MYCN vs. VCIT
MYCN (State Street My2034 Corporate Bond ETF) and VCIT (Vanguard Intermediate-Term Corporate Bond ETF) are both Corporate Bonds funds. MYCN is actively managed, while VCIT is passively managed. Over the past year, MYCN returned 6.06% vs 5.51% for VCIT. With a 0.99 correlation, they move nearly in lockstep. MYCN charges 0.15%/yr vs 0.03%/yr for VCIT.
Performance
MYCN vs. VCIT - Performance Comparison
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Returns By Period
In the year-to-date period, MYCN achieves a -0.02% return, which is significantly higher than VCIT's -0.25% return.
MYCN
- 1D
- -0.55%
- 1M
- -0.73%
- YTD
- -0.02%
- 6M
- 0.13%
- 1Y
- 6.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VCIT
- 1D
- -0.56%
- 1M
- -0.75%
- YTD
- -0.25%
- 6M
- -0.07%
- 1Y
- 5.51%
- 3Y*
- 5.87%
- 5Y*
- 1.13%
- 10Y*
- 2.89%
MYCN vs. VCIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MYCN State Street My2034 Corporate Bond ETF | -0.02% | 9.13% | -3.40% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | -0.25% | 9.34% | -2.99% |
Correlation
The correlation between MYCN 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 25, 2024 | 0.99 |
The correlation between MYCN and VCIT has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
MYCN vs. VCIT — Risk / Return Rank
MYCN
VCIT
MYCN vs. VCIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street My2034 Corporate Bond ETF (MYCN) 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.
| MYCN | VCIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | 1.87 | +0.14 |
| Martin ratioReturn relative to average drawdown | 6.66 | 6.19 | +0.47 |
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
| MYCN | VCIT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.35 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.17 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.75 | -0.19 |
Drawdowns
MYCN vs. VCIT - Drawdown Comparison
The maximum MYCN drawdown since its inception was -5.01%, smaller than the maximum VCIT drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for MYCN and VCIT.
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Drawdown Indicators
| MYCN | VCIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.01% | -20.56% | +15.55% |
Max Drawdown (1Y)Largest decline over 1 year | -3.03% | -2.96% | -0.07% |
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 DrawdownCurrent decline from peak | -1.66% | -1.78% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -1.26% | -3.16% | +1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 0.89% | +0.02% |
Volatility
MYCN vs. VCIT - Volatility Comparison
State Street My2034 Corporate Bond ETF (MYCN) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT) have volatilities of 1.48% and 1.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MYCN | VCIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.48% | 1.42% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 3.35% | 3.10% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.48% | 4.11% | +0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.64% | 6.61% | -0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.64% | 6.28% | -0.64% |
MYCN vs. VCIT - Expense Ratio Comparison
MYCN 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
MYCN vs. VCIT - Dividend Comparison
MYCN's dividend yield for the trailing twelve months is around 5.02%, more than VCIT's 4.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MYCN State Street My2034 Corporate Bond ETF | 5.02% | 4.92% | 1.33% | 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 | 4.82% | 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
With a correlation of 0.99, MYCN 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.
MYCN has higher volatility (1.48%) compared to VCIT (1.42%). In terms of maximum drawdown, MYCN dropped -5.01% vs VCIT's -20.56%.
On 1-year performance, MYCN leads with 6.06% vs 5.51% for VCIT. On fees, VCIT is cheaper at 0.03% per year. Their volatility is very similar. 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 5.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VCIT is cheaper with a 0.03% expense ratio, compared with 0.15% for MYCN.
MYCN has the higher dividend yield at 5.02%, compared with 4.82% for VCIT.
They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.15% for MYCN and 0.03% for VCIT.
MYCN currently has the higher Sharpe Ratio (1.36 vs 1.35), 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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