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MDYG vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MDYG and VOO is 0.86, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

MDYG vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%550.00%600.00%650.00%NovemberDecember2025FebruaryMarchApril
356.63%
557.08%
MDYG
VOO

Key characteristics

Sharpe Ratio

MDYG:

-0.21

VOO:

0.54

Sortino Ratio

MDYG:

-0.15

VOO:

0.88

Omega Ratio

MDYG:

0.98

VOO:

1.13

Calmar Ratio

MDYG:

-0.19

VOO:

0.55

Martin Ratio

MDYG:

-0.62

VOO:

2.27

Ulcer Index

MDYG:

7.85%

VOO:

4.55%

Daily Std Dev

MDYG:

22.77%

VOO:

19.19%

Max Drawdown

MDYG:

-59.09%

VOO:

-33.99%

Current Drawdown

MDYG:

-17.06%

VOO:

-9.90%

Returns By Period

In the year-to-date period, MDYG achieves a -9.64% return, which is significantly lower than VOO's -5.74% return. Over the past 10 years, MDYG has underperformed VOO with an annualized return of 7.89%, while VOO has yielded a comparatively higher 12.07% annualized return.


MDYG

YTD

-9.64%

1M

-4.16%

6M

-9.65%

1Y

-4.62%

5Y*

12.12%

10Y*

7.89%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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MDYG vs. VOO - Expense Ratio Comparison

MDYG has a 0.15% expense ratio, which is higher than VOO's 0.03% 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%.


Expense ratio chart for MDYG: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MDYG: 0.15%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

MDYG vs. VOO — Risk-Adjusted Performance Rank

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

MDYG
The Risk-Adjusted Performance Rank of MDYG is 1010
Overall Rank
The Sharpe Ratio Rank of MDYG is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of MDYG is 1111
Sortino Ratio Rank
The Omega Ratio Rank of MDYG is 1010
Omega Ratio Rank
The Calmar Ratio Rank of MDYG is 99
Calmar Ratio Rank
The Martin Ratio Rank of MDYG is 1010
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

MDYG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 400 Mid Cap Growth ETF (MDYG) and Vanguard S&P 500 ETF (VOO). 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 chart of Sharpe ratio for MDYG, currently valued at -0.21, compared to the broader market-1.000.001.002.003.004.00
MDYG: -0.21
VOO: 0.54
The chart of Sortino ratio for MDYG, currently valued at -0.15, compared to the broader market-2.000.002.004.006.008.00
MDYG: -0.15
VOO: 0.88
The chart of Omega ratio for MDYG, currently valued at 0.98, compared to the broader market0.501.001.502.002.50
MDYG: 0.98
VOO: 1.13
The chart of Calmar ratio for MDYG, currently valued at -0.19, compared to the broader market0.002.004.006.008.0010.0012.00
MDYG: -0.19
VOO: 0.55
The chart of Martin ratio for MDYG, currently valued at -0.62, compared to the broader market0.0020.0040.0060.00
MDYG: -0.62
VOO: 2.27

The current MDYG Sharpe Ratio is -0.21, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of MDYG and VOO, 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.21
0.54
MDYG
VOO

Dividends

MDYG vs. VOO - Dividend Comparison

MDYG's dividend yield for the trailing twelve months is around 0.98%, less than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
MDYG
SPDR S&P 400 Mid Cap Growth ETF
0.98%0.87%1.19%1.16%0.69%0.71%1.21%1.36%2.23%1.25%2.48%1.60%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MDYG vs. VOO - Drawdown Comparison

The maximum MDYG drawdown since its inception was -59.09%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MDYG and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.06%
-9.90%
MDYG
VOO

Volatility

MDYG vs. VOO - Volatility Comparison

SPDR S&P 400 Mid Cap Growth ETF (MDYG) has a higher volatility of 15.12% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that MDYG's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.12%
13.96%
MDYG
VOO