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SPMD vs. SPYV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPMD vs. SPYV - 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 SPDR Portfolio S&P 500 Value ETF (SPYV). 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 15.51% return, which is significantly higher than SPYV's 8.25% return. Both investments have delivered pretty close results over the past 10 years, with SPMD having a 11.78% annualized return and SPYV not far ahead at 12.08%.


SPMD

1D
0.73%
1M
3.56%
YTD
15.51%
6M
14.03%
1Y
27.96%
3Y*
15.42%
5Y*
8.28%
10Y*
11.78%

SPYV

1D
0.69%
1M
1.59%
YTD
8.25%
6M
8.02%
1Y
21.87%
3Y*
15.13%
5Y*
10.98%
10Y*
12.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPMD vs. SPYV - 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%
SPYV
SPDR Portfolio S&P 500 Value ETF
8.25%13.18%12.24%22.20%-5.28%24.91%1.38%31.70%-9.01%15.40%

Correlation

The correlation between SPMD and SPYV is 0.82, 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

0.82

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

0.84

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

0.88

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

0.86

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2005

0.82

The correlation between SPMD and SPYV has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.

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Return for Risk

SPMD vs. SPYV — 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

SPYV
SPYV Risk / Return Rank: 7575
Overall Rank
SPYV Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SPYV Sortino Ratio Rank: 7676
Sortino Ratio Rank
SPYV Omega Ratio Rank: 7373
Omega Ratio Rank
SPYV Calmar Ratio Rank: 7575
Calmar Ratio Rank
SPYV Martin Ratio Rank: 7777
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. SPYV - 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 SPDR Portfolio S&P 500 Value ETF (SPYV). 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.


SPMDSPYVDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.29

1.37

-0.08

Calmar ratioReturn relative to maximum drawdown

2.95

3.33

-0.39

Martin ratioReturn relative to average drawdown

10.81

12.73

-1.92

SPMD vs. SPYV - Sharpe Ratio Comparison

The current SPMD Sharpe Ratio is 1.64, which is comparable to the SPYV Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of SPMD and SPYV, 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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Drawdowns

SPMD vs. SPYV - Drawdown Comparison

The maximum SPMD drawdown since its inception was -57.62%, roughly equal to the maximum SPYV drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for SPMD and SPYV.


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Drawdown Indicators


SPMDSPYVDifference

Max Drawdown

Largest peak-to-trough decline

-57.62%

-58.45%

+0.83%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-6.22%

-2.64%

Max Drawdown (3Y)

Largest decline over 3 years

-24.08%

-17.54%

-6.54%

Max Drawdown (5Y)

Largest decline over 5 years

-24.08%

-17.89%

-6.19%

Max Drawdown (10Y)

Largest decline over 10 years

-41.86%

-36.89%

-4.97%

Current Drawdown

Current decline from peak

0.00%

-0.18%

+0.18%

Average Drawdown

Average peak-to-trough decline

-8.11%

-8.71%

+0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

1.63%

+0.78%

Volatility

SPMD vs. SPYV - Volatility Comparison

SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) has a higher volatility of 5.07% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 2.70%. This indicates that SPMD's price experiences larger fluctuations and is considered to be riskier than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPMDSPYVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

2.70%

+2.37%

Volatility (6M)

Calculated over the trailing 6-month period

11.77%

7.26%

+4.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

9.97%

+5.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.75%

14.42%

+5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.20%

16.94%

+4.26%

SPMD vs. SPYV - Expense Ratio Comparison

SPMD has a 0.05% expense ratio, which is higher than SPYV's 0.04% expense ratio. However, 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. SPYV - Dividend Comparison

SPMD's dividend yield for the trailing twelve months is around 1.21%, less than SPYV's 1.68% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SPYV
SPDR Portfolio S&P 500 Value ETF
1.68%1.77%2.29%1.75%2.22%2.10%2.38%2.25%2.97%2.77%2.39%2.53%

Frequently Asked Questions


SPMD and SPYV have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPMD has higher volatility (5.07%) compared to SPYV (2.70%). In terms of maximum drawdown, SPMD dropped -57.62% vs SPYV's -58.45%.

On 10-year performance, SPYV leads with 12.08% vs 11.78% for SPMD. On fees, SPYV is cheaper at 0.04% per year. On volatility, SPYV has been the lower-risk option at 2.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPYV has performed better with a 12.08% return vs 11.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPYV is cheaper with a 0.04% expense ratio, compared with 0.05% for SPMD.

SPYV has the higher dividend yield at 1.68%, compared with 1.21% for SPMD.

SPMD is categorized as Mid Cap Blend Equities, while SPYV is S&P 500. SPMD tracks S&P MidCap 400 Index, while SPYV tracks S&P 500 Value Index. Their fees differ too: 0.05% for SPMD and 0.04% for SPYV.

SPYV currently has the higher Sharpe Ratio (2.08 vs 1.64), 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 SPYV

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