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IBGA vs. MYCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGA vs. MYCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2044 Term Treasury ETF (IBGA) and State Street My2029 Corporate Bond ETF (MYCI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBGA achieves a -0.37% return, which is significantly lower than MYCI's 0.45% return.


IBGA

1D
-0.41%
1M
0.62%
YTD
-0.37%
6M
-1.42%
1Y
5.33%
3Y*
5Y*
10Y*

MYCI

1D
-0.04%
1M
0.17%
YTD
0.45%
6M
0.87%
1Y
4.75%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGA vs. MYCI - Yearly Performance Comparison


2026 (YTD)20252024
IBGA
iShares iBonds Dec 2044 Term Treasury ETF
-0.37%6.09%-8.23%
MYCI
State Street My2029 Corporate Bond ETF
0.45%7.59%-1.56%

Correlation

The correlation between IBGA and MYCI is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

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

0.80

The correlation between IBGA and MYCI has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.

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Return for Risk

IBGA vs. MYCI — Risk / Return Rank

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

IBGA
IBGA Risk / Return Rank: 2020
Overall Rank
IBGA Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IBGA Sortino Ratio Rank: 2020
Sortino Ratio Rank
IBGA Omega Ratio Rank: 1919
Omega Ratio Rank
IBGA Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBGA Martin Ratio Rank: 2020
Martin Ratio Rank

MYCI
MYCI Risk / Return Rank: 6767
Overall Rank
MYCI Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
MYCI Sortino Ratio Rank: 7272
Sortino Ratio Rank
MYCI Omega Ratio Rank: 7171
Omega Ratio Rank
MYCI Calmar Ratio Rank: 6262
Calmar Ratio Rank
MYCI Martin Ratio Rank: 6363
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.

IBGA vs. MYCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2044 Term Treasury ETF (IBGA) 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.


IBGAMYCIDifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-2.23

Omega ratioGain probability vs. loss probability

1.11

1.42

-0.30

Calmar ratioReturn relative to maximum drawdown

0.81

3.05

-2.24

Martin ratioReturn relative to average drawdown

2.23

11.23

-9.00

IBGA vs. MYCI - Sharpe Ratio Comparison

The current IBGA Sharpe Ratio is 0.65, which is lower than the MYCI Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of IBGA 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.


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Sharpe Ratios by Period


IBGAMYCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

2.15

-1.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

1.24

-1.03

Drawdowns

IBGA vs. MYCI - Drawdown Comparison

The maximum IBGA drawdown since its inception was -11.69%, which is greater than MYCI's maximum drawdown of -2.41%. Use the drawdown chart below to compare losses from any high point for IBGA and MYCI.


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Drawdown Indicators


IBGAMYCIDifference

Max Drawdown

Largest peak-to-trough decline

-11.69%

-2.41%

-9.28%

Max Drawdown (1Y)

Largest decline over 1 year

-6.60%

-1.56%

-5.04%

Current Drawdown

Current decline from peak

-4.67%

-0.56%

-4.11%

Average Drawdown

Average peak-to-trough decline

-5.05%

-0.54%

-4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

0.42%

+1.98%

Volatility

IBGA vs. MYCI - Volatility Comparison

iShares iBonds Dec 2044 Term Treasury ETF (IBGA) has a higher volatility of 2.59% compared to State Street My2029 Corporate Bond ETF (MYCI) at 0.59%. This indicates that IBGA'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.


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Volatility by Period


IBGAMYCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

0.59%

+2.00%

Volatility (6M)

Calculated over the trailing 6-month period

5.68%

1.50%

+4.18%

Volatility (1Y)

Calculated over the trailing 1-year period

8.21%

2.22%

+5.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.86%

3.02%

+6.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.86%

3.02%

+6.84%

IBGA vs. MYCI - Expense Ratio Comparison

IBGA has a 0.07% expense ratio, which is lower than MYCI'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

IBGA vs. MYCI - Dividend Comparison

IBGA's dividend yield for the trailing twelve months is around 4.66%, more than MYCI's 4.57% yield.


PositionTTM20252024
IBGA
iShares iBonds Dec 2044 Term Treasury ETF
4.66%4.49%2.03%
MYCI
State Street My2029 Corporate Bond ETF
4.57%4.56%1.19%

Frequently Asked Questions


IBGA and MYCI have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBGA has higher volatility (2.59%) compared to MYCI (0.59%). In terms of maximum drawdown, IBGA dropped -11.69% vs MYCI's -2.41%.

On 1-year performance, IBGA leads with 5.33% vs 4.75% for MYCI. On fees, IBGA is cheaper at 0.07% per year. On volatility, MYCI has been the lower-risk option at 0.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBGA has performed better with a 5.33% return vs 4.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBGA is cheaper with a 0.07% expense ratio, compared with 0.15% for MYCI.

IBGA has the higher dividend yield at 4.66%, compared with 4.57% for MYCI.

IBGA is categorized as Intermediate Core Bond, while MYCI is Corporate Bonds. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for IBGA and 0.15% for MYCI.

MYCI currently has the higher Sharpe Ratio (2.15 vs 0.65), 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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