PortfoliosLab logoPortfoliosLab logo
MYCO vs. IGHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYCO vs. IGHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSGA My2035 Corporate Bond ETF (MYCO) and ProShares Investment Grade-Interest Rate Hedged (IGHG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MYCO achieves a -0.33% return, which is significantly lower than IGHG's 2.05% return.


MYCO

1D
-0.60%
1M
-0.82%
YTD
-0.33%
6M
-0.14%
1Y
3Y*
5Y*
10Y*

IGHG

1D
-0.27%
1M
0.50%
YTD
2.05%
6M
1.84%
1Y
6.27%
3Y*
8.55%
5Y*
5.21%
10Y*
4.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYCO vs. IGHG - Yearly Performance Comparison


Correlation

The correlation between MYCO and IGHG is 0.20, 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 18, 2025

0.20

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

MYCO vs. IGHG — Risk / Return Rank

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

MYCO

IGHG
IGHG Risk / Return Rank: 6565
Overall Rank
IGHG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IGHG Sortino Ratio Rank: 6262
Sortino Ratio Rank
IGHG Omega Ratio Rank: 6060
Omega Ratio Rank
IGHG Calmar Ratio Rank: 7474
Calmar Ratio Rank
IGHG Martin Ratio Rank: 7171
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. IGHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA My2035 Corporate Bond ETF (MYCO) and ProShares Investment Grade-Interest Rate Hedged (IGHG). 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.


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

MYCO vs. IGHG - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


MYCOIGHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.53

-0.38

Drawdowns

MYCO vs. IGHG - Drawdown Comparison

The maximum MYCO drawdown since its inception was -3.25%, smaller than the maximum IGHG drawdown of -25.16%. Use the drawdown chart below to compare losses from any high point for MYCO and IGHG.


Loading charts...

Drawdown Indicators


MYCOIGHGDifference

Max Drawdown

Largest peak-to-trough decline

-3.25%

-25.16%

+21.91%

Max Drawdown (1Y)

Largest decline over 1 year

-1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-3.74%

Max Drawdown (5Y)

Largest decline over 5 years

-8.75%

Max Drawdown (10Y)

Largest decline over 10 years

-25.16%

Current Drawdown

Current decline from peak

-1.98%

-0.27%

-1.71%

Average Drawdown

Average peak-to-trough decline

-0.87%

-2.30%

+1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

Volatility

MYCO vs. IGHG - Volatility Comparison


Loading charts...

Volatility by Period


MYCOIGHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

4.68%

3.45%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.68%

5.02%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

7.46%

-2.78%

MYCO vs. IGHG - Expense Ratio Comparison

MYCO has a 0.15% expense ratio, which is lower than IGHG's 0.30% expense ratio.


Dividends

MYCO vs. IGHG - Dividend Comparison

MYCO's dividend yield for the trailing twelve months is around 3.40%, less than IGHG's 5.12% yield.


PositionTTM20252024202320222021202020192018201720162015
IGHG
ProShares Investment Grade-Interest Rate Hedged
5.12%5.14%5.06%4.99%3.55%2.50%2.79%3.48%4.13%3.36%3.37%3.65%
MYCO
SPDR SSGA My2035 Corporate Bond ETF
3.40%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 IGHG have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MYCO is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MYCO is cheaper with a 0.15% expense ratio, compared with 0.30% for IGHG.

IGHG has the higher dividend yield at 5.12%, compared with 3.40% for MYCO.

They also come from different issuers: State Street and ProShares. Their fees differ too: 0.15% for MYCO and 0.30% for IGHG.

Portfolio Optimizer

Find the right allocation for MYCO and IGHG

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