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FTWO vs. MYMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTWO vs. MYMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive Natural Resources and Security ETF (FTWO) and State Street My2026 Municipal Bond ETF (MYMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTWO achieves a 10.90% return, which is significantly higher than MYMF's 0.58% return.


FTWO

1D
-0.94%
1M
-1.13%
YTD
10.90%
6M
13.58%
1Y
30.91%
3Y*
5Y*
10Y*

MYMF

1D
0.00%
1M
0.29%
YTD
0.58%
6M
0.83%
1Y
2.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTWO vs. MYMF - Yearly Performance Comparison


2026 (YTD)20252024
FTWO
Strive Natural Resources and Security ETF
10.90%43.06%-7.06%
MYMF
State Street My2026 Municipal Bond ETF
0.58%3.01%0.19%

Correlation

The correlation between FTWO and MYMF is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2024

-0.01

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Return for Risk

FTWO vs. MYMF — Risk / Return Rank

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

FTWO
FTWO Risk / Return Rank: 4949
Overall Rank
FTWO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FTWO Sortino Ratio Rank: 4848
Sortino Ratio Rank
FTWO Omega Ratio Rank: 4646
Omega Ratio Rank
FTWO Calmar Ratio Rank: 5555
Calmar Ratio Rank
FTWO Martin Ratio Rank: 4444
Martin Ratio Rank

MYMF
MYMF Risk / Return Rank: 9696
Overall Rank
MYMF Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MYMF Sortino Ratio Rank: 9898
Sortino Ratio Rank
MYMF Omega Ratio Rank: 9898
Omega Ratio Rank
MYMF Calmar Ratio Rank: 9494
Calmar Ratio Rank
MYMF Martin Ratio Rank: 9494
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.

FTWO vs. MYMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive Natural Resources and Security ETF (FTWO) and State Street My2026 Municipal Bond ETF (MYMF). 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.


FTWOMYMFDifference

Sharpe ratio

Return per unit of total volatility

1.72

3.95

-2.23

Sortino ratio

Return per unit of downside risk

2.33

6.93

-4.60

Omega ratio

Gain probability vs. loss probability

1.29

2.19

-0.90

Calmar ratio

Return relative to maximum drawdown

2.69

7.61

-4.92

Martin ratio

Return relative to average drawdown

7.23

28.15

-20.91

FTWO vs. MYMF - Sharpe Ratio Comparison

The current FTWO Sharpe Ratio is 1.72, which is lower than the MYMF Sharpe Ratio of 3.95. The chart below compares the historical Sharpe Ratios of FTWO and MYMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FTWOMYMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

3.95

-2.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.31

1.36

-0.05

Drawdowns

FTWO vs. MYMF - Drawdown Comparison

The maximum FTWO drawdown since its inception was -18.17%, which is greater than MYMF's maximum drawdown of -2.02%. Use the drawdown chart below to compare losses from any high point for FTWO and MYMF.


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Drawdown Indicators


FTWOMYMFDifference

Max Drawdown

Largest peak-to-trough decline

-18.17%

-2.02%

-16.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-0.38%

-11.16%

Current Drawdown

Current decline from peak

-9.19%

-0.05%

-9.14%

Average Drawdown

Average peak-to-trough decline

-3.43%

-0.18%

-3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

0.10%

+4.19%

Volatility

FTWO vs. MYMF - Volatility Comparison

Strive Natural Resources and Security ETF (FTWO) has a higher volatility of 5.79% compared to State Street My2026 Municipal Bond ETF (MYMF) at 0.21%. This indicates that FTWO's price experiences larger fluctuations and is considered to be riskier than MYMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTWOMYMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

0.21%

+5.58%

Volatility (6M)

Calculated over the trailing 6-month period

14.59%

0.52%

+14.07%

Volatility (1Y)

Calculated over the trailing 1-year period

18.09%

0.75%

+17.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.23%

1.65%

+17.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.23%

1.65%

+17.58%

FTWO vs. MYMF - Expense Ratio Comparison

FTWO has a 0.49% expense ratio, which is higher than MYMF's 0.20% expense ratio.


Dividends

FTWO vs. MYMF - Dividend Comparison

FTWO's dividend yield for the trailing twelve months is around 1.01%, less than MYMF's 2.47% yield.


PositionTTM202520242023
FTWO
Strive Natural Resources and Security ETF
1.01%1.02%1.23%0.59%
MYMF
State Street My2026 Municipal Bond ETF
2.47%2.80%0.83%0.00%

Frequently Asked Questions


FTWO and MYMF have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTWO has higher volatility (5.79%) compared to MYMF (0.21%). In terms of maximum drawdown, FTWO dropped -18.17% vs MYMF's -2.02%.

On 1-year performance, FTWO leads with 30.91% vs 2.93% for MYMF. On fees, MYMF is cheaper at 0.20% per year. On volatility, MYMF has been the lower-risk option at 0.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FTWO has performed better with a 30.91% return vs 2.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MYMF is cheaper with a 0.20% expense ratio, compared with 0.49% for FTWO.

MYMF has the higher dividend yield at 2.47%, compared with 1.01% for FTWO.

FTWO is categorized as Energy Equities, while MYMF is Municipal Bonds. They also come from different issuers: Strive and State Street. Their fees differ too: 0.49% for FTWO and 0.20% for MYMF.

MYMF currently has the higher Sharpe Ratio (3.95 vs 1.72), 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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