MID vs. IWM

In the year-to-date period, MID achieves a -0.58% return, which is significantly higher than IWM's -8.92% return.

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MID has a 0.45% expense ratio, which is higher than IWM's 0.19% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for American Century Mid Cap Growth Impact ETF (MID) and iShares Russell 2000 ETF (IWM). 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 MID Sharpe Ratio is 0.24, which is higher than the IWM Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of MID and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MID's dividend yield for the trailing twelve months is around 0.18%, less than IWM's 1.23% yield.

The maximum MID drawdown since its inception was -40.15%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for MID and IWM. For additional features, visit the drawdowns tool.

American Century Mid Cap Growth Impact ETF (MID) has a higher volatility of 8.05% compared to iShares Russell 2000 ETF (IWM) at 7.28%. This indicates that MID's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.