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MYMK vs. PZT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYMK vs. PZT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSGA My2031 Municipal Bond ETF (MYMK) and Invesco New York AMT-Free Municipal Bond ETF (PZT). 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 0.99% return, which is significantly lower than PZT's 3.37% return.


MYMK

1D
0.06%
1M
0.85%
YTD
0.99%
6M
1.11%
1Y
3Y*
5Y*
10Y*

PZT

1D
0.34%
1M
2.47%
YTD
3.37%
6M
3.21%
1Y
8.84%
3Y*
3.02%
5Y*
0.02%
10Y*
1.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYMK vs. PZT - Yearly Performance Comparison


Correlation

The correlation between MYMK and PZT is 0.48, 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

0.48

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Return for Risk

MYMK vs. PZT — 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.


PZT
PZT Risk / Return Rank: 6565
Overall Rank
PZT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PZT Sortino Ratio Rank: 6565
Sortino Ratio Rank
PZT Omega Ratio Rank: 7171
Omega Ratio Rank
PZT Calmar Ratio Rank: 6464
Calmar Ratio Rank
PZT Martin Ratio Rank: 6161
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. PZT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA My2031 Municipal Bond ETF (MYMK) and Invesco New York AMT-Free Municipal Bond ETF (PZT). 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.


MYMKPZTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.80

Martin ratioReturn relative to average drawdown

9.51

MYMK vs. PZT - Sharpe Ratio Comparison


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Drawdowns

MYMK vs. PZT - Drawdown Comparison

The maximum MYMK drawdown since its inception was -2.22%, smaller than the maximum PZT drawdown of -22.73%. Use the drawdown chart below to compare losses from any high point for MYMK and PZT.


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Drawdown Indicators


MYMKPZTDifference

Max Drawdown

Largest peak-to-trough decline

-2.22%

-22.73%

+20.51%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

Max Drawdown (3Y)

Largest decline over 3 years

-9.00%

Max Drawdown (5Y)

Largest decline over 5 years

-19.13%

Max Drawdown (10Y)

Largest decline over 10 years

-19.13%

Current Drawdown

Current decline from peak

-0.85%

-0.94%

+0.09%

Average Drawdown

Average peak-to-trough decline

-0.61%

-3.90%

+3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

Volatility

MYMK vs. PZT - Volatility Comparison


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Volatility by Period


MYMKPZTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

Volatility (6M)

Calculated over the trailing 6-month period

3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

4.70%

-2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.91%

6.64%

-4.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.91%

6.93%

-5.02%

MYMK vs. PZT - Expense Ratio Comparison

MYMK has a 0.20% expense ratio, which is lower than PZT's 0.28% expense ratio.


Dividends

MYMK vs. PZT - Dividend Comparison

MYMK's dividend yield for the trailing twelve months is around 1.83%, less than PZT's 3.60% yield.


PositionTTM20252024202320222021202020192018201720162015
MYMK
SPDR SSGA My2031 Municipal Bond ETF
1.83%0.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PZT
Invesco New York AMT-Free Municipal Bond ETF
3.60%3.43%3.04%2.82%2.66%2.77%2.55%2.73%3.01%2.94%3.36%3.40%

Frequently Asked Questions


MYMK and PZT have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MYMK is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MYMK is cheaper with a 0.20% expense ratio, compared with 0.28% for PZT.

PZT has the higher dividend yield at 3.60%, compared with 1.83% for MYMK.

They also come from different issuers: State Street and Invesco. Their fees differ too: 0.20% for MYMK and 0.28% for PZT.

Portfolio Optimizer

Find the right allocation for MYMK and PZT

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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