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GSIG vs. MYCF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSIG vs. MYCF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) and State Street My2026 Corporate Bond ETF (MYCF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GSIG

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*

MYCF

1D
0.01%
1M
0.31%
6M
1.95%
YTD
2.04%
1Y
4.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSIG vs. MYCF - Yearly Performance Comparison


Correlation

The correlation between GSIG and MYCF is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2024

0.49

The correlation between GSIG and MYCF shifts across timeframes, from 0.37 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GSIG vs. MYCF — Risk / Return Rank

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

GSIG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


MYCF
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.

GSIG vs. MYCF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) and State Street My2026 Corporate Bond ETF (MYCF). 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.


GSIGMYCFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

3.38

Calmar ratioReturn relative to maximum drawdown

36.26

Martin ratioReturn relative to average drawdown

165.08

GSIG vs. MYCF - Sharpe Ratio Comparison


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Drawdowns

GSIG vs. MYCF - Drawdown Comparison


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Drawdown Indicators


GSIGMYCFDifference

Max Drawdown

Largest peak-to-trough decline

-0.60%

Max Drawdown (1Y)

Largest decline over 1 year

-0.12%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

Volatility

GSIG vs. MYCF - Volatility Comparison


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Volatility by Period


GSIGMYCFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.14%

Volatility (6M)

Calculated over the trailing 6-month period

0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.06%

GSIG vs. MYCF - Expense Ratio Comparison

GSIG has a 0.14% expense ratio, which is lower than MYCF's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GSIG vs. MYCF - Dividend Comparison

GSIG's dividend yield for the trailing twelve months is around 4.00%, less than MYCF's 4.38% yield.


PositionTTM202520242023202220212020
GSIG
Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF
4.00%4.61%4.59%3.51%2.21%1.04%0.45%
MYCF
State Street My2026 Corporate Bond ETF
4.38%4.50%1.21%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GSIG and MYCF have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GSIG is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GSIG is cheaper with a 0.14% expense ratio, compared with 0.15% for MYCF.

MYCF has the higher dividend yield at 4.38%, compared with 4.00% for GSIG.

They also come from different issuers: Goldman Sachs and State Street. Their fees differ too: 0.14% for GSIG and 0.15% for MYCF.

Portfolio Optimizer

Find the right allocation for GSIG and MYCF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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