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MYMG vs. FTGC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYMG vs. FTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street My2027 Municipal Bond ETF (MYMG) and First Trust Global Tactical Commodity Strategy Fund (FTGC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MYMG achieves a 1.36% return, which is significantly lower than FTGC's 18.86% return.


MYMG

1D
0.00%
1M
0.43%
YTD
1.36%
6M
1.48%
1Y
3.64%
3Y*
5Y*
10Y*

FTGC

1D
-1.14%
1M
-7.37%
YTD
18.86%
6M
17.54%
1Y
28.18%
3Y*
14.26%
5Y*
12.29%
10Y*
7.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYMG vs. FTGC - Yearly Performance Comparison


Correlation

The correlation between MYMG and FTGC is -0.18, 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

-0.18

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2024

-0.10

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Return for Risk

MYMG vs. FTGC — Risk / Return Rank

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

MYMG
MYMG Risk / Return Rank: 9797
Overall Rank
MYMG Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
MYMG Sortino Ratio Rank: 9898
Sortino Ratio Rank
MYMG Omega Ratio Rank: 9898
Omega Ratio Rank
MYMG Calmar Ratio Rank: 9797
Calmar Ratio Rank
MYMG Martin Ratio Rank: 9696
Martin Ratio Rank

FTGC
FTGC Risk / Return Rank: 5555
Overall Rank
FTGC Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FTGC Sortino Ratio Rank: 5353
Sortino Ratio Rank
FTGC Omega Ratio Rank: 5454
Omega Ratio Rank
FTGC Calmar Ratio Rank: 5555
Calmar Ratio Rank
FTGC Martin Ratio Rank: 5757
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.

MYMG vs. FTGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street My2027 Municipal Bond ETF (MYMG) and First Trust Global Tactical Commodity Strategy Fund (FTGC). 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.


MYMGFTGCDifference
Sharpe ratioReturn per unit of total volatility

+2.74

Sortino ratioReturn per unit of downside risk

+5.12

Omega ratioGain probability vs. loss probability

2.32

1.32

+0.99

Calmar ratioReturn relative to maximum drawdown

10.22

2.60

+7.62

Martin ratioReturn relative to average drawdown

33.71

9.67

+24.04

MYMG vs. FTGC - Sharpe Ratio Comparison

The current MYMG Sharpe Ratio is 4.57, which is higher than the FTGC Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of MYMG and FTGC, 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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Drawdowns

MYMG vs. FTGC - Drawdown Comparison

The maximum MYMG drawdown since its inception was -2.31%, smaller than the maximum FTGC drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for MYMG and FTGC.


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Drawdown Indicators


MYMGFTGCDifference

Max Drawdown

Largest peak-to-trough decline

-2.31%

-59.47%

+57.16%

Max Drawdown (1Y)

Largest decline over 1 year

-0.36%

-10.87%

+10.51%

Max Drawdown (3Y)

Largest decline over 3 years

-10.87%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

Max Drawdown (10Y)

Largest decline over 10 years

-35.91%

Current Drawdown

Current decline from peak

0.00%

-10.87%

+10.87%

Average Drawdown

Average peak-to-trough decline

-0.32%

-27.34%

+27.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

2.94%

-2.83%

Volatility

MYMG vs. FTGC - Volatility Comparison

The current volatility for State Street My2027 Municipal Bond ETF (MYMG) is 0.21%, while First Trust Global Tactical Commodity Strategy Fund (FTGC) has a volatility of 3.07%. This indicates that MYMG experiences smaller price fluctuations and is considered to be less risky than FTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MYMGFTGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.21%

3.07%

-2.86%

Volatility (6M)

Calculated over the trailing 6-month period

0.58%

13.21%

-12.63%

Volatility (1Y)

Calculated over the trailing 1-year period

0.80%

15.70%

-14.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.01%

15.87%

-13.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.01%

14.71%

-12.70%

MYMG vs. FTGC - Expense Ratio Comparison

MYMG has a 0.20% expense ratio, which is lower than FTGC's 0.95% expense ratio.


Dividends

MYMG vs. FTGC - Dividend Comparison

MYMG's dividend yield for the trailing twelve months is around 2.88%, less than FTGC's 16.13% yield.


PositionTTM202520242023202220212020201920182017
FTGC
First Trust Global Tactical Commodity Strategy Fund
16.13%17.74%3.05%3.34%10.35%7.21%0.00%0.81%0.80%1.21%
MYMG
State Street My2027 Municipal Bond ETF
2.88%3.03%0.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MYMG and FTGC have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTGC has higher volatility (3.07%) compared to MYMG (0.21%). In terms of maximum drawdown, MYMG dropped -2.31% vs FTGC's -59.47%.

On 1-year performance, FTGC leads with 28.18% vs 3.64% for MYMG. On fees, MYMG is cheaper at 0.20% per year. On volatility, MYMG has been the lower-risk option at 0.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FTGC has performed better with a 28.18% return vs 3.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MYMG is cheaper with a 0.20% expense ratio, compared with 0.95% for FTGC.

FTGC has the higher dividend yield at 16.13%, compared with 2.88% for MYMG.

MYMG is categorized as Municipal Bonds, while FTGC is Commodities. They also come from different issuers: State Street and First Trust. Their fees differ too: 0.20% for MYMG and 0.95% for FTGC.

MYMG currently has the higher Sharpe Ratio (4.57 vs 1.82), 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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