FRSGX vs. MDYV
Compare and contrast key facts about Franklin Small-Mid Cap Growth Fund (FRSGX) and SPDR S&P 400 Mid Cap Value ETF (MDYV).
FRSGX is managed by Franklin Templeton. It was launched on Feb 14, 1992. 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
FRSGX vs. MDYV - Performance Comparison
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FRSGX vs. MDYV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRSGX Franklin Small-Mid Cap Growth Fund | -4.33% | 2.83% | 11.36% | 27.20% | -33.84% | 50.07% | 56.09% | 31.98% | -4.94% | 21.64% |
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, FRSGX achieves a -4.33% return, which is significantly lower than MDYV's 1.55% return. Over the past 10 years, FRSGX has outperformed MDYV with an annualized return of 13.41%, while MDYV has yielded a comparatively lower 10.01% annualized return.
FRSGX
- 1D
- 3.34%
- 1M
- -6.32%
- YTD
- -4.33%
- 6M
- -7.06%
- 1Y
- 6.94%
- 3Y*
- 8.03%
- 5Y*
- 6.19%
- 10Y*
- 13.41%
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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FRSGX vs. MDYV - Expense Ratio Comparison
FRSGX has a 0.85% expense ratio, which is higher than MDYV's 0.15% expense ratio.
Return for Risk
FRSGX vs. MDYV — Risk / Return Rank
FRSGX
MDYV
FRSGX vs. MDYV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Small-Mid Cap Growth Fund (FRSGX) 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.
| FRSGX | MDYV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 0.63 | -0.27 |
Sortino ratioReturn per unit of downside risk | 0.67 | 1.03 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.14 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.38 | 0.91 | -0.53 |
Martin ratioReturn relative to average drawdown | 1.28 | 3.41 | -2.13 |
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
| FRSGX | MDYV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 0.63 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.37 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.46 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.40 | +0.07 |
Correlation
The correlation between FRSGX and MDYV is 0.73, 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
FRSGX vs. MDYV - Dividend Comparison
FRSGX's dividend yield for the trailing twelve months is around 8.53%, more than MDYV's 1.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRSGX Franklin Small-Mid Cap Growth Fund | 8.53% | 8.16% | 0.00% | 0.00% | 6.80% | 41.15% | 8.84% | 18.91% | 14.01% | 8.78% | 6.68% | 9.71% |
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
FRSGX vs. MDYV - Drawdown Comparison
The maximum FRSGX drawdown since its inception was -69.07%, which is greater than MDYV's maximum drawdown of -60.71%. Use the drawdown chart below to compare losses from any high point for FRSGX and MDYV.
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Drawdown Indicators
| FRSGX | MDYV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.07% | -60.71% | -8.36% |
Max Drawdown (1Y)Largest decline over 1 year | -13.80% | -14.55% | +0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -39.25% | -22.58% | -16.67% |
Max Drawdown (10Y)Largest decline over 10 years | -39.25% | -45.90% | +6.65% |
Current DrawdownCurrent decline from peak | -9.46% | -7.10% | -2.36% |
Average DrawdownAverage peak-to-trough decline | -18.78% | -8.68% | -10.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.05% | 3.88% | +0.17% |
Volatility
FRSGX vs. MDYV - Volatility Comparison
Franklin Small-Mid Cap Growth Fund (FRSGX) has a higher volatility of 6.69% compared to SPDR S&P 400 Mid Cap Value ETF (MDYV) at 5.30%. This indicates that FRSGX's price experiences larger fluctuations and is considered to be riskier 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
| FRSGX | MDYV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.69% | 5.30% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 12.51% | 11.44% | +1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.23% | 20.68% | +1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.43% | 19.57% | +8.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.03% | 21.90% | +3.13% |