DBP vs. MFIC
Compare and contrast key facts about Invesco DB Precious Metals Fund (DBP) and MidCap Financial Investment Corporation (MFIC).
DBP is a passively managed fund by Invesco that tracks the performance of the DBIQ Optimum Yield Precious Metals Index Excess Return. It was launched on Jan 5, 2007.
Performance
DBP vs. MFIC - Performance Comparison
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DBP vs. MFIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBP Invesco DB Precious Metals Fund | 7.03% | 73.43% | 26.71% | 8.68% | -1.51% | -7.10% | 26.79% | 15.89% | -4.31% | 10.58% |
MFIC MidCap Financial Investment Corporation | 1.30% | -4.34% | 11.25% | 35.48% | 0.19% | 33.67% | -28.54% | 56.97% | -18.11% | 6.51% |
Returns By Period
In the year-to-date period, DBP achieves a 7.03% return, which is significantly higher than MFIC's 1.30% return. Over the past 10 years, DBP has outperformed MFIC with an annualized return of 13.17%, while MFIC has yielded a comparatively lower 7.96% annualized return.
DBP
- 1D
- 4.37%
- 1M
- -13.22%
- YTD
- 7.03%
- 6M
- 26.77%
- 1Y
- 57.78%
- 3Y*
- 34.01%
- 5Y*
- 20.74%
- 10Y*
- 13.17%
MFIC
- 1D
- 2.55%
- 1M
- 19.72%
- YTD
- 1.30%
- 6M
- -0.23%
- 1Y
- -1.31%
- 3Y*
- 12.18%
- 5Y*
- 7.89%
- 10Y*
- 7.96%
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Return for Risk
DBP vs. MFIC — Risk / Return Rank
DBP
MFIC
DBP vs. MFIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco DB Precious Metals Fund (DBP) and MidCap Financial Investment Corporation (MFIC). 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.
| DBP | MFIC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | -0.05 | +1.81 |
Sortino ratioReturn per unit of downside risk | 2.08 | 0.14 | +1.94 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.02 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 2.33 | -0.11 | +2.45 |
Martin ratioReturn relative to average drawdown | 8.43 | -0.31 | +8.74 |
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
| DBP | MFIC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | -0.05 | +1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.35 | +0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.27 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.15 | +0.30 |
Correlation
The correlation between DBP and MFIC is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DBP vs. MFIC - Dividend Comparison
DBP's dividend yield for the trailing twelve months is around 2.28%, less than MFIC's 12.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBP Invesco DB Precious Metals Fund | 2.28% | 2.44% | 4.21% | 4.47% | 0.45% | 0.00% | 0.00% | 1.26% | 1.24% | 0.12% | 0.00% | 0.00% |
MFIC MidCap Financial Investment Corporation | 12.90% | 13.29% | 12.75% | 11.11% | 12.37% | 11.26% | 15.25% | 10.31% | 14.52% | 10.60% | 11.95% | 15.33% |
Drawdowns
DBP vs. MFIC - Drawdown Comparison
The maximum DBP drawdown since its inception was -53.89%, smaller than the maximum MFIC drawdown of -87.97%. Use the drawdown chart below to compare losses from any high point for DBP and MFIC.
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Drawdown Indicators
| DBP | MFIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.89% | -87.97% | +34.08% |
Max Drawdown (1Y)Largest decline over 1 year | -25.48% | -23.46% | -2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -25.48% | -26.97% | +1.49% |
Max Drawdown (10Y)Largest decline over 10 years | -28.36% | -67.77% | +39.41% |
Current DrawdownCurrent decline from peak | -19.34% | -11.47% | -7.87% |
Average DrawdownAverage peak-to-trough decline | -25.47% | -17.58% | -7.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.06% | 8.56% | -1.50% |
Volatility
DBP vs. MFIC - Volatility Comparison
Invesco DB Precious Metals Fund (DBP) has a higher volatility of 12.31% compared to MidCap Financial Investment Corporation (MFIC) at 8.54%. This indicates that DBP's price experiences larger fluctuations and is considered to be riskier than MFIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBP | MFIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.31% | 8.54% | +3.77% |
Volatility (6M)Calculated over the trailing 6-month period | 30.54% | 19.11% | +11.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.93% | 28.46% | +4.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.57% | 22.78% | -2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.57% | 30.00% | -11.43% |