UBVSX vs. MDY
Compare and contrast key facts about JPMorgan Undiscovered Managers Behavioral Value Fund Class I (UBVSX) and SPDR S&P MidCap 400 ETF (MDY).
UBVSX is an actively managed fund by JPMorgan. It was launched on Apr 30, 2013. MDY is a passively managed fund by State Street that tracks the performance of the S&P MidCap 400 Index. It was launched on May 4, 1995.
Performance
UBVSX vs. MDY - Performance Comparison
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UBVSX vs. MDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UBVSX JPMorgan Undiscovered Managers Behavioral Value Fund Class I | 2.90% | 1.70% | 13.03% | 14.59% | -1.26% | 34.05% | 3.35% | 23.11% | -15.37% | 13.26% |
MDY SPDR S&P MidCap 400 ETF | 3.32% | 7.19% | 13.64% | 16.07% | -13.28% | 24.53% | 13.50% | 25.78% | -11.29% | 15.93% |
Returns By Period
In the year-to-date period, UBVSX achieves a 2.90% return, which is significantly lower than MDY's 3.32% return. Over the past 10 years, UBVSX has underperformed MDY with an annualized return of 9.72%, while MDY has yielded a comparatively higher 10.34% annualized return.
UBVSX
- 1D
- 1.68%
- 1M
- -5.74%
- YTD
- 2.90%
- 6M
- 2.16%
- 1Y
- 8.84%
- 3Y*
- 10.49%
- 5Y*
- 7.59%
- 10Y*
- 9.72%
MDY
- 1D
- 0.82%
- 1M
- -5.32%
- YTD
- 3.32%
- 6M
- 4.62%
- 1Y
- 17.32%
- 3Y*
- 12.06%
- 5Y*
- 6.51%
- 10Y*
- 10.34%
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UBVSX vs. MDY - Expense Ratio Comparison
UBVSX has a 0.99% expense ratio, which is higher than MDY's 0.23% expense ratio.
Return for Risk
UBVSX vs. MDY — Risk / Return Rank
UBVSX
MDY
UBVSX vs. MDY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Undiscovered Managers Behavioral Value Fund Class I (UBVSX) and SPDR S&P MidCap 400 ETF (MDY). 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.
| UBVSX | MDY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 0.82 | -0.42 |
Sortino ratioReturn per unit of downside risk | 0.74 | 1.30 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.18 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 1.28 | -0.65 |
Martin ratioReturn relative to average drawdown | 2.03 | 5.46 | -3.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UBVSX | MDY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 0.82 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.33 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.49 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.51 | -0.12 |
Correlation
The correlation between UBVSX and MDY 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
UBVSX vs. MDY - Dividend Comparison
UBVSX's dividend yield for the trailing twelve months is around 9.09%, more than MDY's 1.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UBVSX JPMorgan Undiscovered Managers Behavioral Value Fund Class I | 9.09% | 9.35% | 7.36% | 8.30% | 8.89% | 3.34% | 0.90% | 4.85% | 11.46% | 4.53% | 3.11% | 3.69% |
MDY SPDR S&P MidCap 400 ETF | 1.15% | 1.15% | 1.18% | 1.21% | 1.37% | 0.96% | 1.12% | 1.34% | 1.39% | 1.18% | 1.31% | 1.35% |
Drawdowns
UBVSX vs. MDY - Drawdown Comparison
The maximum UBVSX drawdown since its inception was -52.19%, smaller than the maximum MDY drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for UBVSX and MDY.
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Drawdown Indicators
| UBVSX | MDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.19% | -55.33% | +3.14% |
Max Drawdown (1Y)Largest decline over 1 year | -14.53% | -14.07% | -0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -21.48% | -24.03% | +2.55% |
Max Drawdown (10Y)Largest decline over 10 years | -52.19% | -42.22% | -9.97% |
Current DrawdownCurrent decline from peak | -6.27% | -5.36% | -0.91% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -7.06% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 3.29% | +1.19% |
Volatility
UBVSX vs. MDY - Volatility Comparison
The current volatility for JPMorgan Undiscovered Managers Behavioral Value Fund Class I (UBVSX) is 4.82%, while SPDR S&P MidCap 400 ETF (MDY) has a volatility of 6.42%. This indicates that UBVSX experiences smaller price fluctuations and is considered to be less risky than MDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UBVSX | MDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 6.42% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 11.95% | 11.89% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.80% | 21.11% | +0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.49% | 19.78% | +0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.60% | 21.17% | +3.43% |