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MID vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

MID vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Mid Cap Growth Impact ETF (MID) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MID achieves a 5.98% return, which is significantly lower than ^NDX's 21.43% return.


MID

1D
0.35%
1M
4.45%
YTD
5.98%
6M
4.36%
1Y
8.79%
3Y*
14.60%
5Y*
6.75%
10Y*

^NDX

1D
0.48%
1M
10.65%
YTD
21.43%
6M
19.97%
1Y
42.66%
3Y*
28.22%
5Y*
17.78%
10Y*
21.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MID vs. ^NDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MID
American Century Mid Cap Growth Impact ETF
5.98%8.22%19.40%22.20%-27.44%10.39%29.63%
^NDX
NASDAQ 100 Index
21.43%20.17%24.88%53.81%-32.97%26.63%20.43%

Correlation

The correlation between MID and ^NDX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2020

0.82

The correlation between MID and ^NDX shifts across timeframes, from 0.72 (1 year) to 0.83 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MID vs. ^NDX — Risk / Return Rank

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

MID
MID Risk / Return Rank: 1717
Overall Rank
MID Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MID Sortino Ratio Rank: 1717
Sortino Ratio Rank
MID Omega Ratio Rank: 1616
Omega Ratio Rank
MID Calmar Ratio Rank: 1717
Calmar Ratio Rank
MID Martin Ratio Rank: 1818
Martin Ratio Rank

^NDX
^NDX Risk / Return Rank: 8585
Overall Rank
^NDX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 8585
Sortino Ratio Rank
^NDX Omega Ratio Rank: 8484
Omega Ratio Rank
^NDX Calmar Ratio Rank: 8787
Calmar Ratio Rank
^NDX Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MID vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Mid Cap Growth Impact ETF (MID) and NASDAQ 100 Index (^NDX). 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.


MID^NDXDifference

Sharpe ratio

Return per unit of total volatility

0.53

2.67

-2.14

Sortino ratio

Return per unit of downside risk

0.85

3.47

-2.62

Omega ratio

Gain probability vs. loss probability

1.10

1.45

-0.36

Calmar ratio

Return relative to maximum drawdown

0.68

3.60

-2.92

Martin ratio

Return relative to average drawdown

2.02

13.80

-11.77

MID vs. ^NDX - Sharpe Ratio Comparison

The current MID Sharpe Ratio is 0.53, which is lower than the ^NDX Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of MID and ^NDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MID^NDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

2.67

-2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.79

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.57

-0.16

Drawdowns

MID vs. ^NDX - Drawdown Comparison

The maximum MID drawdown since its inception was -40.15%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for MID and ^NDX.


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Drawdown Indicators


MID^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-40.15%

-82.90%

+42.75%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-12.12%

-1.77%

Max Drawdown (3Y)

Largest decline over 3 years

-23.92%

-22.93%

-0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-40.15%

-35.56%

-4.59%

Max Drawdown (10Y)

Largest decline over 10 years

-35.56%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-13.45%

-24.62%

+11.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

3.17%

+1.49%

Volatility

MID vs. ^NDX - Volatility Comparison

American Century Mid Cap Growth Impact ETF (MID) has a higher volatility of 4.84% compared to NASDAQ 100 Index (^NDX) at 4.51%. This indicates that MID's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MID^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

4.51%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

13.02%

12.18%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

16.73%

16.09%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.64%

22.60%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.93%

22.53%

+1.40%

Frequently Asked Questions


MID and ^NDX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MID has higher volatility (4.84%) compared to ^NDX (4.51%). In terms of maximum drawdown, MID dropped -40.15% vs ^NDX's -82.90%.

^NDX currently has the higher Sharpe Ratio (2.67 vs 0.53), 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.

Portfolio Optimizer

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