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MYCI vs. EDGF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYCI vs. EDGF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street My2029 Corporate Bond ETF (MYCI) and 3EDGE Dynamic Fixed Income ETF (EDGF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MYCI achieves a 0.40% return, which is significantly lower than EDGF's 0.78% return.


MYCI

1D
-0.12%
1M
0.18%
YTD
0.40%
6M
0.69%
1Y
4.27%
3Y*
5Y*
10Y*

EDGF

1D
-0.12%
1M
0.08%
YTD
0.78%
6M
0.89%
1Y
2.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYCI vs. EDGF - Yearly Performance Comparison


2026 (YTD)20252024
MYCI
State Street My2029 Corporate Bond ETF
0.40%7.59%-1.31%
EDGF
3EDGE Dynamic Fixed Income ETF
0.78%4.36%-1.41%

Correlation

The correlation between MYCI and EDGF is 0.52, 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

0.52

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2024

0.68

The correlation between MYCI and EDGF shifts across timeframes, from 0.52 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MYCI vs. EDGF — Risk / Return Rank

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

MYCI
MYCI Risk / Return Rank: 6161
Overall Rank
MYCI Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
MYCI Sortino Ratio Rank: 6666
Sortino Ratio Rank
MYCI Omega Ratio Rank: 6565
Omega Ratio Rank
MYCI Calmar Ratio Rank: 5757
Calmar Ratio Rank
MYCI Martin Ratio Rank: 5757
Martin Ratio Rank

EDGF
EDGF Risk / Return Rank: 5858
Overall Rank
EDGF Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
EDGF Sortino Ratio Rank: 4949
Sortino Ratio Rank
EDGF Omega Ratio Rank: 4848
Omega Ratio Rank
EDGF Calmar Ratio Rank: 8585
Calmar Ratio Rank
EDGF Martin Ratio Rank: 6565
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.

MYCI vs. EDGF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street My2029 Corporate Bond ETF (MYCI) and 3EDGE Dynamic Fixed Income ETF (EDGF). 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.


MYCIEDGFDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.38

1.30

+0.08

Calmar ratioReturn relative to maximum drawdown

2.74

4.44

-1.70

Martin ratioReturn relative to average drawdown

9.80

11.43

-1.63

MYCI vs. EDGF - Sharpe Ratio Comparison

The current MYCI Sharpe Ratio is 1.97, which is higher than the EDGF Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of MYCI and EDGF, 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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Drawdowns

MYCI vs. EDGF - Drawdown Comparison

The maximum MYCI drawdown since its inception was -2.43%, which is greater than EDGF's maximum drawdown of -1.62%. Use the drawdown chart below to compare losses from any high point for MYCI and EDGF.


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Drawdown Indicators


MYCIEDGFDifference

Max Drawdown

Largest peak-to-trough decline

-2.43%

-1.62%

-0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-1.56%

-0.64%

-0.92%

Current Drawdown

Current decline from peak

-0.60%

-0.28%

-0.32%

Average Drawdown

Average peak-to-trough decline

-0.54%

-0.45%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

0.25%

+0.19%

Volatility

MYCI vs. EDGF - Volatility Comparison

State Street My2029 Corporate Bond ETF (MYCI) has a higher volatility of 0.68% compared to 3EDGE Dynamic Fixed Income ETF (EDGF) at 0.38%. This indicates that MYCI's price experiences larger fluctuations and is considered to be riskier than EDGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MYCIEDGFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

0.38%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

1.59%

1.22%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

2.18%

1.89%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.01%

2.33%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.01%

2.33%

+0.68%

MYCI vs. EDGF - Expense Ratio Comparison

MYCI has a 0.15% expense ratio, which is lower than EDGF's 0.79% expense ratio.


Dividends

MYCI vs. EDGF - Dividend Comparison

MYCI's dividend yield for the trailing twelve months is around 4.57%, more than EDGF's 3.45% yield.


PositionTTM20252024
EDGF
3EDGE Dynamic Fixed Income ETF
3.45%3.61%0.49%
MYCI
State Street My2029 Corporate Bond ETF
4.57%4.56%1.19%

Frequently Asked Questions


MYCI and EDGF have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MYCI has higher volatility (0.68%) compared to EDGF (0.38%). In terms of maximum drawdown, MYCI dropped -2.43% vs EDGF's -1.62%.

On 1-year performance, MYCI leads with 4.27% vs 2.84% for EDGF. On fees, MYCI is cheaper at 0.15% per year. On volatility, EDGF has been the lower-risk option at 0.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MYCI has performed better with a 4.27% return vs 2.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MYCI is cheaper with a 0.15% expense ratio, compared with 0.79% for EDGF.

MYCI has the higher dividend yield at 4.57%, compared with 3.45% for EDGF.

MYCI is categorized as Corporate Bonds, while EDGF is Intermediate Core Bond. They also come from different issuers: State Street and 3EDGE Asset Management. Their fees differ too: 0.15% for MYCI and 0.79% for EDGF.

MYCI currently has the higher Sharpe Ratio (1.97 vs 1.51), 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.

Portfolio Optimizer

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