MYCM vs. VCIT

Last updated Jun 23, 2026

MYCM (State Street My2033 Corporate Bond ETF) and VCIT (Vanguard Intermediate-Term Corporate Bond ETF) are both Corporate Bonds funds. MYCM is actively managed, while VCIT is passively managed. Over the past year, MYCM returned 5.44% vs 5.37% for VCIT. With a 0.99 correlation, they move nearly in lockstep. MYCM charges 0.15%/yr vs 0.03%/yr for VCIT.

Performance

MYCM vs. VCIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street My2033 Corporate Bond ETF (MYCM) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MYCM achieves a 0.40% return, which is significantly higher than VCIT's 0.22% return.

MYCM

• 1D: -0.22%
• 1M: 0.43%
• YTD: 0.40%
• 6M: 0.58%
• 1Y: 5.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VCIT

• 1D: -0.23%
• 1M: 0.50%
• YTD: 0.22%
• 6M: 0.37%
• 1Y: 5.37%
• 3Y*: 6.06%
• 5Y*: 1.14%
• 10Y*: 2.86%

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

MYCM vs. VCIT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MYCM State Street My2033 Corporate Bond ETF	0.40%	9.21%	-3.14%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	0.22%	9.34%	-2.84%

Correlation

The correlation between MYCM and VCIT is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.99
Correlation (All Time) Calculated using the full available price history since Sep 24, 2024	0.99

The correlation between MYCM and VCIT has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

Return for Risk

MYCM vs. VCIT — Risk / Return Rank

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

MYCM

MYCM Risk / Return Rank: 41
MYCM Sharpe Ratio Rank: 41
MYCM Sortino Ratio Rank: 42
MYCM Omega Ratio Rank: 39
MYCM Calmar Ratio Rank: 41
MYCM Martin Ratio Rank: 41

VCIT

VCIT Risk / Return Rank: 37
VCIT Sharpe Ratio Rank: 38
VCIT Sortino Ratio Rank: 39
VCIT Omega Ratio Rank: 36
VCIT Calmar Ratio Rank: 37
VCIT Martin Ratio Rank: 38

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.

MYCM vs. VCIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street My2033 Corporate Bond ETF (MYCM) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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	VCIT	Difference
Sharpe ratio: Return per unit of total volatility	1.39	1.31	+0.08
Sortino ratio: Return per unit of downside risk	2.08	1.95	+0.13
Omega ratio: Gain probability vs. loss probability	1.25	1.23	+0.01
Calmar ratio: Return relative to maximum drawdown	1.99	1.82	+0.17
Martin ratio: Return relative to average drawdown	6.36	5.78	+0.58

MYCM vs. VCIT - Sharpe Ratio Comparison

The current MYCM Sharpe Ratio is 1.39, which is comparable to the VCIT Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of MYCM and VCIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MYCM vs. VCIT - Drawdown Comparison

The maximum MYCM drawdown since its inception was -4.58%, smaller than the maximum VCIT drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for MYCM and VCIT.

Drawdown Indicators

	MYCM	VCIT	Difference
Max Drawdown Largest peak-to-trough decline	-4.58%	-20.56%	+15.98%
Max Drawdown (1Y) Largest decline over 1 year	-2.74%	-2.96%	+0.22%
Max Drawdown (3Y) Largest decline over 3 years	—	-6.11%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.56%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-20.56%	—
Current Drawdown Current decline from peak	-1.20%	-1.32%	+0.12%
Average Drawdown Average peak-to-trough decline	-1.08%	-3.15%	+2.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.86%	0.93%	-0.07%

Volatility

MYCM vs. VCIT - Volatility Comparison

The current volatility for State Street My2033 Corporate Bond ETF (MYCM) is 1.09%, while Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a volatility of 1.23%. This indicates that MYCM experiences smaller price fluctuations and is considered to be less risky than VCIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MYCM	VCIT	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.09%	1.23%	-0.14%
Volatility (6M) Calculated over the trailing 6-month period	2.99%	3.18%	-0.19%
Volatility (1Y) Calculated over the trailing 1-year period	3.94%	4.11%	-0.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.09%	6.62%	-1.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.09%	6.29%	-1.20%

MYCM vs. VCIT - Expense Ratio Comparison

MYCM has a 0.15% expense ratio, which is higher than VCIT's 0.03% 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. VCIT - Dividend Comparison

MYCM's dividend yield for the trailing twelve months is around 4.74%, less than VCIT's 4.80% 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%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	4.80%	4.62%	4.43%	3.72%	3.03%	2.87%	2.78%	3.37%	3.61%	3.21%	3.29%	3.34%

Frequently Asked Questions

Can I hold both MYCM and VCIT in my portfolio?

With a correlation of 0.99, MYCM and VCIT 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, MYCM or VCIT?

VCIT has higher volatility (1.23%) compared to MYCM (1.09%). In terms of maximum drawdown, MYCM dropped -4.58% vs VCIT's -20.56%.

Which ETF is better, MYCM or VCIT?

On 1-year performance, MYCM leads with 5.44% vs 5.37% for VCIT. On fees, VCIT is cheaper at 0.03% 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.

Which ETF has performed better, MYCM or VCIT?

Over the 1-year period, MYCM has performed better with a 5.44% return vs 5.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MYCM or VCIT?

VCIT is cheaper with a 0.03% expense ratio, compared with 0.15% for MYCM.

Which ETF pays a higher dividend yield, MYCM or VCIT?

VCIT has the higher dividend yield at 4.80%, compared with 4.74% for MYCM.

What is the main difference between MYCM and VCIT?

They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.15% for MYCM and 0.03% for VCIT.

Which has better risk-adjusted returns?

MYCM currently has the higher Sharpe Ratio (1.39 vs 1.31), 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.