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IGSB vs. MYCF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGSB vs. MYCF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Short-Term Corporate Bond ETF (IGSB) 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

In the year-to-date period, IGSB achieves a 0.72% return, which is significantly lower than MYCF's 1.63% return.


IGSB

1D
-0.06%
1M
0.27%
YTD
0.72%
6M
1.01%
1Y
4.72%
3Y*
5.66%
5Y*
2.43%
10Y*
2.74%

MYCF

1D
0.04%
1M
0.41%
YTD
1.63%
6M
2.04%
1Y
4.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSB vs. MYCF - Yearly Performance Comparison


2026 (YTD)20252024
IGSB
iShares Short-Term Corporate Bond ETF
0.72%6.96%-0.57%
MYCF
State Street My2026 Corporate Bond ETF
1.63%5.12%0.74%

Correlation

The correlation between IGSB and MYCF is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.50

The correlation between IGSB and MYCF shifts across timeframes, from 0.33 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IGSB vs. MYCF — Risk / Return Rank

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

IGSB
IGSB Risk / Return Rank: 7575
Overall Rank
IGSB Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IGSB Sortino Ratio Rank: 8484
Sortino Ratio Rank
IGSB Omega Ratio Rank: 8181
Omega Ratio Rank
IGSB Calmar Ratio Rank: 6565
Calmar Ratio Rank
IGSB Martin Ratio Rank: 7070
Martin Ratio Rank

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.

IGSB vs. MYCF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short-Term Corporate Bond ETF (IGSB) 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.


IGSBMYCFDifference
Sharpe ratioReturn per unit of total volatility

-4.52

Sortino ratioReturn per unit of downside risk

-9.38

Omega ratioGain probability vs. loss probability

1.49

3.22

-1.73

Calmar ratioReturn relative to maximum drawdown

3.25

38.53

-35.28

Martin ratioReturn relative to average drawdown

13.22

164.09

-150.87

IGSB vs. MYCF - Sharpe Ratio Comparison

The current IGSB Sharpe Ratio is 2.46, which is lower than the MYCF Sharpe Ratio of 6.98. The chart below compares the historical Sharpe Ratios of IGSB and MYCF, 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


IGSBMYCFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

6.98

-4.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

4.12

-3.42

Drawdowns

IGSB vs. MYCF - Drawdown Comparison

The maximum IGSB drawdown since its inception was -13.38%, which is greater than MYCF's maximum drawdown of -0.60%. Use the drawdown chart below to compare losses from any high point for IGSB and MYCF.


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Drawdown Indicators


IGSBMYCFDifference

Max Drawdown

Largest peak-to-trough decline

-13.38%

-0.60%

-12.78%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

-0.12%

-1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

Max Drawdown (10Y)

Largest decline over 10 years

-13.38%

Current Drawdown

Current decline from peak

-0.32%

0.00%

-0.32%

Average Drawdown

Average peak-to-trough decline

-0.85%

-0.03%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.03%

+0.33%

Volatility

IGSB vs. MYCF - Volatility Comparison

iShares Short-Term Corporate Bond ETF (IGSB) has a higher volatility of 0.57% compared to State Street My2026 Corporate Bond ETF (MYCF) at 0.15%. This indicates that IGSB's price experiences larger fluctuations and is considered to be riskier than MYCF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGSBMYCFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

0.15%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

1.41%

0.43%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

1.92%

0.66%

+1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.93%

1.09%

+1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.46%

1.09%

+2.37%

IGSB vs. MYCF - Expense Ratio Comparison

IGSB has a 0.06% 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

IGSB vs. MYCF - Dividend Comparison

IGSB's dividend yield for the trailing twelve months is around 4.58%, more than MYCF's 4.40% yield.


PositionTTM20252024202320222021202020192018201720162015
IGSB
iShares Short-Term Corporate Bond ETF
4.58%4.44%4.02%3.26%2.07%1.82%2.36%3.06%2.46%1.65%1.45%1.18%
MYCF
State Street My2026 Corporate Bond ETF
4.40%4.50%1.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IGSB and MYCF have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGSB has higher volatility (0.57%) compared to MYCF (0.15%). In terms of maximum drawdown, IGSB dropped -13.38% vs MYCF's -0.60%.

On 1-year performance, IGSB leads with 4.72% vs 4.60% for MYCF. On fees, IGSB is cheaper at 0.06% per year. On volatility, MYCF has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IGSB has performed better with a 4.72% return vs 4.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGSB is cheaper with a 0.06% expense ratio, compared with 0.15% for MYCF.

IGSB has the higher dividend yield at 4.58%, compared with 4.40% for MYCF.

They also come from different issuers: iShares and State Street. Their fees differ too: 0.06% for IGSB and 0.15% for MYCF.

MYCF currently has the higher Sharpe Ratio (6.98 vs 2.46), 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.

Portfolio Optimizer

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