TFI vs. MYMG
TFI (SPDR Nuveen Bloomberg Barclays Municipal Bond ETF) and MYMG (State Street My2027 Municipal Bond ETF) are both Municipal Bonds funds from State Street. TFI is passively managed, while MYMG is actively managed. Over the past year, TFI returned 6.67% vs 3.89% for MYMG. A 0.74 correlation means they provide meaningful diversification when combined. TFI charges 0.23%/yr vs 0.20%/yr for MYMG.
Performance
TFI vs. MYMG - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with TFI having a 1.19% return and MYMG slightly higher at 1.20%.
TFI
- 1D
- -0.02%
- 1M
- 0.63%
- YTD
- 1.19%
- 6M
- 1.64%
- 1Y
- 6.67%
- 3Y*
- 2.99%
- 5Y*
- -0.07%
- 10Y*
- 1.51%
MYMG
- 1D
- 0.02%
- 1M
- 0.37%
- YTD
- 1.20%
- 6M
- 1.48%
- 1Y
- 3.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TFI vs. MYMG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TFI SPDR Nuveen Bloomberg Barclays Municipal Bond ETF | 1.19% | 3.62% | -1.44% |
MYMG State Street My2027 Municipal Bond ETF | 1.20% | 2.64% | -0.18% |
Correlation
The correlation between TFI and MYMG is 0.62, 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 | 0.62 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2024 | 0.74 |
The correlation between TFI and MYMG shifts across timeframes, from 0.62 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TFI vs. MYMG — Risk / Return Rank
TFI
MYMG
TFI vs. MYMG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) and State Street My2027 Municipal Bond ETF (MYMG). 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.
| TFI | MYMG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.42 | ||
| Sortino ratioReturn per unit of downside risk | -4.60 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 2.38 | -0.87 |
| Calmar ratioReturn relative to maximum drawdown | 2.40 | 10.94 | -8.54 |
| Martin ratioReturn relative to average drawdown | 7.91 | 36.03 | -28.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TFI | MYMG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 4.80 | -2.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 1.07 | -0.56 |
Drawdowns
TFI vs. MYMG - Drawdown Comparison
The maximum TFI drawdown since its inception was -15.49%, which is greater than MYMG's maximum drawdown of -2.31%. Use the drawdown chart below to compare losses from any high point for TFI and MYMG.
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Drawdown Indicators
| TFI | MYMG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.49% | -2.31% | -13.18% |
Max Drawdown (1Y)Largest decline over 1 year | -2.79% | -0.36% | -2.43% |
Max Drawdown (3Y)Largest decline over 3 years | -6.81% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -15.41% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -15.49% | — | — |
Current DrawdownCurrent decline from peak | -1.21% | 0.00% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -2.97% | -0.33% | -2.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.85% | 0.11% | +0.74% |
Volatility
TFI vs. MYMG - Volatility Comparison
SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) has a higher volatility of 0.90% compared to State Street My2027 Municipal Bond ETF (MYMG) at 0.18%. This indicates that TFI's price experiences larger fluctuations and is considered to be riskier than MYMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TFI | MYMG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.90% | 0.18% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 2.10% | 0.56% | +1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.82% | 0.81% | +2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.31% | 2.03% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.00% | 2.03% | +2.97% |
TFI vs. MYMG - Expense Ratio Comparison
TFI has a 0.23% expense ratio, which is higher than MYMG's 0.20% 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
TFI vs. MYMG - Dividend Comparison
TFI's dividend yield for the trailing twelve months is around 3.48%, more than MYMG's 2.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MYMG State Street My2027 Municipal Bond ETF | 2.88% | 3.03% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TFI SPDR Nuveen Bloomberg Barclays Municipal Bond ETF | 3.48% | 3.32% | 3.01% | 2.41% | 1.87% | 1.71% | 1.91% | 2.14% | 2.26% | 2.16% | 2.39% | 2.40% |
Frequently Asked Questions
TFI and MYMG have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TFI has higher volatility (0.90%) compared to MYMG (0.18%). In terms of maximum drawdown, TFI dropped -15.49% vs MYMG's -2.31%.
On 1-year performance, TFI leads with 6.67% vs 3.89% for MYMG. On fees, MYMG is cheaper at 0.20% per year. On volatility, MYMG has been the lower-risk option at 0.18%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TFI has performed better with a 6.67% return vs 3.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
MYMG is cheaper with a 0.20% expense ratio, compared with 0.23% for TFI.
TFI has the higher dividend yield at 3.48%, compared with 2.88% for MYMG.
Their fees differ too: 0.23% for TFI and 0.20% for MYMG.
MYMG currently has the higher Sharpe Ratio (4.80 vs 2.38), 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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