MDYG vs. VUG
Compare and contrast key facts about SPDR S&P 400 Mid Cap Growth ETF (MDYG) and Vanguard Growth ETF (VUG).
MDYG and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both MDYG and VUG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MDYG or VUG.
Performance
MDYG vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, MDYG achieves a 22.26% return, which is significantly lower than VUG's 30.43% return. Over the past 10 years, MDYG has underperformed VUG with an annualized return of 10.29%, while VUG has yielded a comparatively higher 15.50% annualized return.
MDYG
22.26%
4.45%
8.68%
31.82%
11.93%
10.29%
VUG
30.43%
2.58%
15.17%
35.89%
19.11%
15.50%
Key characteristics
| MDYG | VUG | |
|---|---|---|
| Sharpe Ratio | 1.99 | 2.17 |
| Sortino Ratio | 2.76 | 2.83 |
| Omega Ratio | 1.33 | 1.40 |
| Calmar Ratio | 2.18 | 2.82 |
| Martin Ratio | 10.55 | 11.11 |
| Ulcer Index | 3.09% | 3.29% |
| Daily Std Dev | 16.39% | 16.83% |
| Max Drawdown | -59.09% | -50.68% |
| Current Drawdown | -1.29% | -1.19% |
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MDYG vs. VUG - Expense Ratio Comparison
MDYG has a 0.15% expense ratio, which is higher than VUG's 0.04% 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%.
Correlation
The correlation between MDYG and VUG is 0.82, 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.
Risk-Adjusted Performance
MDYG vs. VUG - 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 Growth ETF (VUG). 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.
Dividends
MDYG vs. VUG - Dividend Comparison
MDYG's dividend yield for the trailing twelve months is around 0.90%, more than VUG's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDYG SPDR S&P 400 Mid Cap Growth ETF | 0.90% | 1.19% | 1.16% | 0.69% | 0.71% | 1.21% | 1.36% | 2.23% | 1.25% | 2.48% | 1.60% | 0.82% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
MDYG vs. VUG - Drawdown Comparison
The maximum MDYG drawdown since its inception was -59.09%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for MDYG and VUG. For additional features, visit the drawdowns tool.
Volatility
MDYG vs. VUG - Volatility Comparison
SPDR S&P 400 Mid Cap Growth ETF (MDYG) and Vanguard Growth ETF (VUG) have volatilities of 5.30% and 5.29%, 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.