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MDYV vs. AVMV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MDYV vs. AVMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 400 Mid Cap Value ETF (MDYV) and Avantis U.S. Mid Cap Value ETF (AVMV). The values are adjusted to include any dividend payments, if applicable.

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MDYV vs. AVMV - Yearly Performance Comparison


2026 (YTD)202520242023
MDYV
SPDR S&P 400 Mid Cap Value ETF
1.05%7.45%11.48%18.30%
AVMV
Avantis U.S. Mid Cap Value ETF
4.44%10.46%18.43%15.56%

Returns By Period

In the year-to-date period, MDYV achieves a 1.05% return, which is significantly lower than AVMV's 4.44% return.


MDYV

1D
2.37%
1M
-5.21%
YTD
1.05%
6M
3.03%
1Y
12.66%
3Y*
10.86%
5Y*
7.14%
10Y*
9.95%

AVMV

1D
2.06%
1M
-3.81%
YTD
4.44%
6M
8.31%
1Y
22.14%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MDYV vs. AVMV - Expense Ratio Comparison

MDYV has a 0.15% expense ratio, which is lower than AVMV's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

MDYV vs. AVMV — Risk / Return Rank

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

MDYV
MDYV Risk / Return Rank: 3636
Overall Rank
MDYV Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MDYV Sortino Ratio Rank: 3636
Sortino Ratio Rank
MDYV Omega Ratio Rank: 3535
Omega Ratio Rank
MDYV Calmar Ratio Rank: 3838
Calmar Ratio Rank
MDYV Martin Ratio Rank: 3838
Martin Ratio Rank

AVMV
AVMV Risk / Return Rank: 6666
Overall Rank
AVMV Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
AVMV Sortino Ratio Rank: 6666
Sortino Ratio Rank
AVMV Omega Ratio Rank: 6565
Omega Ratio Rank
AVMV Calmar Ratio Rank: 6565
Calmar Ratio Rank
AVMV Martin Ratio Rank: 7070
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.

MDYV vs. AVMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 400 Mid Cap Value ETF (MDYV) and Avantis U.S. Mid Cap Value ETF (AVMV). 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.


MDYVAVMVDifference

Sharpe ratio

Return per unit of total volatility

0.62

1.08

-0.46

Sortino ratio

Return per unit of downside risk

1.01

1.61

-0.60

Omega ratio

Gain probability vs. loss probability

1.14

1.23

-0.09

Calmar ratio

Return relative to maximum drawdown

0.91

1.58

-0.67

Martin ratio

Return relative to average drawdown

3.42

6.84

-3.42

MDYV vs. AVMV - Sharpe Ratio Comparison

The current MDYV Sharpe Ratio is 0.62, which is lower than the AVMV Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of MDYV and AVMV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MDYVAVMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.08

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

1.16

-0.76

Correlation

The correlation between MDYV and AVMV is 0.95, 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

MDYV vs. AVMV - Dividend Comparison

MDYV's dividend yield for the trailing twelve months is around 1.86%, more than AVMV's 1.09% yield.


TTM20252024202320222021202020192018201720162015
MDYV
SPDR S&P 400 Mid Cap Value ETF
1.86%1.72%1.89%1.59%1.90%1.74%1.69%1.83%2.28%2.48%1.83%4.31%
AVMV
Avantis U.S. Mid Cap Value ETF
1.09%1.20%1.30%0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MDYV vs. AVMV - Drawdown Comparison

The maximum MDYV drawdown since its inception was -60.71%, which is greater than AVMV's maximum drawdown of -24.24%. Use the drawdown chart below to compare losses from any high point for MDYV and AVMV.


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Drawdown Indicators


MDYVAVMVDifference

Max Drawdown

Largest peak-to-trough decline

-60.71%

-24.24%

-36.47%

Max Drawdown (1Y)

Largest decline over 1 year

-14.55%

-14.47%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-22.58%

Max Drawdown (10Y)

Largest decline over 10 years

-45.90%

Current Drawdown

Current decline from peak

-7.55%

-5.08%

-2.47%

Average Drawdown

Average peak-to-trough decline

-8.68%

-4.08%

-4.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

3.34%

+0.52%

Volatility

MDYV vs. AVMV - Volatility Comparison

SPDR S&P 400 Mid Cap Value ETF (MDYV) has a higher volatility of 5.35% compared to Avantis U.S. Mid Cap Value ETF (AVMV) at 4.83%. This indicates that MDYV's price experiences larger fluctuations and is considered to be riskier than AVMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDYVAVMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

4.83%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

11.43%

10.77%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

20.68%

20.68%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.57%

18.39%

+1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

18.39%

+3.51%