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PRSD vs. MYCG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRSD vs. MYCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Short Duration IG Public & Private Credit ETF (PRSD) and State Street My2027 Corporate Bond ETF (MYCG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with PRSD having a 1.71% return and MYCG slightly lower at 1.68%.


PRSD

1D
0.20%
1M
0.37%
6M
1.65%
YTD
1.71%
1Y
3Y*
5Y*
10Y*

MYCG

1D
0.06%
1M
0.34%
6M
1.66%
YTD
1.68%
1Y
4.43%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRSD vs. MYCG - Yearly Performance Comparison


Correlation

The correlation between PRSD and MYCG is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 10, 2025

0.58

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Return for Risk

PRSD vs. MYCG — Risk / Return Rank

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

PRSD

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


MYCG
MYCG Risk / Return Rank: 9898
Overall Rank
MYCG Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
MYCG Sortino Ratio Rank: 9898
Sortino Ratio Rank
MYCG Omega Ratio Rank: 9898
Omega Ratio Rank
MYCG Calmar Ratio Rank: 9797
Calmar Ratio Rank
MYCG Martin Ratio Rank: 9898
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.

PRSD vs. MYCG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Short Duration IG Public & Private Credit ETF (PRSD) and State Street My2027 Corporate Bond ETF (MYCG). 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.


PRSDMYCGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

2.17

Calmar ratioReturn relative to maximum drawdown

9.72

Martin ratioReturn relative to average drawdown

47.67

PRSD vs. MYCG - Sharpe Ratio Comparison


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Drawdowns

PRSD vs. MYCG - Drawdown Comparison

The maximum PRSD drawdown since its inception was -0.73%, smaller than the maximum MYCG drawdown of -0.86%. Use the drawdown chart below to compare losses from any high point for PRSD and MYCG.


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Drawdown Indicators


PRSDMYCGDifference

Max Drawdown

Largest peak-to-trough decline

-0.73%

-0.86%

+0.13%

Max Drawdown (1Y)

Largest decline over 1 year

-0.45%

Current Drawdown

Current decline from peak

-0.03%

0.00%

-0.03%

Average Drawdown

Average peak-to-trough decline

-0.11%

-0.13%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

Volatility

PRSD vs. MYCG - Volatility Comparison


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Volatility by Period


PRSDMYCGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.21%

Volatility (6M)

Calculated over the trailing 6-month period

0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

1.63%

0.97%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.63%

1.47%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.63%

1.47%

+0.16%

PRSD vs. MYCG - Expense Ratio Comparison

PRSD has a 0.45% expense ratio, which is higher than MYCG's 0.15% expense ratio.


Dividends

PRSD vs. MYCG - Dividend Comparison

PRSD's dividend yield for the trailing twelve months is around 3.31%, less than MYCG's 4.29% yield.


Frequently Asked Questions


PRSD and MYCG have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MYCG is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MYCG is cheaper with a 0.15% expense ratio, compared with 0.45% for PRSD.

MYCG has the higher dividend yield at 4.29%, compared with 3.31% for PRSD.

PRSD is categorized as Short-Term Bond, while MYCG is Corporate Bonds. Their fees differ too: 0.45% for PRSD and 0.15% for MYCG.

Portfolio Optimizer

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