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MDYG vs. MYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDYG vs. MYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 400 Mid Cap Growth ETF (MDYG) and ProShares Short S&P Mid Cap400 (MYY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MDYG achieves a 20.08% return, which is significantly higher than MYY's -12.52% return. Over the past 10 years, MDYG has outperformed MYY with an annualized return of 12.34%, while MYY has yielded a comparatively lower -11.74% annualized return.


MDYG

1D
0.95%
1M
1.82%
YTD
20.08%
6M
17.29%
1Y
30.79%
3Y*
17.92%
5Y*
8.32%
10Y*
12.34%

MYY

1D
-0.74%
1M
-2.15%
YTD
-12.52%
6M
-10.65%
1Y
-17.63%
3Y*
-10.09%
5Y*
-6.17%
10Y*
-11.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDYG vs. MYY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDYG
SPDR S&P 400 Mid Cap Growth ETF
20.08%7.22%15.84%17.30%-18.92%18.46%22.57%26.10%-10.46%19.61%
MYY
ProShares Short S&P Mid Cap400
-12.52%-4.05%-7.08%-9.46%10.23%-23.04%-25.94%-19.98%12.79%-14.63%

Correlation

The correlation between MDYG and MYY is -0.96, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.96

Correlation (3Y)
Calculated over the trailing 3-year period

-0.97

Correlation (5Y)
Calculated over the trailing 5-year period

-0.98

Correlation (10Y)
Calculated over the trailing 10-year period

-0.96

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2006

-0.94

The correlation between MDYG and MYY has been stable across timeframes, ranging from -0.98 to -0.94 - a consistent structural relationship.

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Return for Risk

MDYG vs. MYY — Risk / Return Rank

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

MDYG
MDYG Risk / Return Rank: 6565
Overall Rank
MDYG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
MDYG Sortino Ratio Rank: 6161
Sortino Ratio Rank
MDYG Omega Ratio Rank: 5757
Omega Ratio Rank
MDYG Calmar Ratio Rank: 7171
Calmar Ratio Rank
MDYG Martin Ratio Rank: 7575
Martin Ratio Rank

MYY
MYY Risk / Return Rank: 11
Overall Rank
MYY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MYY Sortino Ratio Rank: 22
Sortino Ratio Rank
MYY Omega Ratio Rank: 22
Omega Ratio Rank
MYY Calmar Ratio Rank: 00
Calmar Ratio Rank
MYY Martin Ratio Rank: 00
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.

MDYG vs. MYY - 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 ProShares Short S&P Mid Cap400 (MYY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MDYGMYYDifference
Sharpe ratioReturn per unit of total volatility

+2.88

Sortino ratioReturn per unit of downside risk

+4.02

Omega ratioGain probability vs. loss probability

1.31

0.83

+0.48

Calmar ratioReturn relative to maximum drawdown

3.12

-1.01

+4.13

Martin ratioReturn relative to average drawdown

12.38

-1.96

+14.34

MDYG vs. MYY - Sharpe Ratio Comparison

The current MDYG Sharpe Ratio is 1.76, which is higher than the MYY Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of MDYG and MYY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MDYG vs. MYY - Drawdown Comparison

The maximum MDYG drawdown since its inception was -58.44%, smaller than the maximum MYY drawdown of -95.15%. Use the drawdown chart below to compare losses from any high point for MDYG and MYY.


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Drawdown Indicators


MDYGMYYDifference

Max Drawdown

Largest peak-to-trough decline

-58.44%

-95.15%

+36.71%

Max Drawdown (1Y)

Largest decline over 1 year

-9.91%

-17.46%

+7.55%

Max Drawdown (3Y)

Largest decline over 3 years

-25.45%

-34.51%

+9.06%

Max Drawdown (5Y)

Largest decline over 5 years

-29.26%

-37.19%

+7.93%

Max Drawdown (10Y)

Largest decline over 10 years

-39.27%

-71.66%

+32.39%

Current Drawdown

Current decline from peak

-0.30%

-95.15%

+94.85%

Average Drawdown

Average peak-to-trough decline

-8.01%

-72.20%

+64.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

9.31%

-6.82%

Volatility

MDYG vs. MYY - Volatility Comparison

SPDR S&P 400 Mid Cap Growth ETF (MDYG) has a higher volatility of 5.59% compared to ProShares Short S&P Mid Cap400 (MYY) at 4.30%. This indicates that MDYG's price experiences larger fluctuations and is considered to be riskier than MYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDYGMYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

4.30%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

13.85%

11.74%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

17.62%

15.84%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.71%

19.63%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.07%

21.24%

-0.17%

MDYG vs. MYY - Expense Ratio Comparison

MDYG has a 0.15% expense ratio, which is lower than MYY's 0.95% expense ratio.


Dividends

MDYG vs. MYY - Dividend Comparison

MDYG's dividend yield for the trailing twelve months is around 0.57%, less than MYY's 4.36% yield.


PositionTTM20252024202320222021202020192018201720162015
MDYG
SPDR S&P 400 Mid Cap Growth ETF
0.57%0.75%0.87%1.20%1.16%0.69%0.71%1.21%1.36%2.23%1.25%2.51%
MYY
ProShares Short S&P Mid Cap400
4.36%4.20%4.92%5.08%0.40%0.00%0.05%1.52%0.34%0.00%0.00%0.00%

Frequently Asked Questions


MDYG and MYY have a correlation of -0.96, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MDYG has higher volatility (5.59%) compared to MYY (4.30%). In terms of maximum drawdown, MDYG dropped -58.44% vs MYY's -95.15%.

On 10-year performance, MDYG leads with 12.34% vs -11.74% for MYY. On fees, MDYG is cheaper at 0.15% per year. On volatility, MYY has been the lower-risk option at 4.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MDYG has performed better with a 12.34% return vs -11.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MDYG is cheaper with a 0.15% expense ratio, compared with 0.95% for MYY.

MYY has the higher dividend yield at 4.36%, compared with 0.57% for MDYG.

MDYG is categorized as Mid Cap Growth Equities, while MYY is Inverse Equities. MDYG tracks S&P MidCap 400 Growth Index, while MYY tracks S&P Mid Cap 400 (-100%). They also come from different issuers: State Street and ProShares. Their fees differ too: 0.15% for MDYG and 0.95% for MYY.

MDYG currently has the higher Sharpe Ratio (1.76 vs -1.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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