MFIC vs. DBP
Compare and contrast key facts about MidCap Financial Investment Corporation (MFIC) and Invesco DB Precious Metals Fund (DBP).
DBP is a passively managed fund by Invesco that tracks the performance of the DBIQ Optimum Yield Precious Metals Index Excess Return. It was launched on Jan 5, 2007.
Performance
MFIC vs. DBP - Performance Comparison
Loading graphics...
MFIC vs. DBP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFIC MidCap Financial Investment Corporation | 1.30% | -4.34% | 11.25% | 35.48% | 0.19% | 33.67% | -28.54% | 56.97% | -18.11% | 6.51% |
DBP Invesco DB Precious Metals Fund | 7.03% | 73.43% | 26.71% | 8.68% | -1.51% | -7.10% | 26.79% | 15.89% | -4.31% | 10.58% |
Returns By Period
In the year-to-date period, MFIC achieves a 1.30% return, which is significantly lower than DBP's 7.03% return. Over the past 10 years, MFIC has underperformed DBP with an annualized return of 7.96%, while DBP has yielded a comparatively higher 13.17% annualized return.
MFIC
- 1D
- 2.55%
- 1M
- 19.72%
- YTD
- 1.30%
- 6M
- -0.23%
- 1Y
- -1.31%
- 3Y*
- 12.18%
- 5Y*
- 7.89%
- 10Y*
- 7.96%
DBP
- 1D
- 4.37%
- 1M
- -13.22%
- YTD
- 7.03%
- 6M
- 26.77%
- 1Y
- 57.78%
- 3Y*
- 34.01%
- 5Y*
- 20.74%
- 10Y*
- 13.17%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| MFIC | DBP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.05 | 1.76 | -1.81 |
Sortino ratioReturn per unit of downside risk | 0.14 | 2.08 | -1.94 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.33 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | -0.11 | 2.33 | -2.45 |
Martin ratioReturn relative to average drawdown | -0.31 | 8.43 | -8.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MFIC | DBP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.05 | 1.76 | -1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 1.01 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.71 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.45 | -0.30 |
Correlation
The correlation between MFIC and DBP is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MFIC vs. DBP - Dividend Comparison
MFIC's dividend yield for the trailing twelve months is around 12.90%, more than DBP's 2.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFIC MidCap Financial Investment Corporation | 12.90% | 13.29% | 12.75% | 11.11% | 12.37% | 11.26% | 15.25% | 10.31% | 14.52% | 10.60% | 11.95% | 15.33% |
DBP Invesco DB Precious Metals Fund | 2.28% | 2.44% | 4.21% | 4.47% | 0.45% | 0.00% | 0.00% | 1.26% | 1.24% | 0.12% | 0.00% | 0.00% |
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.
Loading graphics...
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 | -23.46% | -25.48% | +2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -26.97% | -25.48% | -1.49% |
Max Drawdown (10Y)Largest decline over 10 years | -67.77% | -28.36% | -39.41% |
Current DrawdownCurrent decline from peak | -11.47% | -19.34% | +7.87% |
Average DrawdownAverage peak-to-trough decline | -17.58% | -25.47% | +7.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.56% | 7.06% | +1.50% |
Volatility
MFIC vs. DBP - Volatility Comparison
The current volatility for MidCap Financial Investment Corporation (MFIC) is 8.54%, while Invesco DB Precious Metals Fund (DBP) has a volatility of 12.31%. 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.
Loading graphics...
Volatility by Period
| MFIC | DBP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.54% | 12.31% | -3.77% |
Volatility (6M)Calculated over the trailing 6-month period | 19.11% | 30.54% | -11.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.46% | 32.93% | -4.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.78% | 20.57% | +2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.00% | 18.57% | +11.43% |