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HRMDX vs. 100D.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HRMDX vs. 100D.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Heartland Mid Cap Value Fund (HRMDX) and Amundi FTSE 100 UCITS ETF (100D.L). The values are adjusted to include any dividend payments, if applicable.

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HRMDX vs. 100D.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HRMDX
Heartland Mid Cap Value Fund
2.35%0.12%3.68%13.37%-3.09%28.13%6.93%6.71%
100D.L
Amundi FTSE 100 UCITS ETF
1.83%35.26%7.50%13.03%-6.40%16.93%-9.08%5.82%
Different Trading Currencies

HRMDX is traded in USD, while 100D.L is traded in GBp. To make them comparable, the 100D.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HRMDX achieves a 2.35% return, which is significantly higher than 100D.L's 1.83% return.


HRMDX

1D
-0.95%
1M
-9.39%
YTD
2.35%
6M
0.38%
1Y
1.79%
3Y*
5.33%
5Y*
5.25%
10Y*
9.54%

100D.L

1D
1.06%
1M
-7.98%
YTD
1.83%
6M
8.67%
1Y
25.65%
3Y*
16.70%
5Y*
11.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HRMDX vs. 100D.L - Expense Ratio Comparison

HRMDX has a 1.10% expense ratio, which is higher than 100D.L's 0.14% expense ratio.


Return for Risk

HRMDX vs. 100D.L — Risk / Return Rank

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

HRMDX
HRMDX Risk / Return Rank: 88
Overall Rank
HRMDX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
HRMDX Sortino Ratio Rank: 88
Sortino Ratio Rank
HRMDX Omega Ratio Rank: 77
Omega Ratio Rank
HRMDX Calmar Ratio Rank: 88
Calmar Ratio Rank
HRMDX Martin Ratio Rank: 88
Martin Ratio Rank

100D.L
100D.L Risk / Return Rank: 8484
Overall Rank
100D.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
100D.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
100D.L Omega Ratio Rank: 8989
Omega Ratio Rank
100D.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
100D.L Martin Ratio Rank: 8181
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.

HRMDX vs. 100D.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Heartland Mid Cap Value Fund (HRMDX) and Amundi FTSE 100 UCITS ETF (100D.L). 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.


HRMDX100D.LDifference

Sharpe ratio

Return per unit of total volatility

0.14

1.55

-1.41

Sortino ratio

Return per unit of downside risk

0.34

1.95

-1.61

Omega ratio

Gain probability vs. loss probability

1.04

1.31

-0.27

Calmar ratio

Return relative to maximum drawdown

0.13

1.96

-1.83

Martin ratio

Return relative to average drawdown

0.41

8.84

-8.43

HRMDX vs. 100D.L - Sharpe Ratio Comparison

The current HRMDX Sharpe Ratio is 0.14, which is lower than the 100D.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of HRMDX and 100D.L, 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


HRMDX100D.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

1.55

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.69

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.44

-0.02

Correlation

The correlation between HRMDX and 100D.L is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HRMDX vs. 100D.L - Dividend Comparison

HRMDX's dividend yield for the trailing twelve months is around 2.12%, less than 100D.L's 3.65% yield.


TTM20252024202320222021202020192018201720162015
HRMDX
Heartland Mid Cap Value Fund
2.12%2.17%5.93%1.93%5.45%23.95%0.44%2.26%9.68%6.60%0.69%1.80%
100D.L
Amundi FTSE 100 UCITS ETF
3.65%3.78%4.17%3.90%3.80%3.39%3.11%4.30%0.00%0.00%0.00%0.00%

Drawdowns

HRMDX vs. 100D.L - Drawdown Comparison

The maximum HRMDX drawdown since its inception was -42.61%, roughly equal to the maximum 100D.L drawdown of -42.39%. Use the drawdown chart below to compare losses from any high point for HRMDX and 100D.L.


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Drawdown Indicators


HRMDX100D.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.61%

-34.63%

-7.98%

Max Drawdown (1Y)

Largest decline over 1 year

-12.44%

-11.10%

-1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-17.89%

-13.06%

-4.83%

Max Drawdown (10Y)

Largest decline over 10 years

-42.61%

Current Drawdown

Current decline from peak

-9.39%

-6.26%

-3.13%

Average Drawdown

Average peak-to-trough decline

-5.21%

-4.71%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

2.55%

+1.29%

Volatility

HRMDX vs. 100D.L - Volatility Comparison

The current volatility for Heartland Mid Cap Value Fund (HRMDX) is 4.13%, while Amundi FTSE 100 UCITS ETF (100D.L) has a volatility of 6.16%. This indicates that HRMDX experiences smaller price fluctuations and is considered to be less risky than 100D.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HRMDX100D.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

6.16%

-2.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

9.65%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

17.79%

16.51%

+1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.29%

16.54%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.42%

19.35%

+0.07%