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MYHA vs. FTSL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYHA vs. FTSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street My2027 High Yield Corporate Bond ETF (MYHA) and First Trust Senior Loan Fund (FTSL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MYHA

1D
-0.06%
1M
0.14%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

FTSL

1D
-0.16%
1M
0.29%
6M
0.51%
YTD
0.94%
1Y
3.47%
3Y*
6.64%
5Y*
5.02%
10Y*
4.37%
ALL TIME*
3.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$9.25M$10.66M$9.74M
$845.05$2.44K$8.52K

MYHA vs. FTSL - Yearly Performance Comparison


Correlation

The correlation between MYHA and FTSL is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 26, 2026

0.59

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Return for Risk

MYHA vs. FTSL — Risk / Return Rank

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

MYHA

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


FTSL
FTSL Risk / Return Rank: 6161
Overall Rank
FTSL Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FTSL Sortino Ratio Rank: 7474
Sortino Ratio Rank
FTSL Omega Ratio Rank: 8080
Omega Ratio Rank
FTSL Calmar Ratio Rank: 4040
Calmar Ratio Rank
FTSL Martin Ratio Rank: 4646
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.

MYHA vs. FTSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street My2027 High Yield Corporate Bond ETF (MYHA) and First Trust Senior Loan Fund (FTSL). 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.


MYHAFTSLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

1.50

Martin ratioReturn relative to average drawdown

5.55

MYHA vs. FTSL - Sharpe Ratio Comparison


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Drawdowns

MYHA vs. FTSL - Drawdown Comparison

The maximum MYHA drawdown since its inception was -0.69%, smaller than the maximum FTSL drawdown of -22.67%. Use the drawdown chart below to compare losses from any high point for MYHA and FTSL.


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Drawdown Indicators


MYHAFTSLDifference

Max Drawdown

Largest peak-to-trough decline

-0.69%

-22.67%

+21.98%

Max Drawdown (1Y)

Largest decline over 1 year

-2.33%

Max Drawdown (3Y)

Largest decline over 3 years

-2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-6.96%

Max Drawdown (10Y)

Largest decline over 10 years

-22.67%

Current Drawdown

Current decline from peak

-0.11%

-0.26%

+0.15%

Average Drawdown

Average peak-to-trough decline

-0.11%

-0.76%

+0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

Volatility

MYHA vs. FTSL - Volatility Comparison


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Volatility by Period


MYHAFTSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.43%

Volatility (6M)

Calculated over the trailing 6-month period

1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

1.77%

2.14%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.77%

3.35%

-1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.77%

5.18%

-3.41%

MYHA vs. FTSL - Expense Ratio Comparison

MYHA has a 0.39% expense ratio, which is lower than FTSL's 0.86% expense ratio.


Dividends

MYHA vs. FTSL - Dividend Comparison

MYHA's dividend yield for the trailing twelve months is around 2.06%, less than FTSL's 6.39% yield.


PositionTTM20252024202320222021202020192018201720162015
FTSL
First Trust Senior Loan Fund
6.39%6.59%7.56%7.59%4.77%3.17%3.48%4.44%4.29%3.64%3.70%3.95%
MYHA
State Street My2027 High Yield Corporate Bond ETF
2.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MYHA and FTSL have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MYHA is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MYHA is cheaper with a 0.39% expense ratio, compared with 0.86% for FTSL.

FTSL has the higher dividend yield at 6.39%, compared with 2.06% for MYHA.

They also come from different issuers: State Street and First Trust. Their fees differ too: 0.39% for MYHA and 0.86% for FTSL.

Portfolio Optimizer

Find the right allocation for MYHA and FTSL

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

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