PortfoliosLab logoPortfoliosLab logo
MDYV vs. FRSGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MDYV vs. FRSGX - 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 Franklin Small-Mid Cap Growth Fund (FRSGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MDYV vs. FRSGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDYV
SPDR S&P 400 Mid Cap Value ETF
1.55%7.45%11.48%15.35%-7.19%30.51%3.68%25.89%-11.95%12.31%
FRSGX
Franklin Small-Mid Cap Growth Fund
-4.33%2.83%11.36%27.20%-33.84%50.07%56.09%31.98%-4.94%21.64%

Returns By Period

In the year-to-date period, MDYV achieves a 1.55% return, which is significantly higher than FRSGX's -4.33% return. Over the past 10 years, MDYV has underperformed FRSGX with an annualized return of 10.01%, while FRSGX has yielded a comparatively higher 13.41% annualized return.


MDYV

1D
0.49%
1M
-4.97%
YTD
1.55%
6M
3.08%
1Y
12.97%
3Y*
11.04%
5Y*
7.25%
10Y*
10.01%

FRSGX

1D
3.34%
1M
-6.32%
YTD
-4.33%
6M
-7.06%
1Y
6.94%
3Y*
8.03%
5Y*
6.19%
10Y*
13.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MDYV vs. FRSGX - Expense Ratio Comparison

MDYV has a 0.15% expense ratio, which is lower than FRSGX's 0.85% expense ratio.


Return for Risk

MDYV vs. FRSGX — Risk / Return Rank

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

MDYV
MDYV Risk / Return Rank: 3333
Overall Rank
MDYV Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MDYV Sortino Ratio Rank: 3333
Sortino Ratio Rank
MDYV Omega Ratio Rank: 3232
Omega Ratio Rank
MDYV Calmar Ratio Rank: 3434
Calmar Ratio Rank
MDYV Martin Ratio Rank: 3535
Martin Ratio Rank

FRSGX
FRSGX Risk / Return Rank: 1212
Overall Rank
FRSGX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FRSGX Sortino Ratio Rank: 1313
Sortino Ratio Rank
FRSGX Omega Ratio Rank: 1212
Omega Ratio Rank
FRSGX Calmar Ratio Rank: 1212
Calmar Ratio Rank
FRSGX Martin Ratio Rank: 1212
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. FRSGX - 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 Franklin Small-Mid Cap Growth Fund (FRSGX). 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.


MDYVFRSGXDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.36

+0.27

Sortino ratio

Return per unit of downside risk

1.03

0.67

+0.36

Omega ratio

Gain probability vs. loss probability

1.14

1.09

+0.05

Calmar ratio

Return relative to maximum drawdown

0.91

0.38

+0.53

Martin ratio

Return relative to average drawdown

3.41

1.28

+2.13

MDYV vs. FRSGX - Sharpe Ratio Comparison

The current MDYV Sharpe Ratio is 0.63, which is higher than the FRSGX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of MDYV and FRSGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MDYVFRSGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.36

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.22

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.54

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.47

-0.07

Correlation

The correlation between MDYV and FRSGX is 0.73, 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. FRSGX - Dividend Comparison

MDYV's dividend yield for the trailing twelve months is around 1.86%, less than FRSGX's 8.53% 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%
FRSGX
Franklin Small-Mid Cap Growth Fund
8.53%8.16%0.00%0.00%6.80%41.15%8.84%18.91%14.01%8.78%6.68%9.71%

Drawdowns

MDYV vs. FRSGX - Drawdown Comparison

The maximum MDYV drawdown since its inception was -60.71%, smaller than the maximum FRSGX drawdown of -69.07%. Use the drawdown chart below to compare losses from any high point for MDYV and FRSGX.


Loading graphics...

Drawdown Indicators


MDYVFRSGXDifference

Max Drawdown

Largest peak-to-trough decline

-60.71%

-69.07%

+8.36%

Max Drawdown (1Y)

Largest decline over 1 year

-14.55%

-13.80%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-22.58%

-39.25%

+16.67%

Max Drawdown (10Y)

Largest decline over 10 years

-45.90%

-39.25%

-6.65%

Current Drawdown

Current decline from peak

-7.10%

-9.46%

+2.36%

Average Drawdown

Average peak-to-trough decline

-8.68%

-18.78%

+10.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

4.05%

-0.17%

Volatility

MDYV vs. FRSGX - Volatility Comparison

The current volatility for SPDR S&P 400 Mid Cap Value ETF (MDYV) is 5.30%, while Franklin Small-Mid Cap Growth Fund (FRSGX) has a volatility of 6.69%. This indicates that MDYV experiences smaller price fluctuations and is considered to be less risky than FRSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MDYVFRSGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

6.69%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.44%

12.51%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

20.68%

22.23%

-1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.57%

28.43%

-8.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

25.03%

-3.13%