Mid Small Stock Funds
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Mid Small Stock Funds, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Apr 5, 2018, corresponding to the inception date of IFRA
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Mid Small Stock Funds | 16.27% | 4.89% | 16.02% | 22.95% | 14.29% | N/A |
| Portfolio components: | ||||||
MLPX Global X MLP & Energy Infrastructure ETF | 19.37% | 2.61% | 17.83% | 28.07% | 13.28% | 4.09% |
IAK iShares U.S. Insurance ETF | 16.93% | 2.81% | 9.39% | 29.03% | 12.07% | 11.56% |
COWZ Pacer US Cash Cows 100 ETF | 8.87% | 3.38% | 9.00% | 13.76% | 16.17% | N/A |
FSUTX Fidelity Select Utilities Portfolio | 13.70% | 0.59% | 18.12% | 13.47% | 8.77% | 9.36% |
PKB Invesco Dynamic Building & Construction ETF | 15.61% | 7.81% | 17.60% | 33.47% | 18.90% | 13.33% |
XMHQ Invesco S&P MidCap Quality ETF | 17.17% | 2.44% | 14.34% | 26.30% | 16.36% | 12.07% |
CACI CACI International Inc | 40.05% | 3.76% | 32.50% | 31.33% | 15.89% | 20.68% |
PPA Invesco Aerospace & Defense ETF | 16.51% | 3.96% | 18.00% | 28.12% | 10.88% | 13.99% |
PHO Invesco Water Resources ETF | 12.43% | 5.44% | 15.17% | 18.92% | 14.13% | 10.79% |
OUSM OShares U.S. Small-Cap Quality Dividend ETF | 10.64% | 5.25% | 10.06% | 18.13% | 10.88% | N/A |
IFRA iShares U.S. Infrastructure ETF | 12.70% | 7.14% | 16.84% | 14.88% | 12.84% | N/A |
SLYG SPDR S&P 600 Small Cap Growth ETF | 10.87% | 8.67% | 12.43% | 17.87% | 9.54% | 10.27% |
Monthly Returns
The table below presents the monthly returns of Mid Small Stock Funds, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.14% | 6.31% | 5.55% | -3.04% | 4.42% | -2.15% | 16.27% | ||||||
| 2023 | 6.07% | -2.53% | -0.98% | 0.93% | -3.43% | 9.60% | 3.43% | -1.89% | -4.32% | -1.97% | 7.17% | 6.12% | 18.38% |
| 2022 | -4.68% | 1.97% | 3.61% | -6.29% | 3.27% | -8.25% | 8.92% | -3.01% | -8.56% | 11.62% | 5.43% | -4.36% | -2.79% |
| 2021 | 0.48% | 3.98% | 7.47% | 3.95% | 1.58% | -0.81% | 1.45% | 1.58% | -3.34% | 5.73% | -3.22% | 5.65% | 26.65% |
| 2020 | -0.03% | -9.53% | -20.24% | 14.07% | 5.83% | -0.48% | 3.55% | 3.99% | -3.45% | 1.15% | 13.80% | 4.90% | 8.82% |
| 2019 | 10.95% | 4.73% | -0.05% | 4.08% | -4.73% | 6.43% | 1.16% | -1.71% | 3.35% | -0.21% | 2.39% | 2.46% | 31.86% |
| 2018 | -0.42% | 3.54% | 0.24% | 3.35% | 2.62% | -1.56% | -8.65% | 1.79% | -9.49% | -9.18% |
Expense Ratio
Mid Small Stock Funds features an expense ratio of 0.42%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Mid Small Stock Funds is 61, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
MLPX Global X MLP & Energy Infrastructure ETF | 2.04 | 2.82 | 1.35 | 4.59 | 14.44 |
IAK iShares U.S. Insurance ETF | 2.33 | 3.10 | 1.40 | 4.65 | 13.67 |
COWZ Pacer US Cash Cows 100 ETF | 1.05 | 1.60 | 1.18 | 1.62 | 3.68 |
FSUTX Fidelity Select Utilities Portfolio | 0.69 | 1.06 | 1.13 | 0.58 | 2.13 |
PKB Invesco Dynamic Building & Construction ETF | 1.31 | 1.86 | 1.23 | 1.74 | 4.68 |
XMHQ Invesco S&P MidCap Quality ETF | 1.45 | 2.14 | 1.25 | 2.30 | 5.77 |
CACI CACI International Inc | 1.54 | 2.28 | 1.28 | 2.12 | 4.40 |
PPA Invesco Aerospace & Defense ETF | 2.12 | 3.12 | 1.37 | 3.17 | 10.46 |
PHO Invesco Water Resources ETF | 1.17 | 1.72 | 1.21 | 1.02 | 3.54 |
OUSM OShares U.S. Small-Cap Quality Dividend ETF | 1.23 | 1.83 | 1.22 | 1.52 | 4.57 |
IFRA iShares U.S. Infrastructure ETF | 0.86 | 1.33 | 1.16 | 0.98 | 2.52 |
SLYG SPDR S&P 600 Small Cap Growth ETF | 0.96 | 1.52 | 1.17 | 0.64 | 3.12 |
Dividends
Dividend yield
Mid Small Stock Funds granted a 1.76% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mid Small Stock Funds | 1.76% | 1.61% | 1.78% | 1.54% | 2.08% | 1.66% | 2.18% | 1.73% | 1.11% | 1.63% | 1.30% | 0.56% |
