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MYCF vs. JABS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYCF vs. JABS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street My2026 Corporate Bond ETF (MYCF) and Janus Henderson Asset-Backed Securities ETF (JABS). 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 JABS's 1.29% return.


MYCF

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

JABS

1D
-0.12%
1M
0.33%
YTD
1.29%
6M
1.94%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYCF vs. JABS - Yearly Performance Comparison


Correlation

The correlation between MYCF and JABS is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 24, 2025

0.14

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Return for Risk

MYCF vs. JABS — 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

JABS
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. JABS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street My2026 Corporate Bond ETF (MYCF) and Janus Henderson Asset-Backed Securities ETF (JABS). 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.


MYCFJABSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

3.22

Calmar ratioReturn relative to maximum drawdown

38.53

Martin ratioReturn relative to average drawdown

164.09

MYCF vs. JABS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MYCFJABSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.98

Sharpe Ratio (All Time)

Calculated using the full available price history

4.12

2.23

+1.90

Drawdowns

MYCF vs. JABS - Drawdown Comparison

The maximum MYCF drawdown since its inception was -0.60%, smaller than the maximum JABS drawdown of -0.97%. Use the drawdown chart below to compare losses from any high point for MYCF and JABS.


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Drawdown Indicators


MYCFJABSDifference

Max Drawdown

Largest peak-to-trough decline

-0.60%

-0.97%

+0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-0.12%

Current Drawdown

Current decline from peak

0.00%

-0.12%

+0.12%

Average Drawdown

Average peak-to-trough decline

-0.03%

-0.18%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

Volatility

MYCF vs. JABS - Volatility Comparison


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Volatility by Period


MYCFJABSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

Volatility (6M)

Calculated over the trailing 6-month period

0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

0.66%

2.00%

-1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.09%

2.00%

-0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.09%

2.00%

-0.91%

MYCF vs. JABS - Expense Ratio Comparison

MYCF has a 0.15% expense ratio, which is lower than JABS's 0.33% expense ratio.


Dividends

MYCF vs. JABS - Dividend Comparison

MYCF's dividend yield for the trailing twelve months is around 4.40%, more than JABS's 4.19% yield.


PositionTTM20252024
JABS
Janus Henderson Asset-Backed Securities ETF
4.19%2.19%0.00%
MYCF
State Street My2026 Corporate Bond ETF
4.40%4.50%1.21%

Frequently Asked Questions


MYCF and JABS have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MYCF is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MYCF is cheaper with a 0.15% expense ratio, compared with 0.33% for JABS.

MYCF has the higher dividend yield at 4.40%, compared with 4.19% for JABS.

MYCF is categorized as Corporate Bonds, while JABS is Short-Term Bond. They also come from different issuers: State Street and Janus Henderson. Their fees differ too: 0.15% for MYCF and 0.33% for JABS.

Portfolio Optimizer

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