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IMCG vs. MDYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IMCG and MDYG 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.


-0.50.00.51.0
Correlation: 0.8

Performance

IMCG vs. MDYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Mid-Cap Growth ETF (IMCG) and SPDR S&P 400 Mid Cap Growth ETF (MDYG). The values are adjusted to include any dividend payments, if applicable.

400.00%450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
527.45%
441.66%
IMCG
MDYG

Key characteristics

Sharpe Ratio

IMCG:

0.34

MDYG:

-0.21

Sortino Ratio

IMCG:

0.62

MDYG:

-0.15

Omega Ratio

IMCG:

1.08

MDYG:

0.98

Calmar Ratio

IMCG:

0.32

MDYG:

-0.19

Martin Ratio

IMCG:

1.19

MDYG:

-0.62

Ulcer Index

IMCG:

5.97%

MDYG:

7.85%

Daily Std Dev

IMCG:

20.79%

MDYG:

22.77%

Max Drawdown

IMCG:

-58.96%

MDYG:

-59.09%

Current Drawdown

IMCG:

-12.24%

MDYG:

-17.06%

Returns By Period

In the year-to-date period, IMCG achieves a -5.56% return, which is significantly higher than MDYG's -9.64% return. Over the past 10 years, IMCG has outperformed MDYG with an annualized return of 10.46%, while MDYG has yielded a comparatively lower 7.89% annualized return.


IMCG

YTD

-5.56%

1M

-2.82%

6M

-2.79%

1Y

7.04%

5Y*

12.33%

10Y*

10.46%

MDYG

YTD

-9.64%

1M

-4.16%

6M

-9.65%

1Y

-4.62%

5Y*

12.12%

10Y*

7.89%

*Annualized

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IMCG vs. MDYG - Expense Ratio Comparison

IMCG has a 0.06% expense ratio, which is lower than MDYG's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for MDYG: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MDYG: 0.15%
Expense ratio chart for IMCG: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IMCG: 0.06%

Risk-Adjusted Performance

IMCG vs. MDYG — Risk-Adjusted Performance Rank

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

IMCG
The Risk-Adjusted Performance Rank of IMCG is 4545
Overall Rank
The Sharpe Ratio Rank of IMCG is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of IMCG is 4545
Sortino Ratio Rank
The Omega Ratio Rank of IMCG is 4545
Omega Ratio Rank
The Calmar Ratio Rank of IMCG is 4747
Calmar Ratio Rank
The Martin Ratio Rank of IMCG is 4444
Martin Ratio Rank

MDYG
The Risk-Adjusted Performance Rank of MDYG is 1010
Overall Rank
The Sharpe Ratio Rank of MDYG is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of MDYG is 1111
Sortino Ratio Rank
The Omega Ratio Rank of MDYG is 1010
Omega Ratio Rank
The Calmar Ratio Rank of MDYG is 99
Calmar Ratio Rank
The Martin Ratio Rank of MDYG is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IMCG vs. MDYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Mid-Cap Growth ETF (IMCG) and SPDR S&P 400 Mid Cap Growth ETF (MDYG). 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.


The chart of Sharpe ratio for IMCG, currently valued at 0.34, compared to the broader market-1.000.001.002.003.004.00
IMCG: 0.34
MDYG: -0.21
The chart of Sortino ratio for IMCG, currently valued at 0.62, compared to the broader market-2.000.002.004.006.008.00
IMCG: 0.62
MDYG: -0.15
The chart of Omega ratio for IMCG, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
IMCG: 1.08
MDYG: 0.98
The chart of Calmar ratio for IMCG, currently valued at 0.32, compared to the broader market0.002.004.006.008.0010.0012.00
IMCG: 0.32
MDYG: -0.19
The chart of Martin ratio for IMCG, currently valued at 1.19, compared to the broader market0.0020.0040.0060.00
IMCG: 1.19
MDYG: -0.62

The current IMCG Sharpe Ratio is 0.34, which is higher than the MDYG Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of IMCG and MDYG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.34
-0.21
IMCG
MDYG

Dividends

IMCG vs. MDYG - Dividend Comparison

IMCG's dividend yield for the trailing twelve months is around 0.81%, less than MDYG's 0.98% yield.


TTM20242023202220212020201920182017201620152014
IMCG
iShares Morningstar Mid-Cap Growth ETF
0.81%0.78%0.85%0.91%0.41%0.09%0.30%0.35%0.45%0.52%0.38%0.60%
MDYG
SPDR S&P 400 Mid Cap Growth ETF
0.98%0.87%1.19%1.16%0.69%0.71%1.21%1.36%2.23%1.25%2.48%1.60%

Drawdowns

IMCG vs. MDYG - Drawdown Comparison

The maximum IMCG drawdown since its inception was -58.96%, roughly equal to the maximum MDYG drawdown of -59.09%. Use the drawdown chart below to compare losses from any high point for IMCG and MDYG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.24%
-17.06%
IMCG
MDYG

Volatility

IMCG vs. MDYG - Volatility Comparison

The current volatility for iShares Morningstar Mid-Cap Growth ETF (IMCG) is 14.32%, while SPDR S&P 400 Mid Cap Growth ETF (MDYG) has a volatility of 15.12%. This indicates that IMCG experiences smaller price fluctuations and is considered to be less risky than MDYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.32%
15.12%
IMCG
MDYG