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DBP vs. MFIC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBP vs. MFIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Precious Metals Fund (DBP) and MidCap Financial Investment Corporation (MFIC). The values are adjusted to include any dividend payments, if applicable.

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DBP vs. MFIC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DBP vs. MFIC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DBP
DBP Risk / Return Rank: 8383
Overall Rank
DBP Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DBP Sortino Ratio Rank: 8282
Sortino Ratio Rank
DBP Omega Ratio Rank: 8585
Omega Ratio Rank
DBP Calmar Ratio Rank: 8383
Calmar Ratio Rank
DBP Martin Ratio Rank: 8080
Martin Ratio Rank

MFIC
MFIC Risk / Return Rank: 3636
Overall Rank
MFIC Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
MFIC Sortino Ratio Rank: 3333
Sortino Ratio Rank
MFIC Omega Ratio Rank: 3333
Omega Ratio Rank
MFIC Calmar Ratio Rank: 3838
Calmar Ratio Rank
MFIC Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


DBPMFICDifference

Sharpe ratio

Return per unit of total volatility

1.76

-0.05

+1.81

Sortino ratio

Return per unit of downside risk

2.08

0.14

+1.94

Omega ratio

Gain probability vs. loss probability

1.33

1.02

+0.31

Calmar ratio

Return relative to maximum drawdown

2.33

-0.11

+2.45

Martin ratio

Return relative to average drawdown

8.43

-0.31

+8.74

DBP vs. MFIC - Sharpe Ratio Comparison

The current DBP Sharpe Ratio is 1.76, which is higher than the MFIC Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of DBP and MFIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DBPMFICDifference

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.


TTM20252024202320222021202020192018201720162015
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


DBPMFICDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-19.34%

-11.47%

-7.87%

Average Drawdown

Average peak-to-trough decline

-25.47%

-17.58%

-7.89%

Ulcer Index

Depth 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


DBPMFICDifference

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%