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MDYV vs. VFINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDYV vs. VFINX - 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 Vanguard 500 Index Fund Investor Shares (VFINX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MDYV achieves a 13.25% return, which is significantly higher than VFINX's 9.27% return. Over the past 10 years, MDYV has underperformed VFINX with an annualized return of 10.59%, while VFINX has yielded a comparatively higher 14.85% annualized return.


MDYV

1D
-0.22%
1M
0.75%
6M
8.78%
YTD
13.25%
1Y
22.67%
3Y*
11.89%
5Y*
9.11%
10Y*
10.59%
ALL TIME*
9.10%

VFINX

1D
1.66%
1M
-0.57%
6M
7.72%
YTD
9.27%
1Y
20.48%
3Y*
18.88%
5Y*
12.53%
10Y*
14.85%
ALL TIME*
10.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$12.18M$9.03M$7.86M
$0.00$0.00$0.00

MDYV vs. VFINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDYV
SPDR S&P 400 Mid Cap Value ETF
13.25%7.45%11.48%15.35%-7.19%30.51%3.68%25.89%-11.95%12.31%
VFINX
Vanguard 500 Index Fund Investor Shares
9.27%17.71%24.84%26.12%-18.24%28.53%18.20%31.33%-4.55%21.66%

Correlation

The correlation between MDYV and VFINX is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.65

Correlation (3Y)
Balances recent behavior with more history.

0.71

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.78

Correlation (10Y)
Provides a long-term view across more market conditions.

0.78

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2005

0.75

The correlation between MDYV and VFINX shifts across timeframes, from 0.65 (1 year) to 0.78 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MDYV vs. VFINX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MDYV
MDYV Risk / Return Rank: 5858
Overall Rank
MDYV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
MDYV Sortino Ratio Rank: 6363
Sortino Ratio Rank
MDYV Omega Ratio Rank: 5656
Omega Ratio Rank
MDYV Calmar Ratio Rank: 5555
Calmar Ratio Rank
MDYV Martin Ratio Rank: 5858
Martin Ratio Rank

VFINX
VFINX Risk / Return Rank: 6262
Overall Rank
VFINX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VFINX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VFINX Omega Ratio Rank: 5757
Omega Ratio Rank
VFINX Calmar Ratio Rank: 6363
Calmar Ratio Rank
VFINX Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MDYV vs. VFINX - 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 Vanguard 500 Index Fund Investor Shares (VFINX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MDYVVFINXDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.25

1.25

-0.01

Calmar ratioReturn relative to maximum drawdown

1.96

2.04

-0.08

Martin ratioReturn relative to average drawdown

6.98

8.76

-1.77

MDYV vs. VFINX - Sharpe Ratio Comparison

The current MDYV Sharpe Ratio is 1.38, which is comparable to the VFINX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of MDYV and VFINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MDYV vs. VFINX - Drawdown Comparison

The maximum MDYV drawdown since its inception was -60.71%, which is greater than VFINX's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for MDYV and VFINX.


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Drawdown Indicators


MDYVVFINXDifference

Max Drawdown

Largest peak-to-trough decline

-60.71%

-55.25%

-5.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-8.92%

-1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-22.58%

-18.76%

-3.82%

Max Drawdown (5Y)

Largest decline over 5 years

-22.58%

-24.59%

+2.01%

Max Drawdown (10Y)

Largest decline over 10 years

-45.90%

-33.83%

-12.07%

Current Drawdown

Current decline from peak

-1.24%

-2.13%

+0.89%

Average Drawdown

Average peak-to-trough decline

-8.56%

-8.26%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.08%

+0.88%

Volatility

MDYV vs. VFINX - Volatility Comparison

SPDR S&P 400 Mid Cap Value ETF (MDYV) and Vanguard 500 Index Fund Investor Shares (VFINX) have volatilities of 3.39% and 3.44%, 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.


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Volatility by Period


MDYVVFINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

3.44%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.36%

10.10%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

15.00%

12.86%

+2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.29%

17.01%

+2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.83%

18.07%

+3.76%

MDYV vs. VFINX - Expense Ratio Comparison

MDYV has a 0.15% expense ratio, which is higher than VFINX's 0.14% 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%.


Dividends

MDYV vs. VFINX - Dividend Comparison

MDYV's dividend yield for the trailing twelve months is around 1.67%, more than VFINX's 0.97% yield.


PositionTTM20252024202320222021202020192018201720162015
MDYV
SPDR S&P 400 Mid Cap Value ETF
1.67%1.72%1.89%1.59%1.90%1.74%1.69%1.83%2.28%2.48%1.83%4.31%
VFINX
Vanguard 500 Index Fund Investor Shares
0.97%1.02%1.14%1.36%1.57%1.15%1.45%1.77%1.94%1.69%1.92%1.99%

Frequently Asked Questions


MDYV and VFINX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VFINX has higher volatility (3.44%) compared to MDYV (3.39%). In terms of maximum drawdown, MDYV dropped -60.71% vs VFINX's -55.25%.

VFINX currently has the higher Sharpe Ratio (1.42 vs 1.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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