| Portfolio components: | ||||||||||||
MLPX Global X MLP & Energy Infrastructure ETF | 4.73% | 5.22% | 5.23% | 5.98% | 8.32% | 5.78% | 5.98% | 4.36% | 5.50% | 4.81% | 2.15% | 0.68% |
IAK iShares U.S. Insurance ETF | 1.34% | 1.44% | 1.69% | 2.26% | 2.07% | 1.84% | 2.33% | 1.62% | 1.68% | 1.62% | 1.57% | 1.13% |
COWZ Pacer US Cash Cows 100 ETF | 2.04% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.95% | 0.13% | 0.00% | 0.00% | 0.00% |
FSUTX Fidelity Select Utilities Portfolio | 5.22% | 3.52% | 4.67% | 2.68% | 4.86% | 2.29% | 8.53% | 5.61% | 2.51% | 6.97% | 9.07% | 4.14% |
PKB Invesco Dynamic Building & Construction ETF | 0.23% | 0.33% | 0.43% | 0.25% | 0.30% | 0.37% | 0.54% | 0.17% | 0.31% | 0.11% | 0.10% | 0.00% |
XMHQ Invesco S&P MidCap Quality ETF | 5.13% | 0.73% | 1.72% | 1.00% | 1.12% | 1.22% | 1.59% | 1.06% | 1.63% | 1.34% | 1.25% | 1.11% |
CACI CACI International Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PPA Invesco Aerospace & Defense ETF | 0.59% | 0.67% | 0.83% | 0.59% | 0.88% | 0.95% | 0.90% | 0.67% | 1.70% | 1.41% | 0.62% | 1.26% |
PHO Invesco Water Resources ETF | 0.47% | 0.59% | 0.49% | 0.20% | 0.39% | 0.43% | 0.46% | 0.34% | 0.47% | 0.75% | 0.59% | 0.49% |
OUSM OShares U.S. Small-Cap Quality Dividend ETF | 1.40% | 1.64% | 1.98% | 1.55% | 2.02% | 1.99% | 2.62% | 2.17% | 0.00% | 0.00% | 0.00% | 0.00% |
IFRA iShares U.S. Infrastructure ETF | 1.75% | 1.98% | 1.98% | 1.63% | 2.08% | 1.68% | 2.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SLYG SPDR S&P 600 Small Cap Growth ETF | 1.02% | 1.18% | 1.18% | 0.68% | 0.71% | 1.08% | 1.06% | 4.74% | 1.13% | 5.75% | 4.42% | 0.61% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Mid Small Stock Funds. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Mid Small Stock Funds was 41.80%, occurring on Mar 23, 2020. Recovery took 171 trading sessions.
The current Mid Small Stock Funds drawdown is 1.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.8% | Feb 20, 2020 | 23 | Mar 23, 2020 | 171 | Nov 23, 2020 | 194 |
| -21.68% | Sep 17, 2018 | 69 | Dec 24, 2018 | 89 | May 3, 2019 | 158 |
| -16.25% | Mar 30, 2022 | 56 | Jun 17, 2022 | 155 | Jan 31, 2023 | 211 |
| -9.53% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -9.31% | Feb 3, 2023 | 30 | Mar 17, 2023 | 69 | Jun 27, 2023 | 99 |
Volatility
Volatility Chart
The current Mid Small Stock Funds volatility is 4.45%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| FSUTX | CACI | MLPX | IAK | PKB | PPA | PHO | COWZ | XMHQ | SLYG | IFRA | OUSM | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FSUTX | 1.00 | 0.38 | 0.41 | 0.47 | 0.43 | 0.48 | 0.57 | 0.45 | 0.44 | 0.42 | 0.64 | 0.51 |
| CACI | 0.38 | 1.00 | 0.36 | 0.47 | 0.46 | 0.62 | 0.51 | 0.48 | 0.49 | 0.51 | 0.50 | 0.54 |
| MLPX | 0.41 | 0.36 | 1.00 | 0.54 | 0.51 | 0.58 | 0.51 | 0.70 | 0.60 | 0.60 | 0.68 | 0.60 |
| IAK | 0.47 | 0.47 | 0.54 | 1.00 | 0.61 | 0.71 | 0.66 | 0.72 | 0.69 | 0.66 | 0.72 | 0.75 |
| PKB | 0.43 | 0.46 | 0.51 | 0.61 | 1.00 | 0.71 | 0.80 | 0.75 | 0.80 | 0.82 | 0.77 | 0.83 |
| PPA | 0.48 | 0.62 | 0.58 | 0.71 | 0.71 | 1.00 | 0.76 | 0.75 | 0.75 | 0.77 | 0.77 | 0.79 |
| PHO | 0.57 | 0.51 | 0.51 | 0.66 | 0.80 | 0.76 | 1.00 | 0.76 | 0.81 | 0.82 | 0.81 | 0.88 |
| COWZ | 0.45 | 0.48 | 0.70 | 0.72 | 0.75 | 0.75 | 0.76 | 1.00 | 0.84 | 0.84 | 0.82 | 0.87 |
| XMHQ | 0.44 | 0.49 | 0.60 | 0.69 | 0.80 | 0.75 | 0.81 | 0.84 | 1.00 | 0.88 | 0.82 | 0.89 |
| SLYG | 0.42 | 0.51 | 0.60 | 0.66 | 0.82 | 0.77 | 0.82 | 0.84 | 0.88 | 1.00 | 0.84 | 0.92 |
| IFRA | 0.64 | 0.50 | 0.68 | 0.72 | 0.77 | 0.77 | 0.81 | 0.82 | 0.82 | 0.84 | 1.00 | 0.88 |
| OUSM | 0.51 | 0.54 | 0.60 | 0.75 | 0.83 | 0.79 | 0.88 | 0.87 | 0.89 | 0.92 | 0.88 | 1.00 |