MYCI vs. DFCF

Last updated Jun 3, 2026

MYCI (State Street My2029 Corporate Bond ETF) and DFCF (Dimensional Core Fixed Income ETF) are both exchange-traded funds - MYCI is a Corporate Bonds fund actively managed by State Street, while DFCF is a Intermediate Core Bond fund actively managed by Dimensional. Both are actively managed. Over the past year, MYCI returned 4.73% vs 5.90% for DFCF. Their correlation of 0.91 suggests significant overlap in exposure. MYCI charges 0.15%/yr vs 0.17%/yr for DFCF.

Performance

MYCI vs. DFCF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street My2029 Corporate Bond ETF (MYCI) and Dimensional Core Fixed Income ETF (DFCF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MYCI achieves a 0.49% return, which is significantly lower than DFCF's 0.56% return.

MYCI

• 1D: -0.04%
• 1M: 0.05%
• YTD: 0.49%
• 6M: 0.97%
• 1Y: 4.73%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DFCF

• 1D: 0.00%
• 1M: 0.24%
• YTD: 0.56%
• 6M: 0.61%
• 1Y: 5.90%
• 3Y*: 4.86%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MYCI vs. DFCF - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MYCI State Street My2029 Corporate Bond ETF	0.49%	7.59%	-1.56%
DFCF Dimensional Core Fixed Income ETF	0.56%	7.89%	-3.19%

Correlation

The correlation between MYCI and DFCF is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (All Time) Calculated using the full available price history since Sep 25, 2024	0.91

The correlation between MYCI and DFCF has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

Return for Risk

MYCI vs. DFCF — Risk / Return Rank

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

MYCI

MYCI Risk / Return Rank: 64
MYCI Sharpe Ratio Rank: 62
MYCI Sortino Ratio Rank: 68
MYCI Omega Ratio Rank: 67
MYCI Calmar Ratio Rank: 60
MYCI Martin Ratio Rank: 61

DFCF

DFCF Risk / Return Rank: 41
DFCF Sharpe Ratio Rank: 42
DFCF Sortino Ratio Rank: 43
DFCF Omega Ratio Rank: 40
DFCF Calmar Ratio Rank: 40
DFCF Martin Ratio Rank: 40

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.

MYCI vs. DFCF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street My2029 Corporate Bond ETF (MYCI) and Dimensional Core Fixed Income ETF (DFCF). 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.

	MYCI	DFCF	Difference
Sharpe ratio Return per unit of total volatility	2.14	1.49	+0.65
Sortino ratio Return per unit of downside risk	3.20	2.19	+1.01
Omega ratio Gain probability vs. loss probability	1.42	1.26	+0.15
Calmar ratio Return relative to maximum drawdown	3.02	2.06	+0.95
Martin ratio Return relative to average drawdown	11.15	6.31	+4.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MYCI vs. DFCF - Sharpe Ratio Comparison

The current MYCI Sharpe Ratio is 2.14, which is higher than the DFCF Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of MYCI and DFCF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MYCI	DFCF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.14	1.49	+0.65
Sharpe Ratio (All Time) Calculated using the full available price history	1.25	0.04	+1.21

Drawdowns

MYCI vs. DFCF - Drawdown Comparison

The maximum MYCI drawdown since its inception was -2.41%, smaller than the maximum DFCF drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for MYCI and DFCF.

Drawdown Indicators

	MYCI	DFCF	Difference
Max Drawdown Largest peak-to-trough decline	-2.41%	-19.56%	+17.15%
Max Drawdown (1Y) Largest decline over 1 year	-1.56%	-2.79%	+1.23%
Max Drawdown (3Y) Largest decline over 3 years	—	-5.05%	—
Current Drawdown Current decline from peak	-0.52%	-1.27%	+0.75%
Average Drawdown Average peak-to-trough decline	-0.54%	-8.04%	+7.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.42%	0.91%	-0.49%

Volatility

MYCI vs. DFCF - Volatility Comparison

The current volatility for State Street My2029 Corporate Bond ETF (MYCI) is 0.61%, while Dimensional Core Fixed Income ETF (DFCF) has a volatility of 1.38%. This indicates that MYCI experiences smaller price fluctuations and is considered to be less risky than DFCF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MYCI	DFCF	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.61%	1.38%	-0.77%
Volatility (6M) Calculated over the trailing 6-month period	1.51%	2.92%	-1.41%
Volatility (1Y) Calculated over the trailing 1-year period	2.22%	3.98%	-1.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.03%	6.47%	-3.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.03%	6.47%	-3.44%

MYCI vs. DFCF - Expense Ratio Comparison

MYCI has a 0.15% expense ratio, which is lower than DFCF's 0.17% 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

MYCI vs. DFCF - Dividend Comparison

MYCI's dividend yield for the trailing twelve months is around 4.57%, more than DFCF's 4.30% yield.

Position	TTM	2025	2024	2023	2022	2021
DFCF Dimensional Core Fixed Income ETF	4.30%	4.48%	4.61%	4.51%	3.27%	0.16%
MYCI State Street My2029 Corporate Bond ETF	4.57%	4.56%	1.19%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MYCI and DFCF in my portfolio?

With a correlation of 0.90, MYCI and DFCF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, MYCI or DFCF?

DFCF has higher volatility (1.38%) compared to MYCI (0.61%). In terms of maximum drawdown, MYCI dropped -2.41% vs DFCF's -19.56%.

Which ETF is better, MYCI or DFCF?

On 1-year performance, DFCF leads with 5.90% vs 4.73% for MYCI. On fees, MYCI is cheaper at 0.15% per year. On volatility, MYCI has been the lower-risk option at 0.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MYCI or DFCF?

Over the 1-year period, DFCF has performed better with a 5.90% return vs 4.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MYCI or DFCF?

MYCI is cheaper with a 0.15% expense ratio, compared with 0.17% for DFCF.

Which ETF pays a higher dividend yield, MYCI or DFCF?

MYCI has the higher dividend yield at 4.57%, compared with 4.30% for DFCF.

What is the main difference between MYCI and DFCF?

MYCI is categorized as Corporate Bonds, while DFCF is Intermediate Core Bond. They also come from different issuers: State Street and Dimensional. Their fees differ too: 0.15% for MYCI and 0.17% for DFCF.

Which has better risk-adjusted returns?

MYCI currently has the higher Sharpe Ratio (2.14 vs 1.49), 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.