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MYCF vs. BSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYCF vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street My2026 Corporate Bond ETF (MYCF) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MYCF achieves a 1.63% return, which is significantly higher than BSV's 0.29% return.


MYCF

1D
0.04%
1M
0.41%
YTD
1.63%
6M
2.04%
1Y
4.60%
3Y*
5Y*
10Y*

BSV

1D
-0.08%
1M
0.06%
YTD
0.29%
6M
0.52%
1Y
3.68%
3Y*
4.41%
5Y*
1.62%
10Y*
1.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYCF vs. BSV - Yearly Performance Comparison


2026 (YTD)20252024
MYCF
State Street My2026 Corporate Bond ETF
1.63%5.12%0.74%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.29%6.00%-0.85%

Correlation

The correlation between MYCF and BSV is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.47

The correlation between MYCF and BSV shifts across timeframes, from 0.31 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MYCF vs. BSV — Risk / Return Rank

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

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

BSV
BSV Risk / Return Rank: 6161
Overall Rank
BSV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 7171
Sortino Ratio Rank
BSV Omega Ratio Rank: 6363
Omega Ratio Rank
BSV Calmar Ratio Rank: 5757
Calmar Ratio Rank
BSV Martin Ratio Rank: 5757
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.

MYCF vs. BSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street My2026 Corporate Bond ETF (MYCF) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.


MYCFBSVDifference
Sharpe ratioReturn per unit of total volatility

+4.93

Sortino ratioReturn per unit of downside risk

+9.94

Omega ratioGain probability vs. loss probability

3.22

1.39

+1.83

Calmar ratioReturn relative to maximum drawdown

38.53

2.87

+35.66

Martin ratioReturn relative to average drawdown

164.09

10.07

+154.01

MYCF vs. BSV - Sharpe Ratio Comparison

The current MYCF Sharpe Ratio is 6.98, which is higher than the BSV Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of MYCF and BSV, 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


MYCFBSVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.98

2.05

+4.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

4.12

0.85

+3.27

Drawdowns

MYCF vs. BSV - Drawdown Comparison

The maximum MYCF drawdown since its inception was -0.60%, smaller than the maximum BSV drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for MYCF and BSV.


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Drawdown Indicators


MYCFBSVDifference

Max Drawdown

Largest peak-to-trough decline

-0.60%

-8.54%

+7.94%

Max Drawdown (1Y)

Largest decline over 1 year

-0.12%

-1.29%

+1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-8.54%

Max Drawdown (10Y)

Largest decline over 10 years

-8.54%

Current Drawdown

Current decline from peak

0.00%

-0.63%

+0.63%

Average Drawdown

Average peak-to-trough decline

-0.03%

-0.97%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

0.37%

-0.34%

Volatility

MYCF vs. BSV - Volatility Comparison

The current volatility for State Street My2026 Corporate Bond ETF (MYCF) is 0.15%, while Vanguard Short-Term Bond Index Fund ETF Shares (BSV) has a volatility of 0.52%. This indicates that MYCF experiences smaller price fluctuations and is considered to be less risky than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MYCFBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

0.52%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

0.43%

1.26%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

0.66%

1.81%

-1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.09%

2.72%

-1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.09%

2.37%

-1.28%

MYCF vs. BSV - Expense Ratio Comparison

MYCF has a 0.15% expense ratio, which is higher than BSV's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MYCF vs. BSV - Dividend Comparison

MYCF's dividend yield for the trailing twelve months is around 4.40%, more than BSV's 4.00% yield.


PositionTTM20252024202320222021202020192018201720162015
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
4.00%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%
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


MYCF and BSV have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSV has higher volatility (0.52%) compared to MYCF (0.15%). In terms of maximum drawdown, MYCF dropped -0.60% vs BSV's -8.54%.

On 1-year performance, MYCF leads with 4.60% vs 3.68% for BSV. On fees, BSV is cheaper at 0.03% 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, MYCF has performed better with a 4.60% return vs 3.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSV is cheaper with a 0.03% expense ratio, compared with 0.15% for MYCF.

MYCF has the higher dividend yield at 4.40%, compared with 4.00% for BSV.

MYCF is categorized as Corporate Bonds, while BSV is Short-Term Bond. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.15% for MYCF and 0.03% for BSV.

MYCF currently has the higher Sharpe Ratio (6.98 vs 2.05), 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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