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MARFX vs. SPMD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MARFX vs. SPMD - Performance Comparison

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

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MARFX vs. SPMD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MARFX
BlackRock Mid-Cap Value Fund
-3.99%13.68%6.71%12.58%-4.06%26.43%7.21%29.57%-9.55%8.79%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
2.59%7.44%13.91%16.48%-13.13%24.76%13.46%25.19%-10.34%15.12%

Returns By Period

In the year-to-date period, MARFX achieves a -3.99% return, which is significantly lower than SPMD's 2.59% return. Over the past 10 years, MARFX has underperformed SPMD with an annualized return of 9.89%, while SPMD has yielded a comparatively higher 10.73% annualized return.


MARFX

1D
-0.14%
1M
-8.82%
YTD
-3.99%
6M
-1.58%
1Y
9.73%
3Y*
8.67%
5Y*
6.57%
10Y*
9.89%

SPMD

1D
2.99%
1M
-5.29%
YTD
2.59%
6M
4.27%
1Y
17.37%
3Y*
12.11%
5Y*
6.60%
10Y*
10.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MARFX vs. SPMD - Expense Ratio Comparison

MARFX has a 0.74% expense ratio, which is higher than SPMD's 0.05% expense ratio.


Return for Risk

MARFX vs. SPMD — Risk / Return Rank

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

MARFX
MARFX Risk / Return Rank: 2525
Overall Rank
MARFX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MARFX Sortino Ratio Rank: 2525
Sortino Ratio Rank
MARFX Omega Ratio Rank: 2323
Omega Ratio Rank
MARFX Calmar Ratio Rank: 2424
Calmar Ratio Rank
MARFX Martin Ratio Rank: 2727
Martin Ratio Rank

SPMD
SPMD Risk / Return Rank: 5252
Overall Rank
SPMD Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SPMD Sortino Ratio Rank: 5151
Sortino Ratio Rank
SPMD Omega Ratio Rank: 4949
Omega Ratio Rank
SPMD Calmar Ratio Rank: 5353
Calmar Ratio Rank
SPMD Martin Ratio Rank: 5959
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.

MARFX vs. SPMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Mid-Cap Value Fund (MARFX) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). 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.


MARFXSPMDDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.83

-0.22

Sortino ratio

Return per unit of downside risk

0.96

1.30

-0.34

Omega ratio

Gain probability vs. loss probability

1.13

1.18

-0.05

Calmar ratio

Return relative to maximum drawdown

0.69

1.25

-0.56

Martin ratio

Return relative to average drawdown

2.94

5.41

-2.47

MARFX vs. SPMD - Sharpe Ratio Comparison

The current MARFX Sharpe Ratio is 0.60, which is comparable to the SPMD Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of MARFX and SPMD, 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


MARFXSPMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.83

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.34

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.51

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.43

+0.02

Correlation

The correlation between MARFX and SPMD is 0.88, 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

MARFX vs. SPMD - Dividend Comparison

MARFX's dividend yield for the trailing twelve months is around 11.80%, more than SPMD's 1.37% yield.


TTM20252024202320222021202020192018201720162015
MARFX
BlackRock Mid-Cap Value Fund
11.80%11.33%7.46%3.70%4.50%11.16%2.13%3.95%8.41%22.19%5.43%15.72%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
1.37%1.39%1.42%1.47%1.64%1.24%1.30%1.57%1.85%1.97%2.13%5.33%

Drawdowns

MARFX vs. SPMD - Drawdown Comparison

The maximum MARFX drawdown since its inception was -55.39%, roughly equal to the maximum SPMD drawdown of -57.62%. Use the drawdown chart below to compare losses from any high point for MARFX and SPMD.


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Drawdown Indicators


MARFXSPMDDifference

Max Drawdown

Largest peak-to-trough decline

-55.39%

-57.62%

+2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-14.12%

+1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-20.07%

-24.08%

+4.01%

Max Drawdown (10Y)

Largest decline over 10 years

-42.09%

-41.86%

-0.23%

Current Drawdown

Current decline from peak

-9.50%

-6.13%

-3.37%

Average Drawdown

Average peak-to-trough decline

-8.04%

-8.18%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

3.27%

-0.26%

Volatility

MARFX vs. SPMD - Volatility Comparison

The current volatility for BlackRock Mid-Cap Value Fund (MARFX) is 4.17%, while SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) has a volatility of 6.56%. This indicates that MARFX experiences smaller price fluctuations and is considered to be less risky than SPMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MARFXSPMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

6.56%

-2.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

11.95%

-2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

17.27%

21.11%

-3.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

19.71%

-3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.00%

21.18%

-2.18%