FLMVX vs. MDYV
Compare and contrast key facts about JPMorgan Mid Cap Value Fund (FLMVX) and SPDR S&P 400 Mid Cap Value ETF (MDYV).
FLMVX is managed by JPMorgan. It was launched on Nov 13, 1997. MDYV is a passively managed fund by State Street that tracks the performance of the S&P MidCap 400 Value Index. It was launched on Nov 8, 2005.
Performance
FLMVX vs. MDYV - Performance Comparison
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FLMVX vs. MDYV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
FLMVX
MDYV
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.
| FLMVX | MDYV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.63 | -0.04 |
Sortino ratioReturn per unit of downside risk | 0.95 | 1.03 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.14 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 0.91 | -0.02 |
Martin ratioReturn relative to average drawdown | 3.78 | 3.41 | +0.38 |
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
| FLMVX | MDYV | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| FLMVX | MDYV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.51% | -7.10% | +1.59% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -8.68% | +2.20% |
Ulcer IndexDepth 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
| FLMVX | MDYV | Difference | |
|---|---|---|---|
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% |