG and 0.15% for MYCG.
MYCG currently has the higher Sharpe Ratio (4.79 vs 1.33), 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.
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