MYCG vs. STOT
MYCG (State Street My2027 Corporate Bond ETF) and STOT (State Street DoubleLine Short Duration Total Return Tactical ETF) are both exchange-traded funds - MYCG is a Corporate Bonds fund actively managed by State Street, while STOT is a Short-Term Bond fund tracking the Bloomberg U.S. Aggregate 1-3 Year Index. MYCG is actively managed, while STOT is passively managed. Over the past year, MYCG returned 4.54% vs 3.99% for STOT. A 0.54 correlation means they provide meaningful diversification when combined. MYCG charges 0.15%/yr vs 0.45%/yr for STOT.
Performance
MYCG vs. STOT - Performance Comparison
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Returns By Period
In the year-to-date period, MYCG achieves a 1.46% return, which is significantly higher than STOT's 1.06% return.
MYCG
- 1D
- 0.00%
- 1M
- 0.32%
- YTD
- 1.46%
- 6M
- 1.68%
- 1Y
- 4.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
STOT
- 1D
- -0.05%
- 1M
- 0.14%
- YTD
- 1.06%
- 6M
- 1.20%
- 1Y
- 3.99%
- 3Y*
- 5.23%
- 5Y*
- 2.82%
- 10Y*
- 2.43%
MYCG vs. STOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MYCG State Street My2027 Corporate Bond ETF | 1.46% | 5.85% | -0.23% |
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 1.06% | 5.56% | 0.38% |
Correlation
The correlation between MYCG and STOT is 0.64, 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 | 0.64 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2024 | 0.54 |
The correlation between MYCG and STOT has been stable across timeframes, ranging from 0.54 to 0.64 - a consistent structural relationship.
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Return for Risk
MYCG vs. STOT — Risk / Return Rank
MYCG
STOT
MYCG vs. STOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street My2027 Corporate Bond ETF (MYCG) and State Street DoubleLine Short Duration Total Return Tactical ETF (STOT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MYCG | STOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +3.18 | ||
| Omega ratioGain probability vs. loss probability | 2.22 | 1.72 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 10.20 | 5.24 | +4.96 |
| Martin ratioReturn relative to average drawdown | 49.04 | 22.76 | +26.29 |
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Drawdowns
MYCG vs. STOT - Drawdown Comparison
The maximum MYCG drawdown since its inception was -0.86%, smaller than the maximum STOT drawdown of -6.07%. Use the drawdown chart below to compare losses from any high point for MYCG and STOT.
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Drawdown Indicators
| MYCG | STOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.86% | -6.07% | +5.21% |
Max Drawdown (1Y)Largest decline over 1 year | -0.45% | -0.76% | +0.31% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.76% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -6.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -6.07% | — |
Current DrawdownCurrent decline from peak | -0.04% | -0.14% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -0.14% | -0.83% | +0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.09% | 0.18% | -0.09% |
Volatility
MYCG vs. STOT - Volatility Comparison
The current volatility for State Street My2027 Corporate Bond ETF (MYCG) is 0.22%, while State Street DoubleLine Short Duration Total Return Tactical ETF (STOT) has a volatility of 0.37%. This indicates that MYCG experiences smaller price fluctuations and is considered to be less risky than STOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MYCG | STOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.22% | 0.37% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 0.53% | 0.87% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.98% | 1.13% | -0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.48% | 1.73% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.48% | 2.20% | -0.72% |
MYCG vs. STOT - Expense Ratio Comparison
MYCG has a 0.15% expense ratio, which is lower than STOT's 0.45% expense ratio.
Dividends
MYCG vs. STOT - Dividend Comparison
MYCG's dividend yield for the trailing twelve months is around 4.29%, less than STOT's 4.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
MYCG State Street My2027 Corporate Bond ETF | 4.29% | 4.28% | 1.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 4.41% | 4.52% | 5.10% | 4.53% | 2.54% | 1.76% | 1.66% | 2.61% | 2.50% | 1.95% | 2.08% |
Frequently Asked Questions
MYCG and STOT have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STOT has higher volatility (0.37%) compared to MYCG (0.22%). In terms of maximum drawdown, MYCG dropped -0.86% vs STOT's -6.07%.
On 1-year performance, MYCG leads with 4.54% vs 3.99% for STOT. On fees, MYCG is cheaper at 0.15% per year. On volatility, MYCG has been the lower-risk option at 0.22%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, MYCG has performed better with a 4.54% return vs 3.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
MYCG is cheaper with a 0.15% expense ratio, compared with 0.45% for STOT.
STOT has the higher dividend yield at 4.41%, compared with 4.29% for MYCG.
MYCG is categorized as Corporate Bonds, while STOT is Short-Term Bond. Their fees differ too: 0.15% for MYCG and 0.45% for STOT.
MYCG currently has the higher Sharpe Ratio (4.66 vs 3.54), 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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