MYCM vs. SPYG
MYCM (State Street My2033 Corporate Bond ETF) and SPYG (State Street SPDR Portfolio S&P 500 Growth ETF) are both exchange-traded funds - MYCM is a Corporate Bonds fund actively managed by State Street, while SPYG is a S&P 500 fund tracking the S&P 500 Growth Index. MYCM is actively managed, while SPYG is passively managed. Over the past year, MYCM returned 5.44% vs 31.61% for SPYG. At a 0.25 correlation, their price movements are largely independent. MYCM charges 0.15%/yr vs 0.04%/yr for SPYG.
Performance
MYCM vs. SPYG - Performance Comparison
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Returns By Period
In the year-to-date period, MYCM achieves a 0.40% return, which is significantly lower than SPYG's 11.38% return.
MYCM
- 1D
- -0.22%
- 1M
- 0.43%
- YTD
- 0.40%
- 6M
- 0.58%
- 1Y
- 5.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPYG
- 1D
- -0.71%
- 1M
- 0.34%
- YTD
- 11.38%
- 6M
- 11.00%
- 1Y
- 31.61%
- 3Y*
- 26.51%
- 5Y*
- 14.78%
- 10Y*
- 18.34%
MYCM vs. SPYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MYCM State Street My2033 Corporate Bond ETF | 0.40% | 9.21% | -3.14% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 11.38% | 22.09% | 7.14% |
Correlation
The correlation between MYCM and SPYG is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2024 | 0.25 |
The correlation between MYCM and SPYG shifts across timeframes, from 0.25 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MYCM vs. SPYG — Risk / Return Rank
MYCM
SPYG
MYCM vs. SPYG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street My2033 Corporate Bond ETF (MYCM) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.
| MYCM | SPYG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.33 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 2.31 | -0.31 |
| Martin ratioReturn relative to average drawdown | 6.36 | 9.21 | -2.85 |
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Drawdowns
MYCM vs. SPYG - Drawdown Comparison
The maximum MYCM drawdown since its inception was -4.58%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for MYCM and SPYG.
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Drawdown Indicators
| MYCM | SPYG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.58% | -67.63% | +63.05% |
Max Drawdown (1Y)Largest decline over 1 year | -2.74% | -13.76% | +11.02% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.14% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.67% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.67% | — |
Current DrawdownCurrent decline from peak | -1.20% | -3.19% | +1.99% |
Average DrawdownAverage peak-to-trough decline | -1.08% | -24.28% | +23.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.86% | 3.44% | -2.58% |
Volatility
MYCM vs. SPYG - Volatility Comparison
The current volatility for State Street My2033 Corporate Bond ETF (MYCM) is 1.09%, while State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 6.83%. This indicates that MYCM experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MYCM | SPYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 6.83% | -5.74% |
Volatility (6M)Calculated over the trailing 6-month period | 2.99% | 13.72% | -10.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.94% | 17.11% | -13.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.09% | 21.34% | -16.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.09% | 20.74% | -15.65% |
MYCM vs. SPYG - Expense Ratio Comparison
MYCM has a 0.15% expense ratio, which is higher than SPYG's 0.04% 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
MYCM vs. SPYG - Dividend Comparison
MYCM's dividend yield for the trailing twelve months is around 4.74%, more than SPYG's 0.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MYCM State Street My2033 Corporate Bond ETF | 4.74% | 4.70% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.60% | 0.52% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% |
Frequently Asked Questions
MYCM and SPYG have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPYG has higher volatility (6.83%) compared to MYCM (1.09%). In terms of maximum drawdown, MYCM dropped -4.58% vs SPYG's -67.63%.
On 1-year performance, SPYG leads with 31.61% vs 5.44% for MYCM. On fees, SPYG is cheaper at 0.04% per year. On volatility, MYCM has been the lower-risk option at 1.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SPYG has performed better with a 31.61% return vs 5.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SPYG is cheaper with a 0.04% expense ratio, compared with 0.15% for MYCM.
MYCM has the higher dividend yield at 4.74%, compared with 0.60% for SPYG.
MYCM is categorized as Corporate Bonds, while SPYG is S&P 500. Their fees differ too: 0.15% for MYCM and 0.04% for SPYG.
SPYG currently has the higher Sharpe Ratio (1.86 vs 1.39), 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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