VFINX vs. MDYV
Compare and contrast key facts about Vanguard 500 Index Fund Investor Shares (VFINX) and SPDR S&P 400 Mid Cap Value ETF (MDYV).
VFINX is managed by Vanguard. MDYV is a passively managed fund by State Street that tracks the performance of the S&P MidCap 400 Value Index. It was launched on Nov 8, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFINX or MDYV.
Performance
VFINX vs. MDYV - Performance Comparison
Returns By Period
In the year-to-date period, VFINX achieves a 24.40% return, which is significantly higher than MDYV's 14.31% return. Over the past 10 years, VFINX has outperformed MDYV with an annualized return of 13.06%, while MDYV has yielded a comparatively lower 9.44% annualized return.
VFINX
24.40%
0.57%
11.34%
31.85%
15.29%
13.06%
MDYV
14.31%
1.31%
10.40%
28.54%
11.34%
9.44%
Key characteristics
| VFINX | MDYV | |
|---|---|---|
| Sharpe Ratio | 2.62 | 1.67 |
| Sortino Ratio | 3.50 | 2.40 |
| Omega Ratio | 1.49 | 1.30 |
| Calmar Ratio | 3.79 | 2.48 |
| Martin Ratio | 17.09 | 9.38 |
| Ulcer Index | 1.88% | 2.91% |
| Daily Std Dev | 12.25% | 16.37% |
| Max Drawdown | -55.25% | -60.70% |
| Current Drawdown | -2.14% | -3.06% |
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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%.
Correlation
The correlation between VFINX and MDYV is 0.75, 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.
Risk-Adjusted Performance
VFINX vs. MDYV - Risk-Adjusted Performance 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.
Dividends
VFINX vs. MDYV - Dividend Comparison
VFINX's dividend yield for the trailing twelve months is around 1.16%, less than MDYV's 1.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFINX Vanguard 500 Index Fund Investor Shares | 1.16% | 1.36% | 1.57% | 1.15% | 1.84% | 1.77% | 1.94% | 1.69% | 1.92% | 1.99% | 1.74% | 1.73% |
MDYV SPDR S&P 400 Mid Cap Value ETF | 1.62% | 1.59% | 1.90% | 1.74% | 1.70% | 1.83% | 2.28% | 2.48% | 1.83% | 4.24% | 4.05% | 1.41% |
Drawdowns
VFINX vs. MDYV - Drawdown Comparison
The maximum VFINX drawdown since its inception was -55.25%, smaller than the maximum MDYV drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for VFINX and MDYV. For additional features, visit the drawdowns tool.
Volatility
VFINX vs. MDYV - Volatility Comparison
The current volatility for Vanguard 500 Index Fund Investor Shares (VFINX) is 4.05%, while SPDR S&P 400 Mid Cap Value ETF (MDYV) has a volatility of 5.84%. This indicates that VFINX experiences smaller price fluctuations and is considered to be less risky than MDYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.