MDYG vs. DHTAX
Compare and contrast key facts about SPDR S&P 400 Mid Cap Growth ETF (MDYG) and Diamond Hill All Cap Select Fund (DHTAX).
MDYG is a passively managed fund by State Street that tracks the performance of the S&P MidCap 400 Growth Index. It was launched on Nov 8, 2005. DHTAX is managed by Diamond Hill. It was launched on Dec 30, 2005.
Performance
MDYG vs. DHTAX - Performance Comparison
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MDYG vs. DHTAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDYG SPDR S&P 400 Mid Cap Growth ETF | 5.12% | 7.22% | 15.84% | 17.30% | -18.92% | 18.46% | 22.57% | 26.10% | -10.46% | 19.61% |
DHTAX Diamond Hill All Cap Select Fund | -0.61% | 13.28% | 12.75% | 30.19% | -17.47% | 32.89% | 14.30% | 30.43% | -12.44% | 19.93% |
Returns By Period
In the year-to-date period, MDYG achieves a 5.12% return, which is significantly higher than DHTAX's -0.61% return. Over the past 10 years, MDYG has underperformed DHTAX with an annualized return of 10.61%, while DHTAX has yielded a comparatively higher 12.45% annualized return.
MDYG
- 1D
- 1.12%
- 1M
- -5.69%
- YTD
- 5.12%
- 6M
- 6.18%
- 1Y
- 22.14%
- 3Y*
- 13.40%
- 5Y*
- 5.95%
- 10Y*
- 10.61%
DHTAX
- 1D
- 1.62%
- 1M
- -4.87%
- YTD
- -0.61%
- 6M
- 3.37%
- 1Y
- 16.62%
- 3Y*
- 15.77%
- 5Y*
- 9.29%
- 10Y*
- 12.45%
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MDYG vs. DHTAX - Expense Ratio Comparison
MDYG has a 0.15% expense ratio, which is lower than DHTAX's 1.16% expense ratio.
Return for Risk
MDYG vs. DHTAX — Risk / Return Rank
MDYG
DHTAX
MDYG vs. DHTAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 400 Mid Cap Growth ETF (MDYG) and Diamond Hill All Cap Select Fund (DHTAX). 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.
| MDYG | DHTAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.79 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.24 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.17 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 1.34 | +0.35 |
Martin ratioReturn relative to average drawdown | 7.23 | 5.19 | +2.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MDYG | DHTAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.79 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.44 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.56 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.42 | +0.03 |
Correlation
The correlation between MDYG and DHTAX is 0.83, 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
MDYG vs. DHTAX - Dividend Comparison
MDYG's dividend yield for the trailing twelve months is around 0.69%, less than DHTAX's 8.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDYG SPDR S&P 400 Mid Cap Growth ETF | 0.69% | 0.75% | 0.87% | 1.20% | 1.16% | 0.69% | 0.71% | 1.21% | 1.36% | 2.23% | 1.25% | 2.51% |
DHTAX Diamond Hill All Cap Select Fund | 8.25% | 8.20% | 6.66% | 0.28% | 4.08% | 13.72% | 0.28% | 1.93% | 11.56% | 0.00% | 1.27% | 3.32% |
Drawdowns
MDYG vs. DHTAX - Drawdown Comparison
The maximum MDYG drawdown since its inception was -58.44%, which is greater than DHTAX's maximum drawdown of -51.42%. Use the drawdown chart below to compare losses from any high point for MDYG and DHTAX.
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Drawdown Indicators
| MDYG | DHTAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.44% | -51.42% | -7.02% |
Max Drawdown (1Y)Largest decline over 1 year | -13.66% | -13.93% | +0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -29.26% | -24.31% | -4.95% |
Max Drawdown (10Y)Largest decline over 10 years | -39.27% | -44.28% | +5.01% |
Current DrawdownCurrent decline from peak | -5.69% | -6.23% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -8.08% | -7.79% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 3.59% | -0.41% |
Volatility
MDYG vs. DHTAX - Volatility Comparison
SPDR S&P 400 Mid Cap Growth ETF (MDYG) has a higher volatility of 7.89% compared to Diamond Hill All Cap Select Fund (DHTAX) at 4.51%. This indicates that MDYG's price experiences larger fluctuations and is considered to be riskier than DHTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDYG | DHTAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.89% | 4.51% | +3.38% |
Volatility (6M)Calculated over the trailing 6-month period | 13.31% | 10.83% | +2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.21% | 21.16% | +1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.55% | 21.00% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.99% | 22.16% | -1.17% |