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MDV vs. SPYI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MDV and SPYI is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

MDV vs. SPYI

Last updated May 30, 2025

Compare and contrast key facts about Modiv Inc (MDV) and NEOS S&P 500 High Income ETF (SPYI).

SPYI is an actively managed fund by Neos. It was launched on Aug 29, 2022.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MDV or SPYI.

Performance

MDV vs. SPYI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Modiv Inc (MDV) and NEOS S&P 500 High Income ETF (SPYI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MDV:

0.11

SPYI:

0.70

Sortino Ratio

MDV:

0.30

SPYI:

1.07

Omega Ratio

MDV:

1.04

SPYI:

1.17

Calmar Ratio

MDV:

0.03

SPYI:

0.71

Martin Ratio

MDV:

0.19

SPYI:

2.97

Ulcer Index

MDV:

9.91%

SPYI:

3.96%

Daily Std Dev

MDV:

31.23%

SPYI:

17.20%

Max Drawdown

MDV:

-85.12%

SPYI:

-16.47%

Current Drawdown

MDV:

-70.41%

SPYI:

-2.63%

Returns By Period

In the year-to-date period, MDV achieves a -0.80% return, which is significantly lower than SPYI's 1.48% return.

MDV

YTD

-0.80%

1M

-12.85%

6M

-6.58%

1Y

2.35%

3Y*

1.91%

5Y*

N/A

10Y*

N/A

SPYI

YTD

1.48%

1M

4.86%

6M

-0.11%

1Y

12.01%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Modiv Inc

NEOS S&P 500 High Income ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MDV vs. SPYI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MDV
The Risk-Adjusted Performance Rank of MDV is 4949
Overall Rank
The Sharpe Ratio Rank of MDV is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of MDV is 4545
Sortino Ratio Rank
The Omega Ratio Rank of MDV is 4444
Omega Ratio Rank
The Calmar Ratio Rank of MDV is 5151
Calmar Ratio Rank
The Martin Ratio Rank of MDV is 5252
Martin Ratio Rank
SPYI
The Risk-Adjusted Performance Rank of SPYI is 6767
Overall Rank
The Sharpe Ratio Rank of SPYI is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYI is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SPYI is 7272
Omega Ratio Rank
The Calmar Ratio Rank of SPYI is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SPYI is 6969
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.

MDV vs. SPYI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Modiv Inc (MDV) and NEOS S&P 500 High Income ETF (SPYI). 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 current MDV Sharpe Ratio is 0.11, which is lower than the SPYI Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of MDV and SPYI, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MDV vs. SPYI - Dividend Comparison

MDV's dividend yield for the trailing twelve months is around 8.74%, less than SPYI's 12.54% yield.

TTM202420232022
MDV
Modiv Inc		8.74%7.74%7.73%8.80%
SPYI
NEOS S&P 500 High Income ETF		12.54%12.04%12.01%4.10%

Drawdowns

MDV vs. SPYI - Drawdown Comparison

The maximum MDV drawdown since its inception was -85.12%, which is greater than SPYI's maximum drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for MDV and SPYI.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MDV vs. SPYI - Volatility Comparison

Modiv Inc (MDV) has a higher volatility of 10.65% compared to NEOS S&P 500 High Income ETF (SPYI) at 3.21%. This indicates that MDV's price experiences larger fluctuations and is considered to be riskier than SPYI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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