MDYV vs. VFVA
Compare and contrast key facts about SPDR S&P 400 Mid Cap Value ETF (MDYV) and Vanguard U.S. Value Factor ETF (VFVA).
MDYV and VFVA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VFVA is an actively managed fund by Vanguard. It was launched on Feb 13, 2018.
Performance
MDYV vs. VFVA - Performance Comparison
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MDYV vs. VFVA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -9.99% |
VFVA Vanguard U.S. Value Factor ETF | 2.10% | 14.77% | 7.67% | 17.37% | -3.96% | 36.94% | 2.28% | 25.42% | -15.61% |
Returns By Period
In the year-to-date period, MDYV achieves a 1.55% return, which is significantly lower than VFVA's 2.10% 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%
VFVA
- 1D
- 0.20%
- 1M
- -4.12%
- YTD
- 2.10%
- 6M
- 6.23%
- 1Y
- 20.92%
- 3Y*
- 14.37%
- 5Y*
- 9.69%
- 10Y*
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MDYV vs. VFVA - Expense Ratio Comparison
MDYV has a 0.15% expense ratio, which is higher than VFVA's 0.13% 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%.
Return for Risk
MDYV vs. VFVA — Risk / Return Rank
MDYV
VFVA
MDYV vs. VFVA - 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 U.S. Value Factor ETF (VFVA). 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 | VFVA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.94 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.03 | 1.45 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.35 | -0.44 |
Martin ratioReturn relative to average drawdown | 3.41 | 5.36 | -1.95 |
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 | VFVA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.94 | -0.31 |
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 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.39 | +0.01 |
Correlation
The correlation between MDYV and VFVA 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. VFVA - Dividend Comparison
MDYV's dividend yield for the trailing twelve months is around 1.86%, less than VFVA's 2.09% 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% |
VFVA Vanguard U.S. Value Factor ETF | 2.09% | 2.13% | 2.40% | 2.45% | 2.21% | 1.68% | 2.04% | 2.08% | 1.65% | 0.00% | 0.00% | 0.00% |
Drawdowns
MDYV vs. VFVA - Drawdown Comparison
The maximum MDYV drawdown since its inception was -60.71%, which is greater than VFVA's maximum drawdown of -48.58%. Use the drawdown chart below to compare losses from any high point for MDYV and VFVA.
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Drawdown Indicators
| MDYV | VFVA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.71% | -48.58% | -12.13% |
Max Drawdown (1Y)Largest decline over 1 year | -14.55% | -15.54% | +0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -22.58% | -24.07% | +1.49% |
Max Drawdown (10Y)Largest decline over 10 years | -45.90% | — | — |
Current DrawdownCurrent decline from peak | -7.10% | -6.24% | -0.86% |
Average DrawdownAverage peak-to-trough decline | -8.68% | -7.43% | -1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 3.91% | -0.03% |
Volatility
MDYV vs. VFVA - Volatility Comparison
SPDR S&P 400 Mid Cap Value ETF (MDYV) has a higher volatility of 5.30% compared to Vanguard U.S. Value Factor ETF (VFVA) at 4.33%. This indicates that MDYV's price experiences larger fluctuations and is considered to be riskier than VFVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDYV | VFVA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.30% | 4.33% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 11.44% | 11.07% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.68% | 22.24% | -1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.57% | 20.25% | -0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.90% | 24.51% | -2.61% |