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SPMD vs. AVMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPMD vs. AVMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) and Avantis U.S. Mid Cap Value ETF (AVMV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPMD achieves a 14.54% return, which is significantly higher than AVMV's 12.62% return.


SPMD

1D
0.33%
1M
2.89%
YTD
14.54%
6M
14.24%
1Y
26.21%
3Y*
16.67%
5Y*
8.28%
10Y*
11.39%

AVMV

1D
0.77%
1M
1.60%
YTD
12.62%
6M
13.21%
1Y
27.02%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPMD vs. AVMV - Yearly Performance Comparison


2026 (YTD)202520242023
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
14.54%7.44%13.91%15.74%
AVMV
Avantis U.S. Mid Cap Value ETF
12.62%10.46%18.43%15.56%

Correlation

The correlation between SPMD and AVMV is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2023

0.95

The correlation between SPMD and AVMV has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

SPMD vs. AVMV — Risk / Return Rank

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

SPMD
SPMD Risk / Return Rank: 5555
Overall Rank
SPMD Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SPMD Sortino Ratio Rank: 5252
Sortino Ratio Rank
SPMD Omega Ratio Rank: 4848
Omega Ratio Rank
SPMD Calmar Ratio Rank: 6161
Calmar Ratio Rank
SPMD Martin Ratio Rank: 6262
Martin Ratio Rank

AVMV
AVMV Risk / Return Rank: 6363
Overall Rank
AVMV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
AVMV Sortino Ratio Rank: 6262
Sortino Ratio Rank
AVMV Omega Ratio Rank: 5757
Omega Ratio Rank
AVMV Calmar Ratio Rank: 7272
Calmar Ratio Rank
AVMV Martin Ratio Rank: 6565
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.

SPMD vs. AVMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) and Avantis U.S. Mid Cap Value ETF (AVMV). 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.


SPMDAVMVDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.30

1.34

-0.04

Calmar ratioReturn relative to maximum drawdown

2.97

3.56

-0.59

Martin ratioReturn relative to average drawdown

10.91

11.71

-0.80

SPMD vs. AVMV - Sharpe Ratio Comparison

The current SPMD Sharpe Ratio is 1.70, which is comparable to the AVMV Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of SPMD and AVMV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPMDAVMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.96

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.29

-0.84

Drawdowns

SPMD vs. AVMV - Drawdown Comparison

The maximum SPMD drawdown since its inception was -57.62%, which is greater than AVMV's maximum drawdown of -24.24%. Use the drawdown chart below to compare losses from any high point for SPMD and AVMV.


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Drawdown Indicators


SPMDAVMVDifference

Max Drawdown

Largest peak-to-trough decline

-57.62%

-24.24%

-33.38%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-7.63%

-1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-24.08%

Max Drawdown (5Y)

Largest decline over 5 years

-24.08%

Max Drawdown (10Y)

Largest decline over 10 years

-41.86%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.12%

-3.89%

-4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.31%

+0.10%

Volatility

SPMD vs. AVMV - Volatility Comparison

SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) has a higher volatility of 4.23% compared to Avantis U.S. Mid Cap Value ETF (AVMV) at 3.04%. This indicates that SPMD's price experiences larger fluctuations and is considered to be riskier than AVMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPMDAVMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

3.04%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

11.36%

9.49%

+1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

15.53%

13.84%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.70%

17.96%

+1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.18%

17.96%

+3.22%

SPMD vs. AVMV - Expense Ratio Comparison

SPMD has a 0.05% expense ratio, which is lower than AVMV's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPMD vs. AVMV - Dividend Comparison

SPMD's dividend yield for the trailing twelve months is around 1.22%, more than AVMV's 1.01% yield.


PositionTTM20252024202320222021202020192018201720162015
AVMV
Avantis U.S. Mid Cap Value ETF
1.01%1.20%1.30%0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
1.22%1.39%1.42%1.47%1.64%1.24%1.30%1.57%1.85%1.97%2.13%5.33%

Frequently Asked Questions


With a correlation of 0.93, SPMD and AVMV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SPMD has higher volatility (4.23%) compared to AVMV (3.04%). In terms of maximum drawdown, SPMD dropped -57.62% vs AVMV's -24.24%.

On 1-year performance, AVMV leads with 27.02% vs 26.21% for SPMD. On fees, SPMD is cheaper at 0.05% per year. On volatility, AVMV has been the lower-risk option at 3.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AVMV has performed better with a 27.02% return vs 26.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPMD is cheaper with a 0.05% expense ratio, compared with 0.20% for AVMV.

SPMD has the higher dividend yield at 1.22%, compared with 1.01% for AVMV.

SPMD is categorized as Mid Cap Blend Equities, while AVMV is Mid Cap Value Equities. They also come from different issuers: State Street and Avantis. Their fees differ too: 0.05% for SPMD and 0.20% for AVMV.

AVMV currently has the higher Sharpe Ratio (1.96 vs 1.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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