Mid Cap

The chart shows the growth of an initial investment of $10,000 in Mid Cap, 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 Every 3 months.

As of Jun 9, 2026, the Mid Cap returned 8.60% Year-To-Date and 11.44% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 30, 2004, Mid Cap's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +14.3%, while the worst month was Oct 2008 at -22.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Mid Cap closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +10.9%, while the worst single day was Mar 16, 2020 at -12.4%.

Mid Cap has an annualized alpha of 1.27%, beta of 1.04, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since January 30, 2004.

• This portfolio captured 109.95% of S&P 500 Index gains and 103.16% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• With beta of 1.04 and R2 of 0.91, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Mid Cap has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Mid Cap ranks 21 for risk / return — below 21% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The table below presents risk-adjusted performance metrics for Mid Cap and compares them with S&P 500 Index.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Mid Cap Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 1.31
• 5-Year: 0.43
• 10-Year: 0.61
• All Time: 0.50

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.59 to 2.46, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Mid Cap compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Mid Cap provided a 1.38% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Mid Cap. 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 Cap was 58.87%, occurring on Mar 9, 2009. Recovery took 485 trading sessions.

The current Mid Cap drawdown is 2.10%.

The chart below shows the rolling one-month volatility.