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MYMF vs. COM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYMF vs. COM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street My2026 Municipal Bond ETF (MYMF) and Direxion Auspice Broad Commodity Strategy ETF (COM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MYMF achieves a 0.66% return, which is significantly lower than COM's 12.95% return.


MYMF

1D
-0.02%
1M
0.37%
YTD
0.66%
6M
0.87%
1Y
2.95%
3Y*
5Y*
10Y*

COM

1D
-0.78%
1M
-3.21%
YTD
12.95%
6M
11.92%
1Y
20.17%
3Y*
6.54%
5Y*
7.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYMF vs. COM - Yearly Performance Comparison


2026 (YTD)20252024
MYMF
State Street My2026 Municipal Bond ETF
0.66%3.01%0.19%
COM
Direxion Auspice Broad Commodity Strategy ETF
12.95%7.72%-1.28%

Correlation

The correlation between MYMF and COM is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

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

-0.07

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Return for Risk

MYMF vs. COM — Risk / Return Rank

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

MYMF
MYMF Risk / Return Rank: 9696
Overall Rank
MYMF Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MYMF Sortino Ratio Rank: 9898
Sortino Ratio Rank
MYMF Omega Ratio Rank: 9898
Omega Ratio Rank
MYMF Calmar Ratio Rank: 9595
Calmar Ratio Rank
MYMF Martin Ratio Rank: 9595
Martin Ratio Rank

COM
COM Risk / Return Rank: 6363
Overall Rank
COM Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
COM Sortino Ratio Rank: 5656
Sortino Ratio Rank
COM Omega Ratio Rank: 6161
Omega Ratio Rank
COM Calmar Ratio Rank: 6868
Calmar Ratio Rank
COM Martin Ratio Rank: 6969
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.

MYMF vs. COM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street My2026 Municipal Bond ETF (MYMF) and Direxion Auspice Broad Commodity Strategy ETF (COM). 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.


MYMFCOMDifference
Sharpe ratioReturn per unit of total volatility

+2.02

Sortino ratioReturn per unit of downside risk

+4.38

Omega ratioGain probability vs. loss probability

2.19

1.36

+0.83

Calmar ratioReturn relative to maximum drawdown

7.79

3.26

+4.53

Martin ratioReturn relative to average drawdown

28.80

12.27

+16.54

MYMF vs. COM - Sharpe Ratio Comparison

The current MYMF Sharpe Ratio is 3.95, which is higher than the COM Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of MYMF and COM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MYMFCOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.95

1.93

+2.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

1.39

0.70

+0.69

Drawdowns

MYMF vs. COM - Drawdown Comparison

The maximum MYMF drawdown since its inception was -2.02%, smaller than the maximum COM drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for MYMF and COM.


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Drawdown Indicators


MYMFCOMDifference

Max Drawdown

Largest peak-to-trough decline

-2.02%

-15.95%

+13.93%

Max Drawdown (1Y)

Largest decline over 1 year

-0.38%

-6.21%

+5.83%

Max Drawdown (3Y)

Largest decline over 3 years

-8.50%

Max Drawdown (5Y)

Largest decline over 5 years

-14.02%

Current Drawdown

Current decline from peak

-0.02%

-6.21%

+6.19%

Average Drawdown

Average peak-to-trough decline

-0.18%

-6.28%

+6.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.10%

1.65%

-1.55%

Volatility

MYMF vs. COM - Volatility Comparison

The current volatility for State Street My2026 Municipal Bond ETF (MYMF) is 0.23%, while Direxion Auspice Broad Commodity Strategy ETF (COM) has a volatility of 4.13%. This indicates that MYMF experiences smaller price fluctuations and is considered to be less risky than COM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MYMFCOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.23%

4.13%

-3.90%

Volatility (6M)

Calculated over the trailing 6-month period

0.53%

8.70%

-8.17%

Volatility (1Y)

Calculated over the trailing 1-year period

0.75%

10.50%

-9.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.65%

9.60%

-7.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.65%

9.78%

-8.13%

MYMF vs. COM - Expense Ratio Comparison

MYMF has a 0.20% expense ratio, which is lower than COM's 0.70% expense ratio.


Dividends

MYMF vs. COM - Dividend Comparison

MYMF's dividend yield for the trailing twelve months is around 2.47%, less than COM's 2.50% yield.


PositionTTM202520242023202220212020201920182017
COM
Direxion Auspice Broad Commodity Strategy ETF
2.50%2.99%3.88%3.80%8.59%10.32%0.13%1.09%2.36%0.09%
MYMF
State Street My2026 Municipal Bond ETF
2.47%2.80%0.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MYMF and COM have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COM has higher volatility (4.13%) compared to MYMF (0.23%). In terms of maximum drawdown, MYMF dropped -2.02% vs COM's -15.95%.

On 1-year performance, COM leads with 20.17% vs 2.95% for MYMF. On fees, MYMF is cheaper at 0.20% per year. On volatility, MYMF has been the lower-risk option at 0.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, COM has performed better with a 20.17% return vs 2.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MYMF is cheaper with a 0.20% expense ratio, compared with 0.70% for COM.

COM has the higher dividend yield at 2.50%, compared with 2.47% for MYMF.

MYMF is categorized as Municipal Bonds, while COM is Commodities. They also come from different issuers: State Street and Direxion. Their fees differ too: 0.20% for MYMF and 0.70% for COM.

MYMF currently has the higher Sharpe Ratio (3.95 vs 1.93), 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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