MFIC vs. DBP
MFIC (MidCap Financial Investment Corporation) is a stock, while DBP (Invesco DB Precious Metals Fund) is Precious Metals fund tracking the DBIQ Optimum Yield Precious Metals Index Excess Return. Over the past 10 years, MFIC returned 6.24%/yr vs 9.64%/yr for DBP. Their 0.08 correlation means their historical movements had little consistent relationship.
Performance
MFIC vs. DBP - Performance Comparison
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Returns By Period
In the year-to-date period, MFIC achieves a -11.23% return, which is significantly lower than DBP's -9.61% return. Over the past 10 years, MFIC has underperformed DBP with an annualized return of 6.24%, while DBP has yielded a comparatively higher 9.64% annualized return.
MFIC
- 1D
- -1.04%
- 1M
- -4.21%
- 6M
- -9.25%
- YTD
- -11.23%
- 1Y
- -12.55%
- 3Y*
- 0.10%
- 5Y*
- 4.75%
- 10Y*
- 6.24%
- ALL TIME*
- 5.10%
DBP
- 1D
- -1.56%
- 1M
- -2.23%
- 6M
- -19.86%
- YTD
- -9.61%
- 1Y
- 24.83%
- 3Y*
- 27.17%
- 5Y*
- 15.89%
- 10Y*
- 9.64%
- ALL TIME*
- 8.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.17M | $2.70M | $1.86M | |
| $3.98M | $4.18M | $5.98M |
MFIC vs. DBP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFIC MidCap Financial Investment Corporation | -11.23% | -4.34% | 11.25% | 35.48% | 0.19% | 33.67% | -28.54% | 56.97% | -18.11% | 6.51% |
DBP Invesco DB Precious Metals Fund | -9.61% | 73.43% | 26.71% | 8.68% | -1.51% | -7.10% | 26.79% | 15.89% | -4.31% | 10.58% |
Correlation
The correlation between MFIC and DBP is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.07 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2007 | 0.08 |
The correlation between MFIC and DBP shifts across timeframes, from -0.06 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MFIC vs. DBP — Risk / Return Rank
MFIC
DBP
MFIC vs. DBP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MidCap Financial Investment Corporation (MFIC) and Invesco DB Precious Metals Fund (DBP). 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.
| MFIC | DBP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.82 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.17 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 0.82 | -1.45 |
| Martin ratioReturn relative to average drawdown | -1.39 | 1.69 | -3.08 |
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Drawdowns
MFIC vs. DBP - Drawdown Comparison
The maximum MFIC drawdown since its inception was -87.97%, which is greater than DBP's maximum drawdown of -53.89%. Use the drawdown chart below to compare losses from any high point for MFIC and DBP.
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Drawdown Indicators
| MFIC | DBP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.97% | -53.89% | -34.08% |
Max Drawdown (1Y)Largest decline over 1 year | -22.66% | -33.30% | +10.64% |
Max Drawdown (3Y)Largest decline over 3 years | -26.97% | -33.30% | +6.33% |
Max Drawdown (5Y)Largest decline over 5 years | -26.97% | -33.30% | +6.33% |
Max Drawdown (10Y)Largest decline over 10 years | -67.77% | -33.30% | -34.47% |
Current DrawdownCurrent decline from peak | -22.42% | -31.89% | +9.47% |
Average DrawdownAverage peak-to-trough decline | -17.54% | -25.45% | +7.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.30% | 16.07% | -5.77% |
Volatility
MFIC vs. DBP - Volatility Comparison
The current volatility for MidCap Financial Investment Corporation (MFIC) is 6.14%, while Invesco DB Precious Metals Fund (DBP) has a volatility of 7.19%. This indicates that MFIC experiences smaller price fluctuations and is considered to be less risky than DBP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFIC | DBP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.14% | 7.19% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 20.31% | 29.20% | -8.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.41% | 34.26% | -9.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.87% | 21.45% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.03% | 18.94% | +11.09% |
Dividends
MFIC vs. DBP - Dividend Comparison
MFIC's dividend yield for the trailing twelve months is around 14.44%, more than DBP's 2.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBP Invesco DB Precious Metals Fund | 2.69% | 2.44% | 4.21% | 4.47% | 0.45% | 0.00% | 0.00% | 1.26% | 1.24% | 0.12% | 0.00% | 0.00% |
MFIC MidCap Financial Investment Corporation | 14.44% | 13.29% | 12.75% | 11.11% | 12.37% | 11.26% | 15.25% | 10.31% | 14.52% | 10.60% | 11.95% | 15.33% |
Frequently Asked Questions
MFIC and DBP have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBP has higher volatility (7.19%) compared to MFIC (6.14%). In terms of maximum drawdown, MFIC dropped -87.97% vs DBP's -53.89%.
DBP currently has the higher Sharpe Ratio (0.79 vs -0.59), 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.
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