PortfoliosLab logoPortfoliosLab logo
MYCN vs. MYCF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYCN vs. MYCF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street My2034 Corporate Bond ETF (MYCN) and State Street My2026 Corporate Bond ETF (MYCF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MYCN achieves a -0.02% return, which is significantly lower than MYCF's 1.68% return.


MYCN

1D
-0.55%
1M
-0.73%
YTD
-0.02%
6M
0.13%
1Y
6.06%
3Y*
5Y*
10Y*

MYCF

1D
0.00%
1M
0.39%
YTD
1.68%
6M
2.00%
1Y
4.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYCN vs. MYCF - Yearly Performance Comparison


2026 (YTD)20252024
MYCN
State Street My2034 Corporate Bond ETF
-0.02%9.13%-3.40%
MYCF
State Street My2026 Corporate Bond ETF
1.68%5.12%0.74%

Correlation

The correlation between MYCN and MYCF is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2024

0.44

The correlation between MYCN and MYCF shifts across timeframes, from 0.31 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MYCN vs. MYCF — Risk / Return Rank

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

MYCN
MYCN Risk / Return Rank: 4242
Overall Rank
MYCN Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
MYCN Sortino Ratio Rank: 4343
Sortino Ratio Rank
MYCN Omega Ratio Rank: 4040
Omega Ratio Rank
MYCN Calmar Ratio Rank: 4444
Calmar Ratio Rank
MYCN Martin Ratio Rank: 4444
Martin Ratio Rank

MYCF
MYCF Risk / Return Rank: 9999
Overall Rank
MYCF Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MYCF Sortino Ratio Rank: 9999
Sortino Ratio Rank
MYCF Omega Ratio Rank: 9999
Omega Ratio Rank
MYCF Calmar Ratio Rank: 9999
Calmar Ratio Rank
MYCF Martin Ratio Rank: 9999
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.

MYCN vs. MYCF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street My2034 Corporate Bond ETF (MYCN) and State Street My2026 Corporate Bond ETF (MYCF). 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.


MYCNMYCFDifference
Sharpe ratioReturn per unit of total volatility

-5.62

Sortino ratioReturn per unit of downside risk

-11.23

Omega ratioGain probability vs. loss probability

1.24

3.22

-1.98

Calmar ratioReturn relative to maximum drawdown

2.01

38.54

-36.53

Martin ratioReturn relative to average drawdown

6.66

164.15

-157.48

MYCN vs. MYCF - Sharpe Ratio Comparison

The current MYCN Sharpe Ratio is 1.36, which is lower than the MYCF Sharpe Ratio of 6.98. The chart below compares the historical Sharpe Ratios of MYCN and MYCF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


MYCNMYCFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

6.98

-5.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

4.14

-3.58

Drawdowns

MYCN vs. MYCF - Drawdown Comparison

The maximum MYCN drawdown since its inception was -5.01%, which is greater than MYCF's maximum drawdown of -0.60%. Use the drawdown chart below to compare losses from any high point for MYCN and MYCF.


Loading charts...

Drawdown Indicators


MYCNMYCFDifference

Max Drawdown

Largest peak-to-trough decline

-5.01%

-0.60%

-4.41%

Max Drawdown (1Y)

Largest decline over 1 year

-3.03%

-0.12%

-2.91%

Current Drawdown

Current decline from peak

-1.66%

0.00%

-1.66%

Average Drawdown

Average peak-to-trough decline

-1.26%

-0.03%

-1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

0.03%

+0.88%

Volatility

MYCN vs. MYCF - Volatility Comparison

State Street My2034 Corporate Bond ETF (MYCN) has a higher volatility of 1.48% compared to State Street My2026 Corporate Bond ETF (MYCF) at 0.16%. This indicates that MYCN's price experiences larger fluctuations and is considered to be riskier than MYCF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MYCNMYCFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

0.16%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

3.35%

0.40%

+2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

4.48%

0.66%

+3.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.64%

1.08%

+4.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.64%

1.08%

+4.56%

MYCN vs. MYCF - Expense Ratio Comparison

Both MYCN and MYCF have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

MYCN vs. MYCF - Dividend Comparison

MYCN's dividend yield for the trailing twelve months is around 5.02%, more than MYCF's 4.40% yield.


PositionTTM20252024
MYCF
State Street My2026 Corporate Bond ETF
4.40%4.50%1.21%
MYCN
State Street My2034 Corporate Bond ETF
5.02%4.92%1.33%

Frequently Asked Questions


MYCN and MYCF have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MYCN has higher volatility (1.48%) compared to MYCF (0.16%). In terms of maximum drawdown, MYCN dropped -5.01% vs MYCF's -0.60%.

On 1-year performance, MYCN leads with 6.06% vs 4.60% for MYCF. Both ETFs have the same 0.15% expense ratio. On volatility, MYCF has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MYCN has performed better with a 6.06% return vs 4.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MYCN and MYCF have the same expense ratio: 0.15% per year.

MYCN has the higher dividend yield at 5.02%, compared with 4.40% for MYCF.

MYCF currently has the higher Sharpe Ratio (6.98 vs 1.36), 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

Find the right allocation for MYCN and MYCF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer