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MYMK vs. CALI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYMK vs. CALI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSGA My2031 Municipal Bond ETF (MYMK) and iShares Short-Term California Muni Active ETF (CALI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MYMK achieves a 0.93% return, which is significantly lower than CALI's 0.99% return.


MYMK

1D
-0.04%
1M
0.79%
YTD
0.93%
6M
1.07%
1Y
3Y*
5Y*
10Y*

CALI

1D
-0.03%
1M
0.38%
YTD
0.99%
6M
1.08%
1Y
2.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYMK vs. CALI - Yearly Performance Comparison


Correlation

The correlation between MYMK and CALI is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 17, 2025

0.34

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Return for Risk

MYMK vs. CALI — Risk / Return Rank

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

MYMK

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


CALI
CALI Risk / Return Rank: 9393
Overall Rank
CALI Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CALI Sortino Ratio Rank: 9797
Sortino Ratio Rank
CALI Omega Ratio Rank: 9797
Omega Ratio Rank
CALI Calmar Ratio Rank: 8282
Calmar Ratio Rank
CALI Martin Ratio Rank: 9292
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.

MYMK vs. CALI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA My2031 Municipal Bond ETF (MYMK) and iShares Short-Term California Muni Active ETF (CALI). 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.


MYMKCALIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.87

Calmar ratioReturn relative to maximum drawdown

4.19

Martin ratioReturn relative to average drawdown

21.38

MYMK vs. CALI - Sharpe Ratio Comparison


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Drawdowns

MYMK vs. CALI - Drawdown Comparison

The maximum MYMK drawdown since its inception was -2.22%, which is greater than CALI's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for MYMK and CALI.


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Drawdown Indicators


MYMKCALIDifference

Max Drawdown

Largest peak-to-trough decline

-2.22%

-0.78%

-1.44%

Max Drawdown (1Y)

Largest decline over 1 year

-0.67%

Current Drawdown

Current decline from peak

-0.90%

-0.04%

-0.86%

Average Drawdown

Average peak-to-trough decline

-0.61%

-0.08%

-0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.13%

Volatility

MYMK vs. CALI - Volatility Comparison


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Volatility by Period


MYMKCALIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.19%

Volatility (6M)

Calculated over the trailing 6-month period

0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

1.92%

0.75%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.92%

1.10%

+0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.92%

1.10%

+0.82%

MYMK vs. CALI - Expense Ratio Comparison

MYMK has a 0.20% expense ratio, which is higher than CALI's 0.08% 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

MYMK vs. CALI - Dividend Comparison

MYMK's dividend yield for the trailing twelve months is around 1.83%, less than CALI's 2.52% yield.


PositionTTM202520242023
CALI
iShares Short-Term California Muni Active ETF
2.52%2.62%3.14%1.37%
MYMK
SPDR SSGA My2031 Municipal Bond ETF
1.83%0.77%0.00%0.00%

Frequently Asked Questions


MYMK and CALI have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CALI is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CALI is cheaper with a 0.08% expense ratio, compared with 0.20% for MYMK.

CALI has the higher dividend yield at 2.52%, compared with 1.83% for MYMK.

They also come from different issuers: State Street and iShares. Their fees differ too: 0.20% for MYMK and 0.08% for CALI.

Portfolio Optimizer

Find the right allocation for MYMK and CALI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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