MPV vs. TDIV

In the year-to-date period, MPV achieves a 0.70% return, which is significantly higher than TDIV's -1.47% return. Over the past 10 years, MPV has underperformed TDIV with an annualized return of 10.85%, while TDIV has yielded a comparatively higher 13.32% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Barings Participation Investors (MPV) and First Trust NASDAQ Technology Dividend Index Fund (TDIV). 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 MPV Sharpe Ratio is 1.22, which is higher than the TDIV Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of MPV and TDIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MPV's dividend yield for the trailing twelve months is around 9.12%, more than TDIV's 1.72% yield.

The maximum MPV drawdown since its inception was -54.02%, which is greater than TDIV's maximum drawdown of -31.97%. Use the drawdown chart below to compare losses from any high point for MPV and TDIV. For additional features, visit the drawdowns tool.