PortfoliosLab logoPortfoliosLab logo
SPMD vs. MGK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPMD vs. MGK - 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 Vanguard Mega Cap Growth ETF (MGK). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPMD achieves a 15.51% return, which is significantly higher than MGK's 5.33% return. Over the past 10 years, SPMD has underperformed MGK with an annualized return of 11.78%, while MGK has yielded a comparatively higher 18.85% annualized return.


SPMD

1D
0.73%
1M
5.31%
YTD
15.51%
6M
14.03%
1Y
27.96%
3Y*
15.42%
5Y*
8.28%
10Y*
11.78%

MGK

1D
0.22%
1M
-1.87%
YTD
5.33%
6M
6.21%
1Y
24.77%
3Y*
24.17%
5Y*
14.87%
10Y*
18.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPMD vs. MGK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
15.51%7.44%13.91%16.48%-13.13%24.76%13.46%25.19%-10.34%15.12%
MGK
Vanguard Mega Cap Growth ETF
5.33%20.67%32.94%51.67%-33.59%28.58%41.01%37.38%-2.91%29.49%

Correlation

The correlation between SPMD and MGK is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Dec 27, 2007

0.73

The correlation between SPMD and MGK shifts across timeframes, from 0.54 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SPMD vs. MGK — Risk / Return Rank

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

SPMD
SPMD Risk / Return Rank: 6060
Overall Rank
SPMD Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SPMD Sortino Ratio Rank: 5858
Sortino Ratio Rank
SPMD Omega Ratio Rank: 5353
Omega Ratio Rank
SPMD Calmar Ratio Rank: 6767
Calmar Ratio Rank
SPMD Martin Ratio Rank: 6767
Martin Ratio Rank

MGK
MGK Risk / Return Rank: 3939
Overall Rank
MGK Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MGK Sortino Ratio Rank: 4242
Sortino Ratio Rank
MGK Omega Ratio Rank: 4242
Omega Ratio Rank
MGK Calmar Ratio Rank: 3131
Calmar Ratio Rank
MGK Martin Ratio Rank: 3535
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. MGK - 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 Vanguard Mega Cap Growth ETF (MGK). 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.


SPMDMGKDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.29

1.24

+0.05

Calmar ratioReturn relative to maximum drawdown

2.95

1.37

+1.57

Martin ratioReturn relative to average drawdown

10.81

4.65

+6.16

SPMD vs. MGK - Sharpe Ratio Comparison

The current SPMD Sharpe Ratio is 1.64, which is comparable to the MGK Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of SPMD and MGK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SPMD vs. MGK - Drawdown Comparison

The maximum SPMD drawdown since its inception was -57.62%, which is greater than MGK's maximum drawdown of -48.43%. Use the drawdown chart below to compare losses from any high point for SPMD and MGK.


Loading charts...

Drawdown Indicators


SPMDMGKDifference

Max Drawdown

Largest peak-to-trough decline

-57.62%

-48.43%

-9.19%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-16.85%

+7.99%

Max Drawdown (3Y)

Largest decline over 3 years

-24.08%

-23.36%

-0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-24.08%

-36.01%

+11.93%

Max Drawdown (10Y)

Largest decline over 10 years

-41.86%

-36.01%

-5.85%

Current Drawdown

Current decline from peak

0.00%

-5.63%

+5.63%

Average Drawdown

Average peak-to-trough decline

-8.11%

-7.58%

-0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

4.97%

-2.56%

Volatility

SPMD vs. MGK - Volatility Comparison

The current volatility for SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) is 5.07%, while Vanguard Mega Cap Growth ETF (MGK) has a volatility of 5.96%. This indicates that SPMD experiences smaller price fluctuations and is considered to be less risky than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPMDMGKDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

5.96%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

11.77%

13.29%

-1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

16.87%

-0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.75%

22.72%

-2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.20%

21.93%

-0.73%

SPMD vs. MGK - Expense Ratio Comparison

Both SPMD and MGK have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SPMD vs. MGK - Dividend Comparison

SPMD's dividend yield for the trailing twelve months is around 1.21%, more than MGK's 0.33% yield.


PositionTTM20252024202320222021202020192018201720162015
MGK
Vanguard Mega Cap Growth ETF
0.33%0.35%0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
1.21%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


SPMD and MGK have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MGK has higher volatility (5.96%) compared to SPMD (5.07%). In terms of maximum drawdown, SPMD dropped -57.62% vs MGK's -48.43%.

On 10-year performance, MGK leads with 18.85% vs 11.78% for SPMD. Both ETFs have the same 0.05% expense ratio. On volatility, SPMD has been the lower-risk option at 5.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MGK has performed better with a 18.85% return vs 11.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPMD and MGK have the same expense ratio: 0.05% per year.

SPMD has the higher dividend yield at 1.21%, compared with 0.33% for MGK.

SPMD is categorized as Mid Cap Blend Equities, while MGK is Large Cap Growth Equities. SPMD tracks S&P MidCap 400 Index, while MGK tracks CRSP US Mega Cap Growth Index. They also come from different issuers: State Street and Vanguard.

SPMD currently has the higher Sharpe Ratio (1.64 vs 1.37), 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

Find the right allocation for SPMD and MGK

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer