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FLMVX vs. MDYV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLMVX vs. MDYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Mid Cap Value Fund (FLMVX) and SPDR S&P 400 Mid Cap Value ETF (MDYV). The values are adjusted to include any dividend payments, if applicable.

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FLMVX vs. MDYV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLMVX
JPMorgan Mid Cap Value Fund
2.16%5.17%27.75%11.38%-8.11%29.89%0.36%26.67%-11.66%13.67%
MDYV
SPDR S&P 400 Mid Cap Value ETF
1.55%7.45%11.48%15.35%-7.19%30.51%3.68%25.89%-11.95%12.31%

Returns By Period

In the year-to-date period, FLMVX achieves a 2.16% return, which is significantly higher than MDYV's 1.55% return. Both investments have delivered pretty close results over the past 10 years, with FLMVX having a 9.84% annualized return and MDYV not far ahead at 10.01%.


FLMVX

1D
1.81%
1M
-5.37%
YTD
2.16%
6M
3.42%
1Y
9.29%
3Y*
15.22%
5Y*
9.31%
10Y*
9.84%

MDYV

1D
0.49%
1M
-4.97%
YTD
1.55%
6M
3.08%
1Y
12.97%
3Y*
11.04%
5Y*
7.25%
10Y*
10.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLMVX vs. MDYV - Expense Ratio Comparison

FLMVX has a 0.75% expense ratio, which is higher than MDYV's 0.15% expense ratio.


Return for Risk

FLMVX vs. MDYV — Risk / Return Rank

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

FLMVX
FLMVX Risk / Return Rank: 2424
Overall Rank
FLMVX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FLMVX Sortino Ratio Rank: 2121
Sortino Ratio Rank
FLMVX Omega Ratio Rank: 1919
Omega Ratio Rank
FLMVX Calmar Ratio Rank: 2929
Calmar Ratio Rank
FLMVX Martin Ratio Rank: 3333
Martin Ratio Rank

MDYV
MDYV Risk / Return Rank: 3333
Overall Rank
MDYV Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MDYV Sortino Ratio Rank: 3333
Sortino Ratio Rank
MDYV Omega Ratio Rank: 3232
Omega Ratio Rank
MDYV Calmar Ratio Rank: 3434
Calmar Ratio Rank
MDYV Martin Ratio Rank: 3535
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.

FLMVX vs. MDYV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Value Fund (FLMVX) and SPDR S&P 400 Mid Cap Value ETF (MDYV). 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.


FLMVXMDYVDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.63

-0.04

Sortino ratio

Return per unit of downside risk

0.95

1.03

-0.08

Omega ratio

Gain probability vs. loss probability

1.13

1.14

-0.01

Calmar ratio

Return relative to maximum drawdown

0.89

0.91

-0.02

Martin ratio

Return relative to average drawdown

3.78

3.41

+0.38

FLMVX vs. MDYV - Sharpe Ratio Comparison

The current FLMVX Sharpe Ratio is 0.59, which is comparable to the MDYV Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FLMVX and MDYV, 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


FLMVXMDYVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.63

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.37

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.46

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.40

+0.21

Correlation

The correlation between FLMVX and MDYV is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FLMVX vs. MDYV - Dividend Comparison

FLMVX's dividend yield for the trailing twelve months is around 20.71%, more than MDYV's 1.86% yield.


TTM20252024202320222021202020192018201720162015
FLMVX
JPMorgan Mid Cap Value Fund
20.71%21.16%23.25%6.10%11.73%14.98%7.73%5.20%8.30%2.71%7.04%6.69%
MDYV
SPDR S&P 400 Mid Cap Value ETF
1.86%1.72%1.89%1.59%1.90%1.74%1.69%1.83%2.28%2.48%1.83%4.31%

Drawdowns

FLMVX vs. MDYV - Drawdown Comparison

The maximum FLMVX drawdown since its inception was -54.72%, smaller than the maximum MDYV drawdown of -60.71%. Use the drawdown chart below to compare losses from any high point for FLMVX and MDYV.


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Drawdown Indicators


FLMVXMDYVDifference

Max Drawdown

Largest peak-to-trough decline

-54.72%

-60.71%

+5.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.82%

-14.55%

+2.73%

Max Drawdown (5Y)

Largest decline over 5 years

-25.59%

-22.58%

-3.01%

Max Drawdown (10Y)

Largest decline over 10 years

-43.06%

-45.90%

+2.84%

Current Drawdown

Current decline from peak

-5.51%

-7.10%

+1.59%

Average Drawdown

Average peak-to-trough decline

-6.48%

-8.68%

+2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

3.88%

-1.11%

Volatility

FLMVX vs. MDYV - Volatility Comparison

The current volatility for JPMorgan Mid Cap Value Fund (FLMVX) is 4.42%, while SPDR S&P 400 Mid Cap Value ETF (MDYV) has a volatility of 5.30%. This indicates that FLMVX experiences smaller price fluctuations and is considered to be less risky than MDYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLMVXMDYVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

5.30%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

11.44%

-2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

20.68%

-4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.40%

19.57%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.44%

21.90%

-1.46%