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MYMJ vs. IBMM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYMJ vs. IBMM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street My2030 Municipal Bond ETF (MYMJ) 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


MYMJ

1D
0.00%
1M
0.35%
YTD
1.00%
6M
1.35%
1Y
5.24%
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)

MYMJ vs. IBMM - Yearly Performance Comparison


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Return for Risk

MYMJ vs. IBMM — Risk / Return Rank

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

MYMJ
MYMJ Risk / Return Rank: 8282
Overall Rank
MYMJ Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
MYMJ Sortino Ratio Rank: 9494
Sortino Ratio Rank
MYMJ Omega Ratio Rank: 9696
Omega Ratio Rank
MYMJ Calmar Ratio Rank: 6666
Calmar Ratio Rank
MYMJ Martin Ratio Rank: 6161
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.

MYMJ vs. IBMM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street My2030 Municipal Bond ETF (MYMJ) 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.


MYMJIBMMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.76

Calmar ratioReturn relative to maximum drawdown

3.23

Martin ratioReturn relative to average drawdown

10.78

MYMJ vs. IBMM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MYMJIBMMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

Drawdowns

MYMJ vs. IBMM - Drawdown Comparison

The maximum MYMJ drawdown since its inception was -3.11%, which is greater than IBMM's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MYMJ and IBMM.


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Drawdown Indicators


MYMJIBMMDifference

Max Drawdown

Largest peak-to-trough decline

-3.11%

0.00%

-3.11%

Max Drawdown (1Y)

Largest decline over 1 year

-1.63%

Current Drawdown

Current decline from peak

-0.51%

0.00%

-0.51%

Average Drawdown

Average peak-to-trough decline

-0.70%

0.00%

-0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

Volatility

MYMJ vs. IBMM - Volatility Comparison


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Volatility by Period


MYMJIBMMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

Volatility (6M)

Calculated over the trailing 6-month period

1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

1.69%

0.00%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.90%

0.00%

+2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.90%

0.00%

+2.90%

MYMJ vs. IBMM - Expense Ratio Comparison

MYMJ 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

MYMJ vs. IBMM - Dividend Comparison

MYMJ's dividend yield for the trailing twelve months is around 2.96%, while IBMM has not paid dividends to shareholders.


PositionTTM20252024
IBMM
iShares iBonds Dec 2024 Term Muni Bond ETF
0.00%0.00%0.00%
MYMJ
State Street My2030 Municipal Bond ETF
2.96%3.02%0.89%

Frequently Asked Questions


On fees, IBMM is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBMM is cheaper with a 0.18% expense ratio, compared with 0.20% for MYMJ.

MYMJ has the higher dividend yield at 2.96%, compared with 0.00% for IBMM.

They also come from different issuers: State Street and iShares. Their fees differ too: 0.20% for MYMJ and 0.18% for IBMM.

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