MYCF vs. JABS
MYCF (State Street My2026 Corporate Bond ETF) and JABS (Janus Henderson Asset-Backed Securities ETF) are both exchange-traded funds - MYCF is a Corporate Bonds fund actively managed by State Street, while JABS is a Short-Term Bond fund actively managed by Janus Henderson. Both are actively managed. At a 0.14 correlation, their price movements are largely independent. MYCF charges 0.15%/yr vs 0.33%/yr for JABS.
Performance
MYCF vs. JABS - Performance Comparison
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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*
- —
MYCF vs. JABS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MYCF State Street My2026 Corporate Bond ETF | 1.63% | 2.14% |
JABS Janus Henderson Asset-Backed Securities ETF | 1.29% | 2.49% |
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
MYCF
JABS
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.
| MYCF | JABS | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MYCF | JABS | Difference | |
|---|---|---|---|
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
| MYCF | JABS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.60% | -0.97% | +0.37% |
Max Drawdown (1Y)Largest decline over 1 year | -0.12% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.12% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -0.03% | -0.18% | +0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.03% | — | — |
Volatility
MYCF vs. JABS - Volatility Comparison
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Volatility by Period
| MYCF | JABS | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
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.
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