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MID vs. VMIG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MIDVMIG.L
YTD Return18.16%8.69%
1Y Return30.40%17.02%
3Y Return (Ann)0.14%-1.11%
Sharpe Ratio1.681.24
Daily Std Dev17.95%13.92%
Max Drawdown-40.15%-41.38%
Current Drawdown-4.35%-5.42%

Correlation

-0.50.00.51.00.4

The correlation between MID and VMIG.L is 0.45, 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

MID vs. VMIG.L - Performance Comparison

In the year-to-date period, MID achieves a 18.16% return, which is significantly higher than VMIG.L's 8.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
6.10%
13.83%
MID
VMIG.L

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MID vs. VMIG.L - Expense Ratio Comparison

MID has a 0.45% expense ratio, which is higher than VMIG.L's 0.10% expense ratio.


MID
American Century Mid Cap Growth Impact ETF
Expense ratio chart for MID: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for VMIG.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

MID vs. VMIG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Mid Cap Growth Impact ETF (MID) and Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L). 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
Sharpe ratio
The chart of Sharpe ratio for MID, currently valued at 1.97, compared to the broader market0.002.004.001.97
Sortino ratio
The chart of Sortino ratio for MID, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.0012.002.74
Omega ratio
The chart of Omega ratio for MID, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.003.501.33
Calmar ratio
The chart of Calmar ratio for MID, currently valued at 1.01, compared to the broader market0.005.0010.0015.001.01
Martin ratio
The chart of Martin ratio for MID, currently valued at 11.45, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.45
VMIG.L
Sharpe ratio
The chart of Sharpe ratio for VMIG.L, currently valued at 1.59, compared to the broader market0.002.004.001.59
Sortino ratio
The chart of Sortino ratio for VMIG.L, currently valued at 2.45, compared to the broader market-2.000.002.004.006.008.0010.0012.002.45
Omega ratio
The chart of Omega ratio for VMIG.L, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.29
Calmar ratio
The chart of Calmar ratio for VMIG.L, currently valued at 0.76, compared to the broader market0.005.0010.0015.000.76
Martin ratio
The chart of Martin ratio for VMIG.L, currently valued at 9.11, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.11

MID vs. VMIG.L - Sharpe Ratio Comparison

The current MID Sharpe Ratio is 1.68, which is higher than the VMIG.L Sharpe Ratio of 1.24. The chart below compares the 12-month rolling Sharpe Ratio of MID and VMIG.L.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AprilMayJuneJulyAugustSeptember
1.97
1.59
MID
VMIG.L

Dividends

MID vs. VMIG.L - Dividend Comparison

MID's dividend yield for the trailing twelve months is around 0.06%, while VMIG.L has not paid dividends to shareholders.


TTM2023
MID
American Century Mid Cap Growth Impact ETF
0.06%0.02%
VMIG.L
Vanguard FTSE 250 UCITS ETF (GBP) Accumulating
0.00%0.00%

Drawdowns

MID vs. VMIG.L - Drawdown Comparison

The maximum MID drawdown since its inception was -40.15%, roughly equal to the maximum VMIG.L drawdown of -41.38%. Use the drawdown chart below to compare losses from any high point for MID and VMIG.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-4.35%
-9.68%
MID
VMIG.L

Volatility

MID vs. VMIG.L - Volatility Comparison

American Century Mid Cap Growth Impact ETF (MID) has a higher volatility of 4.92% compared to Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L) at 3.96%. This indicates that MID's price experiences larger fluctuations and is considered to be riskier than VMIG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%AprilMayJuneJulyAugustSeptember
4.92%
3.96%
MID
VMIG.L