MMID vs. VFMV

Last updated Jun 25, 2026

MMID (MFS Active Mid Cap ETF) and VFMV (Vanguard U.S. Minimum Volatility ETF) are both Mid Cap Blend Equities funds. Both are actively managed. A 0.80 correlation means they provide meaningful diversification when combined. MMID charges 0.59%/yr vs 0.13%/yr for VFMV.

Performance

MMID vs. VFMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Active Mid Cap ETF (MMID) and Vanguard U.S. Minimum Volatility ETF (VFMV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MMID achieves a 4.05% return, which is significantly lower than VFMV's 6.96% return.

MMID

• 1D: 0.83%
• 1M: 2.82%
• YTD: 4.05%
• 6M: 3.15%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VFMV

• 1D: -0.09%
• 1M: -2.21%
• YTD: 6.96%
• 6M: 5.85%
• 1Y: 10.55%
• 3Y*: 14.32%
• 5Y*: 9.22%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MMID vs. VFMV - Yearly Performance Comparison

	2026 (YTD)	2025
MMID MFS Active Mid Cap ETF	4.05%	0.62%
VFMV Vanguard U.S. Minimum Volatility ETF	6.96%	0.26%

Correlation

The correlation between MMID and VFMV is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.80

Return for Risk

MMID vs. VFMV — Risk / Return Rank

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

MMID

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VFMV

VFMV Risk / Return Rank: 38
VFMV Sharpe Ratio Rank: 36
VFMV Sortino Ratio Rank: 36
VFMV Omega Ratio Rank: 34
VFMV Calmar Ratio Rank: 38
VFMV Martin Ratio Rank: 45

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.

MMID vs. VFMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Active Mid Cap ETF (MMID) and Vanguard U.S. Minimum Volatility ETF (VFMV). 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.

	MMID	VFMV	Difference
Sharpe ratio: Return per unit of total volatility	—	1.20	—
Sortino ratio: Return per unit of downside risk	—	1.75	—
Omega ratio: Gain probability vs. loss probability	—	1.21	—
Calmar ratio: Return relative to maximum drawdown	—	1.77	—
Martin ratio: Return relative to average drawdown	—	6.70	—

Drawdowns

MMID vs. VFMV - Drawdown Comparison

The maximum MMID drawdown since its inception was -7.93%, smaller than the maximum VFMV drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for MMID and VFMV.

Drawdown Indicators

	MMID	VFMV	Difference
Max Drawdown Largest peak-to-trough decline	-7.93%	-33.64%	+25.71%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.00%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-10.35%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-15.41%	—
Current Drawdown Current decline from peak	-0.62%	-2.45%	+1.83%
Average Drawdown Average peak-to-trough decline	-2.09%	-3.62%	+1.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.58%	—

Volatility

Volatility by Period

	MMID	VFMV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.13%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.44%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.54%	8.84%	+4.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.54%	11.75%	+1.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.54%	14.22%	-0.68%

MMID vs. VFMV - Expense Ratio Comparison

MMID has a 0.59% expense ratio, which is higher than VFMV's 0.13% expense ratio.

Dividends

MMID vs. VFMV - Dividend Comparison

MMID's dividend yield for the trailing twelve months is around 0.48%, less than VFMV's 1.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
MMID MFS Active Mid Cap ETF	0.48%	0.28%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VFMV Vanguard U.S. Minimum Volatility ETF	1.51%	2.12%	1.46%	2.20%	2.08%	1.31%	2.14%	2.43%	2.29%

Frequently Asked Questions

Can I hold both MMID and VFMV in my portfolio?

MMID and VFMV have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MMID or VFMV?

On fees, VFMV is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MMID or VFMV?

VFMV is cheaper with a 0.13% expense ratio, compared with 0.59% for MMID.

Which ETF pays a higher dividend yield, MMID or VFMV?

VFMV has the higher dividend yield at 1.51%, compared with 0.48% for MMID.

What is the main difference between MMID and VFMV?

They also come from different issuers: MFS and Vanguard. Their fees differ too: 0.59% for MMID and 0.13% for VFMV.