MYCJ vs. FLTR
MYCJ (State Street My2030 Corporate Bond ETF) and FLTR (VanEck Vectors Investment Grade Floating Rate ETF) are both Corporate Bonds funds. MYCJ is actively managed, while FLTR is passively managed. Over the past year, MYCJ returned 5.01% vs 5.30% for FLTR. At a 0.06 correlation, their price movements are largely independent. MYCJ charges 0.15%/yr vs 0.14%/yr for FLTR.
Performance
MYCJ vs. FLTR - Performance Comparison
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Returns By Period
In the year-to-date period, MYCJ achieves a 0.23% return, which is significantly lower than FLTR's 1.91% return.
MYCJ
- 1D
- -0.12%
- 1M
- 0.13%
- YTD
- 0.23%
- 6M
- 0.47%
- 1Y
- 5.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FLTR
- 1D
- -0.04%
- 1M
- 0.46%
- YTD
- 1.91%
- 6M
- 2.40%
- 1Y
- 5.30%
- 3Y*
- 6.10%
- 5Y*
- 4.49%
- 10Y*
- 3.51%
MYCJ vs. FLTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MYCJ State Street My2030 Corporate Bond ETF | 0.23% | 8.32% | -2.26% |
FLTR VanEck Vectors Investment Grade Floating Rate ETF | 1.91% | 5.22% | 1.87% |
Correlation
The correlation between MYCJ and FLTR is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2024 | 0.06 |
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Return for Risk
MYCJ vs. FLTR — Risk / Return Rank
MYCJ
FLTR
MYCJ vs. FLTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street My2030 Corporate Bond ETF (MYCJ) and VanEck Vectors Investment Grade Floating Rate ETF (FLTR). 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.
| MYCJ | FLTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.97 | ||
| Sortino ratioReturn per unit of downside risk | -10.05 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 3.15 | -1.81 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 16.96 | -14.47 |
| Martin ratioReturn relative to average drawdown | 8.58 | 101.23 | -92.65 |
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
| MYCJ | FLTR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 6.77 | -4.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 2.11 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.99 | 0.53 | +0.46 |
Drawdowns
MYCJ vs. FLTR - Drawdown Comparison
The maximum MYCJ drawdown since its inception was -3.29%, smaller than the maximum FLTR drawdown of -17.84%. Use the drawdown chart below to compare losses from any high point for MYCJ and FLTR.
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Drawdown Indicators
| MYCJ | FLTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.29% | -17.84% | +14.55% |
Max Drawdown (1Y)Largest decline over 1 year | -2.02% | -0.31% | -1.71% |
Max Drawdown (3Y)Largest decline over 3 years | — | -1.93% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -3.06% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.84% | — |
Current DrawdownCurrent decline from peak | -0.93% | -0.04% | -0.89% |
Average DrawdownAverage peak-to-trough decline | -0.75% | -0.67% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.59% | 0.05% | +0.54% |
Volatility
MYCJ vs. FLTR - Volatility Comparison
State Street My2030 Corporate Bond ETF (MYCJ) has a higher volatility of 0.90% compared to VanEck Vectors Investment Grade Floating Rate ETF (FLTR) at 0.25%. This indicates that MYCJ's price experiences larger fluctuations and is considered to be riskier than FLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MYCJ | FLTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.90% | 0.25% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 1.99% | 0.62% | +1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.79% | 0.79% | +2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.65% | 2.13% | +1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.65% | 5.00% | -1.35% |
MYCJ vs. FLTR - Expense Ratio Comparison
MYCJ has a 0.15% expense ratio, which is higher than FLTR's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
MYCJ vs. FLTR - Dividend Comparison
MYCJ's dividend yield for the trailing twelve months is around 4.65%, less than FLTR's 4.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLTR VanEck Vectors Investment Grade Floating Rate ETF | 4.73% | 4.97% | 5.93% | 6.07% | 2.29% | 0.63% | 1.49% | 3.05% | 2.67% | 1.69% | 1.16% | 0.71% |
MYCJ State Street My2030 Corporate Bond ETF | 4.65% | 4.68% | 1.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MYCJ and FLTR have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MYCJ has higher volatility (0.90%) compared to FLTR (0.25%). In terms of maximum drawdown, MYCJ dropped -3.29% vs FLTR's -17.84%.
On 1-year performance, FLTR leads with 5.30% vs 5.01% for MYCJ. On fees, FLTR is cheaper at 0.14% per year. On volatility, FLTR has been the lower-risk option at 0.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FLTR has performed better with a 5.30% return vs 5.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FLTR is cheaper with a 0.14% expense ratio, compared with 0.15% for MYCJ.
FLTR has the higher dividend yield at 4.73%, compared with 4.65% for MYCJ.
They also come from different issuers: State Street and VanEck. Their fees differ too: 0.15% for MYCJ and 0.14% for FLTR.
FLTR currently has the higher Sharpe Ratio (6.77 vs 1.80), 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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