MYCK vs. FFUT

Last updated Jun 5, 2026

MYCK (State Street My2031 Corporate Bond ETF) and FFUT (Fidelity Managed Futures ETF) are both exchange-traded funds - MYCK is a Corporate Bonds fund actively managed by State Street, while FFUT is a Systematic Trend fund actively managed by Fidelity. Both are actively managed. At a correlation of -0.33, they often move in opposite directions. MYCK charges 0.15%/yr vs 0.80%/yr for FFUT.

Performance

MYCK vs. FFUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street My2031 Corporate Bond ETF (MYCK) and Fidelity Managed Futures ETF (FFUT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MYCK achieves a 0.41% return, which is significantly lower than FFUT's 12.38% return.

MYCK

• 1D: 0.12%
• 1M: 0.15%
• YTD: 0.41%
• 6M: 0.67%
• 1Y: 5.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FFUT

• 1D: -0.32%
• 1M: 1.15%
• YTD: 12.38%
• 6M: 13.61%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MYCK vs. FFUT - Yearly Performance Comparison

	2026 (YTD)	2025
MYCK State Street My2031 Corporate Bond ETF	0.41%	5.22%
FFUT Fidelity Managed Futures ETF	12.38%	8.26%

Correlation

The correlation between MYCK and FFUT is -0.33, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 6, 2025	-0.33

Return for Risk

MYCK vs. FFUT — Risk / Return Rank

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

MYCK

MYCK Risk / Return Rank: 48
MYCK Sharpe Ratio Rank: 47
MYCK Sortino Ratio Rank: 51
MYCK Omega Ratio Rank: 47
MYCK Calmar Ratio Rank: 47
MYCK Martin Ratio Rank: 47

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.

MYCK vs. FFUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street My2031 Corporate Bond ETF (MYCK) and Fidelity Managed Futures ETF (FFUT). 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.

	MYCK	FFUT	Difference
Sharpe ratio: Return per unit of total volatility	1.60	—	—
Sortino ratio: Return per unit of downside risk	2.44	—	—
Omega ratio: Gain probability vs. loss probability	1.29	—	—
Calmar ratio: Return relative to maximum drawdown	2.27	—	—
Martin ratio: Return relative to average drawdown	7.57	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	MYCK	FFUT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	1.96	-1.06

Drawdowns

MYCK vs. FFUT - Drawdown Comparison

The maximum MYCK drawdown since its inception was -3.69%, which is greater than FFUT's maximum drawdown of -2.84%. Use the drawdown chart below to compare losses from any high point for MYCK and FFUT.

Drawdown Indicators

	MYCK	FFUT	Difference
Max Drawdown Largest peak-to-trough decline	-3.69%	-2.84%	-0.85%
Max Drawdown (1Y) Largest decline over 1 year	-2.34%	—	—
Current Drawdown Current decline from peak	-1.04%	-1.21%	+0.17%
Average Drawdown Average peak-to-trough decline	-0.84%	-0.88%	+0.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.70%	—	—

Volatility

Volatility by Period

	MYCK	FFUT	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.03%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.38%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.35%	11.15%	-7.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.25%	11.15%	-6.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.25%	11.15%	-6.90%

MYCK vs. FFUT - Expense Ratio Comparison

MYCK has a 0.15% expense ratio, which is lower than FFUT's 0.80% expense ratio.

Dividends

MYCK vs. FFUT - Dividend Comparison

MYCK's dividend yield for the trailing twelve months is around 4.55%, more than FFUT's 1.86% yield.

Position	TTM	2025	2024
FFUT Fidelity Managed Futures ETF	1.86%	2.09%	0.00%
MYCK State Street My2031 Corporate Bond ETF	4.55%	4.55%	1.25%

Frequently Asked Questions

Can I hold both MYCK and FFUT in my portfolio?

MYCK and FFUT have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MYCK or FFUT?

On fees, MYCK is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MYCK or FFUT?

MYCK is cheaper with a 0.15% expense ratio, compared with 0.80% for FFUT.

Which ETF pays a higher dividend yield, MYCK or FFUT?

MYCK has the higher dividend yield at 4.55%, compared with 1.86% for FFUT.

What is the main difference between MYCK and FFUT?

MYCK is categorized as Corporate Bonds, while FFUT is Systematic Trend. They also come from different issuers: State Street and Fidelity. Their fees differ too: 0.15% for MYCK and 0.80% for FFUT.