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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Intech S&P Small-Mid Cap Diversified Alpha ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Intech S&P Small-Mid Cap Diversified Alpha ETF (SMDX) has returned 2.96% so far this year and 22.23% over the past 12 months.
Intech S&P Small-Mid Cap Diversified Alpha ETF
- 1D
- 2.77%
- 1M
- -4.72%
- YTD
- 2.96%
- 6M
- 4.62%
- 1Y
- 22.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Feb 28, 2025, SMDX's average daily return is +0.07%, while the average monthly return is +1.31%. At this rate, your investment would double in approximately 4.4 years.
Historically, 62% of months were positive and 38% were negative. The best month was May 2025 with a return of +6.6%, while the worst month was Mar 2026 at -4.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 2 months.
On a daily basis, SMDX closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +6.7%, while the worst single day was Apr 3, 2025 at -6.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.30% | 3.60% | -4.72% | 2.96% | |||||||||
| 2025 | -3.80% | -1.86% | 6.58% | 4.00% | 1.56% | 4.67% | 1.03% | -1.50% | 3.19% | -0.02% | 14.21% |
Benchmark Metrics
Intech S&P Small-Mid Cap Diversified Alpha ETF has an annualized alpha of 7.56%, beta of 0.99, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since March 03, 2025.
- This ETF captured 106.57% of S&P 500 Index gains but only 58.82% of its losses — a favorable profile for investors.
- This ETF generated an annualized alpha of 7.56% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.99 and R² of 0.70, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 7.56%
- Beta
- 0.99
- R²
- 0.70
- Upside Capture
- 106.57%
- Downside Capture
- 58.82%
Expense Ratio
SMDX has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SMDX ranks 63 for risk / return — better than 63% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Intech S&P Small-Mid Cap Diversified Alpha ETF (SMDX) and compare them to a chosen benchmark (S&P 500 Index).
| SMDX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.90 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.39 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.01 | 1.40 | +0.61 |
Martin ratioReturn relative to average drawdown | 7.55 | 6.61 | +0.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SMDX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Intech S&P Small-Mid Cap Diversified Alpha ETF provided a 0.59% dividend yield over the last twelve months, with an annual payout of $0.14 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $0.14 | $0.14 |
Dividend yield | 0.59% | 0.61% |
Monthly Dividends
The table displays the monthly dividend distributions for Intech S&P Small-Mid Cap Diversified Alpha ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.14 | $0.14 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Intech S&P Small-Mid Cap Diversified Alpha 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 Intech S&P Small-Mid Cap Diversified Alpha ETF was 14.52%, occurring on Apr 7, 2025. Recovery took 24 trading sessions.
The current Intech S&P Small-Mid Cap Diversified Alpha ETF drawdown is 6.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.52% | Mar 3, 2025 | 26 | Apr 7, 2025 | 24 | May 12, 2025 | 50 |
| -8.66% | Feb 9, 2026 | 35 | Mar 30, 2026 | — | — | — |
| -6.74% | Oct 28, 2025 | 18 | Nov 20, 2025 | 5 | Nov 28, 2025 | 23 |
| -5.15% | Sep 12, 2025 | 21 | Oct 10, 2025 | 10 | Oct 24, 2025 | 31 |
| -3.79% | Jul 28, 2025 | 5 | Aug 1, 2025 | 7 | Aug 12, 2025 | 12 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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