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MYMG vs. IBMM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYMG vs. IBMM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street My2027 Municipal Bond ETF (MYMG) and iShares iBonds Dec 2024 Term Muni Bond ETF (IBMM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MYMG

1D
-0.24%
1M
-0.14%
YTD
0.62%
6M
1.29%
1Y
4.23%
3Y*
5Y*
10Y*

IBMM

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYMG vs. IBMM - Yearly Performance Comparison


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Return for Risk

MYMG vs. IBMM — 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: 9696
Sharpe Ratio Rank
MYMG Sortino Ratio Rank: 9898
Sortino Ratio Rank
MYMG Omega Ratio Rank: 9898
Omega Ratio Rank
MYMG Calmar Ratio Rank: 9898
Calmar Ratio Rank
MYMG Martin Ratio Rank: 9797
Martin Ratio Rank

IBMM
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. IBMM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street My2027 Municipal Bond ETF (MYMG) and iShares iBonds Dec 2024 Term Muni Bond ETF (IBMM). 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.


MYMGIBMMDifference

Sharpe ratio

Return per unit of total volatility

4.23

Sortino ratio

Return per unit of downside risk

6.82

Omega ratio

Gain probability vs. loss probability

2.18

Calmar ratio

Return relative to maximum drawdown

11.41

Martin ratio

Return relative to average drawdown

40.06

MYMG vs. IBMM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MYMGIBMMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

Drawdowns

MYMG vs. IBMM - Drawdown Comparison

The maximum MYMG drawdown since its inception was -2.31%, which is greater than IBMM's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MYMG and IBMM.


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Drawdown Indicators


MYMGIBMMDifference

Max Drawdown

Largest peak-to-trough decline

-2.31%

0.00%

-2.31%

Max Drawdown (1Y)

Largest decline over 1 year

-0.36%

Current Drawdown

Current decline from peak

-0.28%

0.00%

-0.28%

Average Drawdown

Average peak-to-trough decline

-0.35%

0.00%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.10%

Volatility

MYMG vs. IBMM - Volatility Comparison


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Volatility by Period


MYMGIBMMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

Volatility (6M)

Calculated over the trailing 6-month period

0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

1.11%

0.00%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.11%

0.00%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.11%

0.00%

+2.11%

MYMG vs. IBMM - Expense Ratio Comparison

MYMG has a 0.20% expense ratio, which is higher than IBMM's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MYMG vs. IBMM - Dividend Comparison

MYMG's dividend yield for the trailing twelve months is around 2.94%, while IBMM has not paid dividends to shareholders.