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MDYV vs. VOE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MDYV and VOE is 0.76, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

MDYV vs. VOE - 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 Mid-Cap Value ETF (VOE). The values are adjusted to include any dividend payments, if applicable.

300.00%320.00%340.00%360.00%380.00%400.00%NovemberDecember2025FebruaryMarchApril
329.46%
352.04%
MDYV
VOE

Key characteristics

Sharpe Ratio

MDYV:

0.17

VOE:

0.32

Sortino Ratio

MDYV:

0.39

VOE:

0.56

Omega Ratio

MDYV:

1.05

VOE:

1.08

Calmar Ratio

MDYV:

0.16

VOE:

0.29

Martin Ratio

MDYV:

0.54

VOE:

1.00

Ulcer Index

MDYV:

6.43%

VOE:

5.28%

Daily Std Dev

MDYV:

20.96%

VOE:

16.63%

Max Drawdown

MDYV:

-60.70%

VOE:

-61.54%

Current Drawdown

MDYV:

-14.98%

VOE:

-11.21%

Returns By Period

In the year-to-date period, MDYV achieves a -8.14% return, which is significantly lower than VOE's -3.89% return. Both investments have delivered pretty close results over the past 10 years, with MDYV having a 7.67% annualized return and VOE not far ahead at 7.71%.


MDYV

YTD

-8.14%

1M

-6.34%

6M

-6.77%

1Y

3.90%

5Y*

16.62%

10Y*

7.67%

VOE

YTD

-3.89%

1M

-4.37%

6M

-6.19%

1Y

5.19%

5Y*

14.56%

10Y*

7.71%

*Annualized

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MDYV vs. VOE - Expense Ratio Comparison

MDYV has a 0.15% expense ratio, which is higher than VOE's 0.07% 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%.


Expense ratio chart for MDYV: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MDYV: 0.15%
Expense ratio chart for VOE: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOE: 0.07%

Risk-Adjusted Performance

MDYV vs. VOE — Risk-Adjusted Performance Rank

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

MDYV
The Risk-Adjusted Performance Rank of MDYV is 3232
Overall Rank
The Sharpe Ratio Rank of MDYV is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of MDYV is 3232
Sortino Ratio Rank
The Omega Ratio Rank of MDYV is 3232
Omega Ratio Rank
The Calmar Ratio Rank of MDYV is 3333
Calmar Ratio Rank
The Martin Ratio Rank of MDYV is 3131
Martin Ratio Rank

VOE
The Risk-Adjusted Performance Rank of VOE is 4141
Overall Rank
The Sharpe Ratio Rank of VOE is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VOE is 4141
Sortino Ratio Rank
The Omega Ratio Rank of VOE is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VOE is 4343
Calmar Ratio Rank
The Martin Ratio Rank of VOE is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MDYV vs. VOE - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for MDYV, currently valued at 0.17, compared to the broader market-1.000.001.002.003.004.00
MDYV: 0.17
VOE: 0.32
The chart of Sortino ratio for MDYV, currently valued at 0.39, compared to the broader market-2.000.002.004.006.008.00
MDYV: 0.39
VOE: 0.56
The chart of Omega ratio for MDYV, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
MDYV: 1.05
VOE: 1.08
The chart of Calmar ratio for MDYV, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.0012.00
MDYV: 0.16
VOE: 0.29
The chart of Martin ratio for MDYV, currently valued at 0.54, compared to the broader market0.0020.0040.0060.00
MDYV: 0.54
VOE: 1.00

The current MDYV Sharpe Ratio is 0.17, which is lower than the VOE Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of MDYV and VOE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.17
0.32
MDYV
VOE

Dividends

MDYV vs. VOE - Dividend Comparison

MDYV's dividend yield for the trailing twelve months is around 2.01%, less than VOE's 2.42% yield.


TTM20242023202220212020201920182017201620152014
MDYV
SPDR S&P 400 Mid Cap Value ETF
2.01%1.89%1.59%1.90%1.74%1.69%1.84%2.28%2.48%1.83%4.24%4.05%
VOE
Vanguard Mid-Cap Value ETF
2.42%2.11%2.27%2.27%1.78%2.36%2.05%2.75%1.86%1.92%2.05%1.67%

Drawdowns

MDYV vs. VOE - Drawdown Comparison

The maximum MDYV drawdown since its inception was -60.70%, roughly equal to the maximum VOE drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for MDYV and VOE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.98%
-11.21%
MDYV
VOE

Volatility

MDYV vs. VOE - Volatility Comparison

SPDR S&P 400 Mid Cap Value ETF (MDYV) has a higher volatility of 14.09% compared to Vanguard Mid-Cap Value ETF (VOE) at 11.96%. This indicates that MDYV's price experiences larger fluctuations and is considered to be riskier than VOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.09%
11.96%
MDYV
VOE