MDYV vs. FLMVX
Compare and contrast key facts about SPDR S&P 400 Mid Cap Value ETF (MDYV) and JPMorgan Mid Cap Value Fund (FLMVX).
MDYV is a passively managed fund by State Street that tracks the performance of the S&P MidCap 400 Value Index. It was launched on Nov 8, 2005. FLMVX is managed by JPMorgan. It was launched on Nov 13, 1997.
Performance
MDYV vs. FLMVX - Performance Comparison
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MDYV vs. FLMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDYV SPDR S&P 400 Mid Cap Value ETF | 1.05% | 7.45% | 11.48% | 15.35% | -7.19% | 30.51% | 3.68% | 25.89% | -11.95% | 12.31% |
FLMVX JPMorgan Mid Cap Value Fund | 0.34% | 5.17% | 27.75% | 11.38% | -8.11% | 29.89% | 0.36% | 26.67% | -11.66% | 13.67% |
Returns By Period
In the year-to-date period, MDYV achieves a 1.05% return, which is significantly higher than FLMVX's 0.34% return. Both investments have delivered pretty close results over the past 10 years, with MDYV having a 9.95% annualized return and FLMVX not far behind at 9.64%.
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%
FLMVX
- 1D
- -0.22%
- 1M
- -7.11%
- YTD
- 0.34%
- 6M
- 1.34%
- 1Y
- 7.70%
- 3Y*
- 14.53%
- 5Y*
- 9.18%
- 10Y*
- 9.64%
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MDYV vs. FLMVX - Expense Ratio Comparison
MDYV has a 0.15% expense ratio, which is lower than FLMVX's 0.75% expense ratio.
Return for Risk
MDYV vs. FLMVX — Risk / Return Rank
MDYV
FLMVX
MDYV vs. FLMVX - 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 JPMorgan Mid Cap Value Fund (FLMVX). 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.
| MDYV | FLMVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.52 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.01 | 0.86 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.11 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 0.60 | +0.30 |
Martin ratioReturn relative to average drawdown | 3.42 | 2.58 | +0.83 |
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
| MDYV | FLMVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.52 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.48 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.47 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.61 | -0.21 |
Correlation
The correlation between MDYV and FLMVX is 0.85, 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. FLMVX - Dividend Comparison
MDYV's dividend yield for the trailing twelve months is around 1.86%, less than FLMVX's 21.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FLMVX JPMorgan Mid Cap Value Fund | 21.09% | 21.16% | 23.25% | 6.10% | 11.73% | 14.98% | 7.73% | 5.20% | 8.30% | 2.71% | 7.04% | 6.69% |
Drawdowns
MDYV vs. FLMVX - Drawdown Comparison
The maximum MDYV drawdown since its inception was -60.71%, which is greater than FLMVX's maximum drawdown of -54.72%. Use the drawdown chart below to compare losses from any high point for MDYV and FLMVX.
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Drawdown Indicators
| MDYV | FLMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.71% | -54.72% | -5.99% |
Max Drawdown (1Y)Largest decline over 1 year | -14.55% | -11.82% | -2.73% |
Max Drawdown (5Y)Largest decline over 5 years | -22.58% | -25.59% | +3.01% |
Max Drawdown (10Y)Largest decline over 10 years | -45.90% | -43.06% | -2.84% |
Current DrawdownCurrent decline from peak | -7.55% | -7.19% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -8.68% | -6.48% | -2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 2.75% | +1.11% |
Volatility
MDYV vs. FLMVX - Volatility Comparison
SPDR S&P 400 Mid Cap Value ETF (MDYV) has a higher volatility of 5.35% compared to JPMorgan Mid Cap Value Fund (FLMVX) at 3.86%. This indicates that MDYV's price experiences larger fluctuations and is considered to be riskier than FLMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDYV | FLMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 3.86% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 11.43% | 8.67% | +2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.68% | 16.47% | +4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.57% | 19.39% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.90% | 20.43% | +1.47% |