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MVALX vs. VMCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MVALX vs. VMCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Meridian Contrarian Fund (MVALX) and Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX). The values are adjusted to include any dividend payments, if applicable.

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MVALX vs. VMCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MVALX
Meridian Contrarian Fund
-2.28%17.43%9.73%12.40%-16.67%26.66%23.75%23.66%-7.85%24.88%
VMCPX
Vanguard Mid-Cap Index Fund Institutional Plus Shares
-2.79%11.70%14.68%16.55%-18.68%24.54%18.20%31.06%-9.23%19.28%

Returns By Period

In the year-to-date period, MVALX achieves a -2.28% return, which is significantly higher than VMCPX's -2.79% return. Over the past 10 years, MVALX has outperformed VMCPX with an annualized return of 11.80%, while VMCPX has yielded a comparatively lower 10.44% annualized return.


MVALX

1D
-1.42%
1M
-10.43%
YTD
-2.28%
6M
-0.05%
1Y
24.18%
3Y*
10.26%
5Y*
5.58%
10Y*
11.80%

VMCPX

1D
-0.66%
1M
-7.87%
YTD
-2.79%
6M
-3.58%
1Y
10.32%
3Y*
11.80%
5Y*
6.52%
10Y*
10.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MVALX vs. VMCPX - Expense Ratio Comparison

MVALX has a 1.12% expense ratio, which is higher than VMCPX's 0.03% expense ratio.


Return for Risk

MVALX vs. VMCPX — Risk / Return Rank

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

MVALX
MVALX Risk / Return Rank: 5656
Overall Rank
MVALX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MVALX Sortino Ratio Rank: 5353
Sortino Ratio Rank
MVALX Omega Ratio Rank: 4343
Omega Ratio Rank
MVALX Calmar Ratio Rank: 6969
Calmar Ratio Rank
MVALX Martin Ratio Rank: 6666
Martin Ratio Rank

VMCPX
VMCPX Risk / Return Rank: 2828
Overall Rank
VMCPX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VMCPX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VMCPX Omega Ratio Rank: 2727
Omega Ratio Rank
VMCPX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VMCPX Martin Ratio Rank: 3232
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.

MVALX vs. VMCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meridian Contrarian Fund (MVALX) and Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX). 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.


MVALXVMCPXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.63

+0.30

Sortino ratio

Return per unit of downside risk

1.44

0.99

+0.45

Omega ratio

Gain probability vs. loss probability

1.19

1.14

+0.05

Calmar ratio

Return relative to maximum drawdown

1.57

0.73

+0.84

Martin ratio

Return relative to average drawdown

6.27

3.40

+2.87

MVALX vs. VMCPX - Sharpe Ratio Comparison

The current MVALX Sharpe Ratio is 0.93, which is higher than the VMCPX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of MVALX and VMCPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MVALXVMCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.63

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.37

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.55

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.59

-0.01

Correlation

The correlation between MVALX and VMCPX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MVALX vs. VMCPX - Dividend Comparison

MVALX's dividend yield for the trailing twelve months is around 13.11%, more than VMCPX's 1.55% yield.


TTM20252024202320222021202020192018201720162015
MVALX
Meridian Contrarian Fund
13.11%12.81%4.26%5.45%11.45%14.16%4.93%7.94%25.52%10.53%0.52%16.76%
VMCPX
Vanguard Mid-Cap Index Fund Institutional Plus Shares
1.55%1.53%1.50%1.52%1.61%1.13%1.45%1.49%1.84%1.37%1.47%1.50%

Drawdowns

MVALX vs. VMCPX - Drawdown Comparison

The maximum MVALX drawdown since its inception was -50.65%, which is greater than VMCPX's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for MVALX and VMCPX.


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Drawdown Indicators


MVALXVMCPXDifference

Max Drawdown

Largest peak-to-trough decline

-50.65%

-39.30%

-11.35%

Max Drawdown (1Y)

Largest decline over 1 year

-14.19%

-12.77%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-24.80%

-27.54%

+2.74%

Max Drawdown (10Y)

Largest decline over 10 years

-42.06%

-39.30%

-2.76%

Current Drawdown

Current decline from peak

-11.53%

-8.13%

-3.40%

Average Drawdown

Average peak-to-trough decline

-7.15%

-5.26%

-1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

2.74%

+1.37%

Volatility

MVALX vs. VMCPX - Volatility Comparison

Meridian Contrarian Fund (MVALX) has a higher volatility of 6.52% compared to Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX) at 4.23%. This indicates that MVALX's price experiences larger fluctuations and is considered to be riskier than VMCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MVALXVMCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

4.23%

+2.29%

Volatility (6M)

Calculated over the trailing 6-month period

14.00%

9.43%

+4.57%

Volatility (1Y)

Calculated over the trailing 1-year period

24.94%

17.58%

+7.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.52%

17.63%

+2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.30%

18.90%

+2.40%