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MYCO vs. FLOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYCO vs. FLOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSGA My2035 Corporate Bond ETF (MYCO) and iShares Floating Rate Bond ETF (FLOT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MYCO achieves a -0.16% return, which is significantly lower than FLOT's 2.31% return.


MYCO

1D
-0.19%
1M
-0.50%
6M
-0.29%
YTD
-0.16%
1Y
3Y*
5Y*
10Y*

FLOT

1D
0.02%
1M
0.32%
6M
2.19%
YTD
2.31%
1Y
4.64%
3Y*
5.59%
5Y*
4.28%
10Y*
3.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYCO vs. FLOT - Yearly Performance Comparison


Correlation

The correlation between MYCO and FLOT is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 17, 2025

0.25

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Return for Risk

MYCO vs. FLOT — Risk / Return Rank

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

MYCO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FLOT
FLOT Risk / Return Rank: 9999
Overall Rank
FLOT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLOT Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLOT Omega Ratio Rank: 9999
Omega Ratio Rank
FLOT Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLOT 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.

MYCO vs. FLOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA My2035 Corporate Bond ETF (MYCO) and iShares Floating Rate Bond ETF (FLOT). 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.


MYCOFLOTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

3.08

Calmar ratioReturn relative to maximum drawdown

10.88

Martin ratioReturn relative to average drawdown

100.63

MYCO vs. FLOT - Sharpe Ratio Comparison


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Drawdowns

MYCO vs. FLOT - Drawdown Comparison

The maximum MYCO drawdown since its inception was -3.25%, smaller than the maximum FLOT drawdown of -13.54%. Use the drawdown chart below to compare losses from any high point for MYCO and FLOT.


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Drawdown Indicators


MYCOFLOTDifference

Max Drawdown

Largest peak-to-trough decline

-3.25%

-13.54%

+10.29%

Max Drawdown (1Y)

Largest decline over 1 year

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-13.54%

Current Drawdown

Current decline from peak

-1.81%

0.00%

-1.81%

Average Drawdown

Average peak-to-trough decline

-0.92%

-0.21%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

Volatility

MYCO vs. FLOT - Volatility Comparison


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Volatility by Period


MYCOFLOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.16%

Volatility (6M)

Calculated over the trailing 6-month period

0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

4.68%

0.75%

+3.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.68%

1.77%

+2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

4.15%

+0.53%

MYCO vs. FLOT - Expense Ratio Comparison

Both MYCO and FLOT 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

MYCO vs. FLOT - Dividend Comparison

MYCO's dividend yield for the trailing twelve months is around 3.82%, less than FLOT's 4.47% yield.


PositionTTM20252024202320222021202020192018201720162015
FLOT
iShares Floating Rate Bond ETF
4.47%4.84%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.46%0.97%0.53%
MYCO
SPDR SSGA My2035 Corporate Bond ETF
3.82%1.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MYCO and FLOT have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

MYCO and FLOT have the same expense ratio: 0.15% per year.

FLOT has the higher dividend yield at 4.47%, compared with 3.82% for MYCO.

MYCO is categorized as Corporate Bonds, while FLOT is Ultrashort Bond. They also come from different issuers: State Street and iShares.

Portfolio Optimizer

Find the right allocation for MYCO and FLOT

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