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MDY vs. VBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MDY and VBR is 0.96, 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.


-0.50.00.51.01.0

Performance

MDY vs. VBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P MidCap 400 ETF (MDY) and Vanguard Small-Cap Value ETF (VBR). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%650.00%JulyAugustSeptemberOctoberNovemberDecember
585.94%
525.37%
MDY
VBR

Key characteristics

Sharpe Ratio

MDY:

0.97

VBR:

0.89

Sortino Ratio

MDY:

1.43

VBR:

1.33

Omega Ratio

MDY:

1.18

VBR:

1.17

Calmar Ratio

MDY:

1.86

VBR:

1.60

Martin Ratio

MDY:

5.21

VBR:

4.58

Ulcer Index

MDY:

2.98%

VBR:

3.19%

Daily Std Dev

MDY:

15.99%

VBR:

16.43%

Max Drawdown

MDY:

-55.33%

VBR:

-62.01%

Current Drawdown

MDY:

-7.71%

VBR:

-8.12%

Returns By Period

In the year-to-date period, MDY achieves a 13.77% return, which is significantly higher than VBR's 12.61% return. Over the past 10 years, MDY has outperformed VBR with an annualized return of 9.38%, while VBR has yielded a comparatively lower 8.68% annualized return.


MDY

YTD

13.77%

1M

-3.19%

6M

7.22%

1Y

13.94%

5Y*

10.12%

10Y*

9.38%

VBR

YTD

12.61%

1M

-5.47%

6M

10.13%

1Y

12.39%

5Y*

9.97%

10Y*

8.68%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MDY vs. VBR - Expense Ratio Comparison

MDY has a 0.23% expense ratio, which is higher than VBR's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


MDY
SPDR S&P MidCap 400 ETF
Expense ratio chart for MDY: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%
Expense ratio chart for VBR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

MDY vs. VBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P MidCap 400 ETF (MDY) and Vanguard Small-Cap Value ETF (VBR). 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.


Sharpe ratio
The chart of Sharpe ratio for MDY, currently valued at 0.97, compared to the broader market0.002.004.000.970.89
The chart of Sortino ratio for MDY, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.0010.001.431.33
The chart of Omega ratio for MDY, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.17
The chart of Calmar ratio for MDY, currently valued at 1.86, compared to the broader market0.005.0010.0015.001.861.60
The chart of Martin ratio for MDY, currently valued at 5.21, compared to the broader market0.0020.0040.0060.0080.00100.005.214.58
MDY
VBR

The current MDY Sharpe Ratio is 0.97, which is comparable to the VBR Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of MDY and VBR, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.97
0.89
MDY
VBR

Dividends

MDY vs. VBR - Dividend Comparison

MDY's dividend yield for the trailing twelve months is around 1.18%, less than VBR's 1.42% yield.


TTM20232022202120202019201820172016201520142013
MDY
SPDR S&P MidCap 400 ETF
1.18%1.21%1.37%0.96%1.12%1.34%1.39%1.18%1.31%1.35%1.17%1.07%
VBR
Vanguard Small-Cap Value ETF
1.42%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%

Drawdowns

MDY vs. VBR - Drawdown Comparison

The maximum MDY drawdown since its inception was -55.33%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for MDY and VBR. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.71%
-8.12%
MDY
VBR

Volatility

MDY vs. VBR - Volatility Comparison

SPDR S&P MidCap 400 ETF (MDY) and Vanguard Small-Cap Value ETF (VBR) have volatilities of 5.38% and 5.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.38%
5.26%
MDY
VBR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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