SDFI vs. MYCG

Last updated Jun 24, 2026

SDFI (AB Short Duration Income ETF) and MYCG (State Street My2027 Corporate Bond ETF) are both exchange-traded funds - SDFI is a Short-Term Bond fund tracking the Actively Managed, while MYCG is a Corporate Bonds fund actively managed by State Street. SDFI is passively managed, while MYCG is actively managed. Over the past year, SDFI returned 3.91% vs 4.43% for MYCG. A 0.73 correlation means they provide meaningful diversification when combined. SDFI charges 0.30%/yr vs 0.15%/yr for MYCG.

Performance

SDFI vs. MYCG - Performance Comparison

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

Returns By Period

In the year-to-date period, SDFI achieves a 0.89% return, which is significantly lower than MYCG's 1.50% return.

SDFI

• 1D: 0.03%
• 1M: 0.20%
• YTD: 0.89%
• 6M: 1.13%
• 1Y: 3.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MYCG

• 1D: 0.04%
• 1M: 0.36%
• YTD: 1.50%
• 6M: 1.72%
• 1Y: 4.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SDFI vs. MYCG - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SDFI AB Short Duration Income ETF	0.89%	6.39%	-0.08%
MYCG State Street My2027 Corporate Bond ETF	1.50%	5.85%	-0.23%

Correlation

The correlation between SDFI and MYCG is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (All Time) Calculated using the full available price history since Sep 24, 2024	0.73

The correlation between SDFI and MYCG has been stable across timeframes, ranging from 0.73 to 0.73 - a consistent structural relationship.

Return for Risk

SDFI vs. MYCG — Risk / Return Rank

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

SDFI

SDFI Risk / Return Rank: 71
SDFI Sharpe Ratio Rank: 65
SDFI Sortino Ratio Rank: 69
SDFI Omega Ratio Rank: 71
SDFI Calmar Ratio Rank: 72
SDFI Martin Ratio Rank: 77

MYCG

MYCG Risk / Return Rank: 98
MYCG Sharpe Ratio Rank: 98
MYCG Sortino Ratio Rank: 98
MYCG Omega Ratio Rank: 98
MYCG Calmar Ratio Rank: 97
MYCG Martin Ratio Rank: 98

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.

SDFI vs. MYCG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Short Duration Income ETF (SDFI) 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.

	SDFI	MYCG	Difference
Sharpe ratio: Return per unit of total volatility	1.92	4.58	-2.67
Sortino ratio: Return per unit of downside risk	2.82	8.41	-5.59
Omega ratio: Gain probability vs. loss probability	1.38	2.20	-0.82
Calmar ratio: Return relative to maximum drawdown	3.27	9.97	-6.70
Martin ratio: Return relative to average drawdown	13.25	47.91	-34.66

SDFI vs. MYCG - Sharpe Ratio Comparison

The current SDFI Sharpe Ratio is 1.92, which is lower than the MYCG Sharpe Ratio of 4.58. The chart below compares the historical Sharpe Ratios of SDFI and MYCG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SDFI vs. MYCG - Drawdown Comparison

The maximum SDFI drawdown since its inception was -1.21%, which is greater than MYCG's maximum drawdown of -0.86%. Use the drawdown chart below to compare losses from any high point for SDFI and MYCG.

Drawdown Indicators

	SDFI	MYCG	Difference
Max Drawdown Largest peak-to-trough decline	-1.21%	-0.86%	-0.35%
Max Drawdown (1Y) Largest decline over 1 year	-1.20%	-0.45%	-0.75%
Current Drawdown Current decline from peak	-0.20%	0.00%	-0.20%
Average Drawdown Average peak-to-trough decline	-0.22%	-0.14%	-0.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.30%	0.09%	+0.21%

Volatility

SDFI vs. MYCG - Volatility Comparison

AB Short Duration Income ETF (SDFI) has a higher volatility of 0.61% compared to State Street My2027 Corporate Bond ETF (MYCG) at 0.22%. This indicates that SDFI's price experiences larger fluctuations and is considered to be riskier than MYCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDFI	MYCG	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.61%	0.22%	+0.39%
Volatility (6M) Calculated over the trailing 6-month period	1.39%	0.53%	+0.86%
Volatility (1Y) Calculated over the trailing 1-year period	2.05%	0.98%	+1.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.48%	1.48%	+1.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.48%	1.48%	+1.00%

SDFI vs. MYCG - Expense Ratio Comparison

SDFI has a 0.30% expense ratio, which is higher than MYCG's 0.15% expense ratio.

Dividends

SDFI vs. MYCG - Dividend Comparison

SDFI's dividend yield for the trailing twelve months is around 4.61%, more than MYCG's 4.28% yield.

Position	TTM	2025	2024
MYCG State Street My2027 Corporate Bond ETF	4.28%	4.28%	1.16%
SDFI AB Short Duration Income ETF	4.61%	4.66%	3.11%

Frequently Asked Questions

Can I hold both SDFI and MYCG in my portfolio?

SDFI and MYCG have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SDFI or MYCG?

SDFI has higher volatility (0.61%) compared to MYCG (0.22%). In terms of maximum drawdown, SDFI dropped -1.21% vs MYCG's -0.86%.

Which ETF is better, SDFI or MYCG?

On 1-year performance, MYCG leads with 4.43% vs 3.91% for SDFI. On fees, MYCG is cheaper at 0.15% per year. On volatility, MYCG has been the lower-risk option at 0.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SDFI or MYCG?

Over the 1-year period, MYCG has performed better with a 4.43% return vs 3.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SDFI or MYCG?

MYCG is cheaper with a 0.15% expense ratio, compared with 0.30% for SDFI.

Which ETF pays a higher dividend yield, SDFI or MYCG?

SDFI has the higher dividend yield at 4.61%, compared with 4.28% for MYCG.

What is the main difference between SDFI and MYCG?

SDFI is categorized as Short-Term Bond, while MYCG is Corporate Bonds. They also come from different issuers: AllianceBernstein and State Street. Their fees differ too: 0.30% for SDFI and 0.15% for MYCG.

Which has better risk-adjusted returns?

MYCG currently has the higher Sharpe Ratio (4.58 vs 1.92), 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.