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SPDR S&P 400 Mid Cap Value ETF (MDYV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78464A8392

CUSIP

78464A839

Issuer

State Street

Inception Date

Nov 8, 2005

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P MidCap 400 Value Index

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Value

Expense Ratio

MDYV has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for MDYV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
MDYV vs. VOE MDYV vs. XMVM MDYV vs. IMCV MDYV vs. IVOV MDYV vs. VFINX MDYV vs. VOO MDYV vs. VO MDYV vs. SLYV MDYV vs. AAPL MDYV vs. VIOV
Popular comparisons:
MDYV vs. VOE MDYV vs. XMVM MDYV vs. IMCV MDYV vs. IVOV MDYV vs. VFINX MDYV vs. VOO MDYV vs. VO MDYV vs. SLYV MDYV vs. AAPL MDYV vs. VIOV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR S&P 400 Mid Cap Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.97%
8.53%
MDYV (SPDR S&P 400 Mid Cap Value ETF)
Benchmark (^GSPC)

Returns By Period

SPDR S&P 400 Mid Cap Value ETF had a return of 10.99% year-to-date (YTD) and 11.33% in the last 12 months. Over the past 10 years, SPDR S&P 400 Mid Cap Value ETF had an annualized return of 8.92%, while the S&P 500 had an annualized return of 11.06%, indicating that SPDR S&P 400 Mid Cap Value ETF did not perform as well as the benchmark.


MDYV

YTD

10.99%

1M

-3.32%

6M

10.97%

1Y

11.33%

5Y*

9.95%

10Y*

8.92%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of MDYV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.11%1.83%5.38%-6.00%4.80%-2.05%7.58%0.65%1.07%0.09%8.91%10.99%
202311.48%-2.81%-5.40%-1.04%-3.62%9.68%4.46%-3.77%-5.78%-5.84%9.48%10.21%15.36%
2022-4.11%1.33%2.23%-6.71%2.09%-9.23%9.17%-2.82%-9.46%11.52%6.34%-5.13%-7.20%
20211.14%9.46%6.97%4.75%1.93%-2.89%-0.16%2.42%-3.72%4.44%-2.36%5.87%30.51%
2020-4.11%-10.49%-24.31%14.35%5.18%1.11%2.70%3.84%-4.22%3.32%16.64%6.61%3.68%
201911.65%4.04%-1.89%4.73%-9.65%8.31%0.93%-5.28%5.01%1.25%2.83%3.11%25.89%
20181.30%-5.03%1.00%0.39%4.30%0.39%2.11%2.56%-0.97%-8.93%2.88%-11.28%-11.95%
20171.64%1.94%-0.69%-0.38%-1.22%2.05%0.97%-2.16%4.51%0.94%3.70%0.58%12.31%
2016-5.62%2.47%9.78%1.97%1.44%0.06%4.52%0.27%0.11%-2.08%9.74%1.81%26.13%
2015-3.25%5.68%0.11%-0.27%0.83%-1.40%-2.42%-4.55%-3.85%6.37%1.25%-5.19%-7.18%
2014-1.46%4.33%1.22%-0.36%1.69%4.27%-4.29%5.11%-5.03%3.83%1.67%1.31%12.33%
20137.28%1.96%5.15%-0.29%3.07%-1.17%6.26%-4.47%4.72%4.49%0.89%2.47%34.16%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MDYV is 48, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of MDYV is 4848
Overall Rank
The Sharpe Ratio Rank of MDYV is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of MDYV is 4444
Sortino Ratio Rank
The Omega Ratio Rank of MDYV is 4343
Omega Ratio Rank
The Calmar Ratio Rank of MDYV is 6060
Calmar Ratio Rank
The Martin Ratio Rank of MDYV is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR S&P 400 Mid Cap Value ETF (MDYV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for MDYV, currently valued at 0.79, compared to the broader market0.002.004.000.792.10
The chart of Sortino ratio for MDYV, currently valued at 1.20, compared to the broader market-2.000.002.004.006.008.0010.001.202.80
The chart of Omega ratio for MDYV, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.39
The chart of Calmar ratio for MDYV, currently valued at 1.45, compared to the broader market0.005.0010.0015.001.453.09
The chart of Martin ratio for MDYV, currently valued at 4.09, compared to the broader market0.0020.0040.0060.0080.00100.004.0913.49
MDYV
^GSPC

The current SPDR S&P 400 Mid Cap Value ETF Sharpe ratio is 0.79. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR S&P 400 Mid Cap Value ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.79
2.10
MDYV (SPDR S&P 400 Mid Cap Value ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR S&P 400 Mid Cap Value ETF provided a 1.29% dividend yield over the last twelve months, with an annual payout of $1.04 per share.


1.50%2.00%2.50%3.00%3.50%4.00%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.04$1.17$1.23$1.24$0.94$1.01$1.01$1.28$0.86$1.61$1.73$0.56

Dividend yield

1.29%1.59%1.90%1.74%1.70%1.83%2.28%2.48%1.83%4.24%4.05%1.41%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR S&P 400 Mid Cap Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.29$0.00$0.00$0.39$0.00$0.00$0.36$0.00$0.00$0.00$1.04
2023$0.00$0.00$0.24$0.00$0.00$0.33$0.00$0.00$0.29$0.00$0.00$0.30$1.17
2022$0.00$0.00$0.25$0.00$0.00$0.34$0.00$0.00$0.32$0.00$0.00$0.33$1.23
2021$0.00$0.00$0.30$0.00$0.00$0.32$0.00$0.00$0.24$0.00$0.00$0.39$1.24
2020$0.00$0.00$0.29$0.00$0.00$0.25$0.00$0.00$0.15$0.00$0.00$0.24$0.94
2019$0.00$0.00$0.18$0.00$0.00$0.26$0.00$0.00$0.25$0.00$0.00$0.31$1.01
2018$0.00$0.00$0.24$0.00$0.00$0.25$0.00$0.00$0.23$0.00$0.00$0.29$1.01
2017$0.00$0.00$0.17$0.00$0.00$0.22$0.00$0.00$0.20$0.00$0.00$0.69$1.28
2016$0.00$0.00$0.17$0.00$0.00$0.20$0.00$0.00$0.22$0.00$0.00$0.27$0.86
2015$0.00$0.00$0.10$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$1.13$1.61
2014$0.00$0.00$0.14$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00$1.24$1.73
2013$0.09$0.00$0.00$0.16$0.00$0.00$0.15$0.00$0.00$0.16$0.56

Drawdowns

Drawdowns Chart

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.85%
-2.62%
MDYV (SPDR S&P 400 Mid Cap Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR S&P 400 Mid Cap Value ETF. 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 SPDR S&P 400 Mid Cap Value ETF was 60.70%, occurring on Mar 6, 2009. Recovery took 504 trading sessions.

The current SPDR S&P 400 Mid Cap Value ETF drawdown is 7.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.7%Jun 5, 2007379Mar 6, 2009504Apr 5, 2011883
-45.9%Jan 17, 202045Mar 23, 2020179Dec 4, 2020224
-25.52%May 2, 201193Sep 22, 2011106Mar 15, 2012199
-22.83%Aug 30, 201880Dec 24, 2018218Nov 5, 2019298
-21.33%Jun 24, 2015145Jan 20, 201697Jun 8, 2016242

Volatility

Volatility Chart

The current SPDR S&P 400 Mid Cap Value ETF volatility is 5.46%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.46%
3.79%
MDYV (SPDR S&P 400 Mid Cap Value ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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