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MFIC vs. FOCPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MFIC and FOCPX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

MFIC vs. FOCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MidCap Financial Investment Corporation (MFIC) and Fidelity OTC Portfolio (FOCPX). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%December2025FebruaryMarchAprilMay
226.21%
1,415.89%
MFIC
FOCPX

Key characteristics

Sharpe Ratio

MFIC:

-0.44

FOCPX:

0.28

Sortino Ratio

MFIC:

-0.46

FOCPX:

0.55

Omega Ratio

MFIC:

0.93

FOCPX:

1.08

Calmar Ratio

MFIC:

-0.41

FOCPX:

0.28

Martin Ratio

MFIC:

-1.08

FOCPX:

0.86

Ulcer Index

MFIC:

10.28%

FOCPX:

8.20%

Daily Std Dev

MFIC:

25.42%

FOCPX:

25.41%

Max Drawdown

MFIC:

-87.97%

FOCPX:

-69.01%

Current Drawdown

MFIC:

-16.44%

FOCPX:

-14.50%

Returns By Period

In the year-to-date period, MFIC achieves a -8.54% return, which is significantly higher than FOCPX's -10.48% return. Over the past 10 years, MFIC has underperformed FOCPX with an annualized return of 5.58%, while FOCPX has yielded a comparatively higher 15.62% annualized return.


MFIC

YTD

-8.54%

1M

10.11%

6M

-5.84%

1Y

-11.59%

5Y*

20.14%

10Y*

5.58%

FOCPX

YTD

-10.48%

1M

11.42%

6M

-7.17%

1Y

5.66%

5Y*

15.91%

10Y*

15.62%

*Annualized

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Risk-Adjusted Performance

MFIC vs. FOCPX — Risk-Adjusted Performance Rank

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

MFIC
The Risk-Adjusted Performance Rank of MFIC is 2525
Overall Rank
The Sharpe Ratio Rank of MFIC is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of MFIC is 2525
Sortino Ratio Rank
The Omega Ratio Rank of MFIC is 2323
Omega Ratio Rank
The Calmar Ratio Rank of MFIC is 2626
Calmar Ratio Rank
The Martin Ratio Rank of MFIC is 2525
Martin Ratio Rank

FOCPX
The Risk-Adjusted Performance Rank of FOCPX is 3535
Overall Rank
The Sharpe Ratio Rank of FOCPX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of FOCPX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of FOCPX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of FOCPX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of FOCPX is 3333
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.

MFIC vs. FOCPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MidCap Financial Investment Corporation (MFIC) and Fidelity OTC Portfolio (FOCPX). 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 current MFIC Sharpe Ratio is -0.44, which is lower than the FOCPX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of MFIC and FOCPX, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.44
0.28
MFIC
FOCPX

Dividends

MFIC vs. FOCPX - Dividend Comparison

MFIC's dividend yield for the trailing twelve months is around 14.36%, less than FOCPX's 15.20% yield.


TTM20242023202220212020201920182017201620152014
MFIC
MidCap Financial Investment Corporation
14.36%12.75%11.11%12.37%11.26%15.24%10.31%14.52%10.60%11.95%15.33%10.78%
FOCPX
Fidelity OTC Portfolio
15.20%13.61%0.05%4.06%11.53%6.23%7.58%7.93%4.86%3.24%5.41%12.91%

Drawdowns

MFIC vs. FOCPX - Drawdown Comparison

The maximum MFIC drawdown since its inception was -87.97%, which is greater than FOCPX's maximum drawdown of -69.01%. Use the drawdown chart below to compare losses from any high point for MFIC and FOCPX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-16.44%
-14.50%
MFIC
FOCPX

Volatility

MFIC vs. FOCPX - Volatility Comparison

MidCap Financial Investment Corporation (MFIC) has a higher volatility of 15.11% compared to Fidelity OTC Portfolio (FOCPX) at 13.41%. This indicates that MFIC's price experiences larger fluctuations and is considered to be riskier than FOCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
15.11%
13.41%
MFIC
FOCPX