MFIC vs. IDV
MFIC (MidCap Financial Investment Corporation) is a stock, while IDV (iShares International Select Dividend ETF) is Global Equities fund tracking the Dow Jones EPAC Select Dividend. Over the past 10 years, MFIC returned 6.80%/yr vs 10.13%/yr for IDV. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
MFIC vs. IDV - Performance Comparison
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Returns By Period
In the year-to-date period, MFIC achieves a -7.42% return, which is significantly lower than IDV's 11.69% return. Over the past 10 years, MFIC has underperformed IDV with an annualized return of 6.80%, while IDV has yielded a comparatively higher 10.13% annualized return.
MFIC
- 1D
- 0.40%
- 1M
- -1.38%
- 6M
- -9.79%
- YTD
- -7.42%
- 1Y
- -15.70%
- 3Y*
- 2.86%
- 5Y*
- 5.90%
- 10Y*
- 6.80%
IDV
- 1D
- -0.16%
- 1M
- -1.02%
- 6M
- 9.20%
- YTD
- 11.69%
- 1Y
- 29.18%
- 3Y*
- 23.59%
- 5Y*
- 12.80%
- 10Y*
- 10.13%
MFIC vs. IDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFIC MidCap Financial Investment Corporation | -7.42% | -4.34% | 11.25% | 35.48% | 0.19% | 33.67% | -28.54% | 56.97% | -18.11% | 6.51% |
IDV iShares International Select Dividend ETF | 11.69% | 52.16% | 4.00% | 10.32% | -6.40% | 12.00% | -5.94% | 23.56% | -10.37% | 19.74% |
Correlation
The correlation between MFIC and IDV is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2007 | 0.51 |
Over the past year, the correlation between MFIC and IDV has dropped to 0.24 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
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Return for Risk
MFIC vs. IDV — Risk / Return Rank
MFIC
IDV
MFIC vs. IDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MidCap Financial Investment Corporation (MFIC) and iShares International Select Dividend ETF (IDV). 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 | IDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.87 | ||
| Sortino ratioReturn per unit of downside risk | -3.77 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.40 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 3.44 | -4.11 |
| Martin ratioReturn relative to average drawdown | -1.54 | 10.71 | -12.25 |
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Drawdowns
MFIC vs. IDV - Drawdown Comparison
The maximum MFIC drawdown since its inception was -87.97%, which is greater than IDV's maximum drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for MFIC and IDV.
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Drawdown Indicators
| MFIC | IDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.97% | -70.14% | -17.83% |
Max Drawdown (1Y)Largest decline over 1 year | -23.46% | -8.52% | -14.94% |
Max Drawdown (3Y)Largest decline over 3 years | -26.97% | -11.86% | -15.11% |
Max Drawdown (5Y)Largest decline over 5 years | -26.97% | -29.19% | +2.22% |
Max Drawdown (10Y)Largest decline over 10 years | -67.77% | -42.50% | -25.27% |
Current DrawdownCurrent decline from peak | -19.09% | -3.34% | -15.75% |
Average DrawdownAverage peak-to-trough decline | -17.53% | -15.33% | -2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.24% | 2.73% | +7.51% |
Volatility
MFIC vs. IDV - Volatility Comparison
MidCap Financial Investment Corporation (MFIC) has a higher volatility of 5.77% compared to iShares International Select Dividend ETF (IDV) at 3.48%. This indicates that MFIC's price experiences larger fluctuations and is considered to be riskier than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFIC | IDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.77% | 3.48% | +2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 20.37% | 11.23% | +9.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.19% | 13.20% | +10.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.82% | 15.57% | +7.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.01% | 17.61% | +12.40% |
Dividends
MFIC vs. IDV - Dividend Comparison
MFIC's dividend yield for the trailing twelve months is around 13.84%, more than IDV's 5.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 5.32% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
MFIC MidCap Financial Investment Corporation | 13.84% | 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 IDV have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MFIC has higher volatility (5.77%) compared to IDV (3.48%). In terms of maximum drawdown, MFIC dropped -87.97% vs IDV's -70.14%.
IDV currently has the higher Sharpe Ratio (2.22 vs -0.65), 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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