MFIC vs. FOCPX

In the year-to-date period, MFIC achieves a -0.14% return, which is significantly higher than FOCPX's -4.19% return. Over the past 10 years, MFIC has underperformed FOCPX with an annualized return of 6.20%, while FOCPX has yielded a comparatively higher 16.39% annualized return.

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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 -0.18, which is lower than the FOCPX Sharpe Ratio of 0.32. 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.

MFIC's dividend yield for the trailing twelve months is around 13.15%, less than FOCPX's 14.21% yield.

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.

MidCap Financial Investment Corporation (MFIC) has a higher volatility of 6.54% compared to Fidelity OTC Portfolio (FOCPX) at 5.51%. 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.