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MYMJ vs. MYMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYMJ vs. MYMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street My2030 Municipal Bond ETF (MYMJ) and State Street My2026 Municipal Bond ETF (MYMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MYMJ achieves a 1.00% return, which is significantly higher than MYMF's 0.58% return.


MYMJ

1D
0.00%
1M
0.35%
YTD
1.00%
6M
1.35%
1Y
5.24%
3Y*
5Y*
10Y*

MYMF

1D
0.00%
1M
0.29%
YTD
0.58%
6M
0.81%
1Y
2.95%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYMJ vs. MYMF - Yearly Performance Comparison


2026 (YTD)20252024
MYMJ
State Street My2030 Municipal Bond ETF
1.00%3.98%-0.82%
MYMF
State Street My2026 Municipal Bond ETF
0.58%3.01%0.19%

Correlation

The correlation between MYMJ and MYMF is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.61

Over the past year, the correlation between MYMJ and MYMF has dropped to 0.35 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

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Return for Risk

MYMJ vs. MYMF — 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

MYMF
MYMF Risk / Return Rank: 9696
Overall Rank
MYMF Sharpe Ratio Rank: 9595
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
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. MYMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street My2030 Municipal Bond ETF (MYMJ) and State Street My2026 Municipal Bond ETF (MYMF). 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.


MYMJMYMFDifference
Sharpe ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-2.03

Omega ratioGain probability vs. loss probability

1.76

2.21

-0.44

Calmar ratioReturn relative to maximum drawdown

3.23

7.79

-4.55

Martin ratioReturn relative to average drawdown

10.78

28.74

-17.96

MYMJ vs. MYMF - Sharpe Ratio Comparison

The current MYMJ Sharpe Ratio is 3.12, which is comparable to the MYMF Sharpe Ratio of 3.98. The chart below compares the historical Sharpe Ratios of MYMJ and MYMF, 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


MYMJMYMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.12

3.98

-0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

1.36

-0.52

Drawdowns

MYMJ vs. MYMF - Drawdown Comparison

The maximum MYMJ drawdown since its inception was -3.11%, which is greater than MYMF's maximum drawdown of -2.02%. Use the drawdown chart below to compare losses from any high point for MYMJ and MYMF.


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Drawdown Indicators


MYMJMYMFDifference

Max Drawdown

Largest peak-to-trough decline

-3.11%

-2.02%

-1.09%

Max Drawdown (1Y)

Largest decline over 1 year

-1.63%

-0.38%

-1.25%

Current Drawdown

Current decline from peak

-0.51%

-0.05%

-0.46%

Average Drawdown

Average peak-to-trough decline

-0.70%

-0.18%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

0.10%

+0.39%

Volatility

MYMJ vs. MYMF - Volatility Comparison

State Street My2030 Municipal Bond ETF (MYMJ) has a higher volatility of 0.46% compared to State Street My2026 Municipal Bond ETF (MYMF) at 0.21%. This indicates that MYMJ's price experiences larger fluctuations and is considered to be riskier than MYMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MYMJMYMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

0.21%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

1.17%

0.52%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

1.69%

0.75%

+0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.90%

1.65%

+1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.90%

1.65%

+1.25%

MYMJ vs. MYMF - Expense Ratio Comparison

Both MYMJ and MYMF have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

MYMJ vs. MYMF - Dividend Comparison

MYMJ's dividend yield for the trailing twelve months is around 2.96%, more than MYMF's 2.47% yield.


PositionTTM20252024
MYMF
State Street My2026 Municipal Bond ETF
2.47%2.80%0.83%
MYMJ
State Street My2030 Municipal Bond ETF
2.96%3.02%0.89%

Frequently Asked Questions


MYMJ and MYMF have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MYMJ has higher volatility (0.46%) compared to MYMF (0.21%). In terms of maximum drawdown, MYMJ dropped -3.11% vs MYMF's -2.02%.

On 1-year performance, MYMJ leads with 5.24% vs 2.95% for MYMF. Both ETFs have the same 0.20% expense ratio. On volatility, MYMF 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, MYMJ has performed better with a 5.24% return vs 2.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MYMJ and MYMF have the same expense ratio: 0.20% per year.

MYMJ has the higher dividend yield at 2.96%, compared with 2.47% for MYMF.

MYMF currently has the higher Sharpe Ratio (3.98 vs 3.12), 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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