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VFINX vs. MDYV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFINX vs. MDYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard 500 Index Fund Investor Shares (VFINX) and SPDR S&P 400 Mid Cap Value ETF (MDYV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VFINX achieves a 11.68% return, which is significantly lower than MDYV's 16.02% return. Over the past 10 years, VFINX has outperformed MDYV with an annualized return of 15.03%, while MDYV has yielded a comparatively lower 10.68% annualized return.


VFINX

1D
1.48%
1M
1.62%
6M
10.43%
YTD
11.68%
1Y
21.34%
3Y*
20.72%
5Y*
12.99%
10Y*
15.03%
ALL TIME*
10.72%

MDYV

1D
1.48%
1M
3.21%
6M
10.25%
YTD
16.02%
1Y
24.25%
3Y*
13.43%
5Y*
9.63%
10Y*
10.68%
ALL TIME*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$12.66M$9.09M$7.81M
$0.00$0.00$0.00

VFINX vs. MDYV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFINX
Vanguard 500 Index Fund Investor Shares
11.68%17.71%24.84%26.12%-18.24%28.53%18.20%31.33%-4.55%21.66%
MDYV
SPDR S&P 400 Mid Cap Value ETF
16.02%7.45%11.48%15.35%-7.19%30.51%3.68%25.89%-11.95%12.31%

Correlation

The correlation between VFINX and MDYV is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.64

Correlation (3Y)
Balances recent behavior with more history.

0.71

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.78

Correlation (10Y)
Provides a long-term view across more market conditions.

0.78

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

0.75

The correlation between VFINX and MDYV shifts across timeframes, from 0.64 (1 year) to 0.78 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VFINX vs. MDYV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VFINX
VFINX Risk / Return Rank: 7575
Overall Rank
VFINX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VFINX Sortino Ratio Rank: 6969
Sortino Ratio Rank
VFINX Omega Ratio Rank: 6969
Omega Ratio Rank
VFINX Calmar Ratio Rank: 7676
Calmar Ratio Rank
VFINX Martin Ratio Rank: 8484
Martin Ratio Rank

MDYV
MDYV Risk / Return Rank: 6161
Overall Rank
MDYV Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
MDYV Sortino Ratio Rank: 6666
Sortino Ratio Rank
MDYV Omega Ratio Rank: 5959
Omega Ratio Rank
MDYV Calmar Ratio Rank: 5858
Calmar Ratio Rank
MDYV Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VFINX vs. MDYV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard 500 Index Fund Investor Shares (VFINX) and SPDR S&P 400 Mid Cap Value ETF (MDYV). 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.


VFINXMDYVDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.32

1.29

+0.04

Calmar ratioReturn relative to maximum drawdown

2.61

2.31

+0.29

Martin ratioReturn relative to average drawdown

11.18

8.23

+2.95

VFINX vs. MDYV - Sharpe Ratio Comparison

The current VFINX Sharpe Ratio is 1.81, which is comparable to the MDYV Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of VFINX and MDYV, 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

VFINX vs. MDYV - Drawdown Comparison

The maximum VFINX drawdown since its inception was -55.25%, smaller than the maximum MDYV drawdown of -60.71%. Use the drawdown chart below to compare losses from any high point for VFINX and MDYV.


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Drawdown Indicators


VFINXMDYVDifference

Max Drawdown

Largest peak-to-trough decline

-55.25%

-60.71%

+5.46%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-10.53%

+1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-18.76%

-22.58%

+3.82%

Max Drawdown (5Y)

Largest decline over 5 years

-24.59%

-22.58%

-2.01%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

-45.90%

+12.07%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.26%

-8.56%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

2.95%

-0.88%

Volatility

VFINX vs. MDYV - Volatility Comparison

Vanguard 500 Index Fund Investor Shares (VFINX) and SPDR S&P 400 Mid Cap Value ETF (MDYV) have volatilities of 3.81% and 3.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFINXMDYVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

3.78%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

10.46%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

12.86%

14.96%

-2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

19.30%

-2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

21.84%

-3.76%

VFINX vs. MDYV - Expense Ratio Comparison

VFINX has a 0.14% expense ratio, which is lower than MDYV's 0.15% 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

VFINX vs. MDYV - Dividend Comparison

VFINX's dividend yield for the trailing twelve months is around 0.95%, less than MDYV's 1.63% yield.


PositionTTM20252024202320222021202020192018201720162015
MDYV
SPDR S&P 400 Mid Cap Value ETF
1.63%1.72%1.89%1.59%1.90%1.74%1.69%1.83%2.28%2.48%1.83%4.31%
VFINX
Vanguard 500 Index Fund Investor Shares
0.95%1.02%1.14%1.36%1.57%1.15%1.45%1.77%1.94%1.69%1.92%1.99%

Frequently Asked Questions


VFINX and MDYV have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VFINX has higher volatility (3.81%) compared to MDYV (3.78%). In terms of maximum drawdown, VFINX dropped -55.25% vs MDYV's -60.71%.

VFINX currently has the higher Sharpe Ratio (1.81 vs 1.63), 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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