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MYMG vs. RMNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYMG vs. RMNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street My2027 Municipal Bond ETF (MYMG) and Rockefeller New York Municipal Bond ETF (RMNY). 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 0.62% return, which is significantly lower than RMNY's 1.50% return.


MYMG

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

RMNY

1D
0.00%
1M
0.67%
YTD
1.50%
6M
2.17%
1Y
7.00%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYMG vs. RMNY - Yearly Performance Comparison


2026 (YTD)20252024
MYMG
State Street My2027 Municipal Bond ETF
0.62%2.64%-0.18%
RMNY
Rockefeller New York Municipal Bond ETF
1.50%2.35%-0.41%

Correlation

The correlation between MYMG and RMNY is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.71

The correlation between MYMG and RMNY shifts across timeframes, from 0.61 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MYMG vs. RMNY — 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

RMNY
RMNY Risk / Return Rank: 3636
Overall Rank
RMNY Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
RMNY Sortino Ratio Rank: 3737
Sortino Ratio Rank
RMNY Omega Ratio Rank: 4040
Omega Ratio Rank
RMNY Calmar Ratio Rank: 3838
Calmar Ratio Rank
RMNY Martin Ratio Rank: 3232
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. RMNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street My2027 Municipal Bond ETF (MYMG) and Rockefeller New York Municipal Bond ETF (RMNY). 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.


MYMGRMNYDifference

Sharpe ratio

Return per unit of total volatility

4.23

1.61

+2.61

Sortino ratio

Return per unit of downside risk

6.82

2.44

+4.37

Omega ratio

Gain probability vs. loss probability

2.18

1.33

+0.86

Calmar ratio

Return relative to maximum drawdown

11.41

2.68

+8.73

Martin ratio

Return relative to average drawdown

40.06

7.65

+32.41

MYMG vs. RMNY - Sharpe Ratio Comparison

The current MYMG Sharpe Ratio is 4.23, which is higher than the RMNY Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of MYMG and RMNY, 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


MYMGRMNYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.23

1.61

+2.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.54

+0.41

Drawdowns

MYMG vs. RMNY - Drawdown Comparison

The maximum MYMG drawdown since its inception was -2.31%, smaller than the maximum RMNY drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for MYMG and RMNY.


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Drawdown Indicators


MYMGRMNYDifference

Max Drawdown

Largest peak-to-trough decline

-2.31%

-5.70%

+3.39%

Max Drawdown (1Y)

Largest decline over 1 year

-0.36%

-2.59%

+2.23%

Current Drawdown

Current decline from peak

-0.28%

-0.30%

+0.02%

Average Drawdown

Average peak-to-trough decline

-0.35%

-1.64%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.10%

0.91%

-0.81%

Volatility

MYMG vs. RMNY - Volatility Comparison

The current volatility for State Street My2027 Municipal Bond ETF (MYMG) is 0.36%, while Rockefeller New York Municipal Bond ETF (RMNY) has a volatility of 1.88%. This indicates that MYMG experiences smaller price fluctuations and is considered to be less risky than RMNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MYMGRMNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

1.88%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

0.49%

2.64%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

1.11%

4.51%

-3.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.11%

5.30%

-3.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.11%

5.30%

-3.19%

MYMG vs. RMNY - Expense Ratio Comparison

MYMG has a 0.20% expense ratio, which is lower than RMNY's 0.55% expense ratio.


Dividends

MYMG vs. RMNY - Dividend Comparison

MYMG's dividend yield for the trailing twelve months is around 2.94%, less than RMNY's 4.10% yield.