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VFMV vs. SPMD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFMV vs. SPMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Minimum Volatility ETF (VFMV) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). The values are adjusted to include any dividend payments, if applicable.

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VFMV vs. SPMD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VFMV
Vanguard U.S. Minimum Volatility ETF
2.55%10.52%16.91%8.86%-5.73%20.75%-0.19%27.26%-1.10%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
2.59%7.44%13.91%16.48%-13.13%24.76%13.46%25.19%-10.42%

Returns By Period

The year-to-date returns for both investments are quite close, with VFMV having a 2.55% return and SPMD slightly higher at 2.59%.


VFMV

1D
1.45%
1M
-4.47%
YTD
2.55%
6M
2.66%
1Y
7.33%
3Y*
12.70%
5Y*
9.24%
10Y*

SPMD

1D
2.99%
1M
-5.29%
YTD
2.59%
6M
4.27%
1Y
17.37%
3Y*
12.11%
5Y*
6.60%
10Y*
10.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VFMV vs. SPMD - Expense Ratio Comparison

VFMV has a 0.13% expense ratio, which is higher than SPMD's 0.05% 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%.


Return for Risk

VFMV vs. SPMD — Risk / Return Rank

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

VFMV
VFMV Risk / Return Rank: 3737
Overall Rank
VFMV Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VFMV Sortino Ratio Rank: 3333
Sortino Ratio Rank
VFMV Omega Ratio Rank: 3333
Omega Ratio Rank
VFMV Calmar Ratio Rank: 3838
Calmar Ratio Rank
VFMV Martin Ratio Rank: 4545
Martin Ratio Rank

SPMD
SPMD Risk / Return Rank: 5252
Overall Rank
SPMD Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SPMD Sortino Ratio Rank: 5151
Sortino Ratio Rank
SPMD Omega Ratio Rank: 4949
Omega Ratio Rank
SPMD Calmar Ratio Rank: 5353
Calmar Ratio Rank
SPMD Martin Ratio Rank: 5959
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.

VFMV vs. SPMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Minimum Volatility ETF (VFMV) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). 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.


VFMVSPMDDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.83

-0.23

Sortino ratio

Return per unit of downside risk

0.90

1.30

-0.40

Omega ratio

Gain probability vs. loss probability

1.13

1.18

-0.05

Calmar ratio

Return relative to maximum drawdown

0.87

1.25

-0.39

Martin ratio

Return relative to average drawdown

4.02

5.41

-1.39

VFMV vs. SPMD - Sharpe Ratio Comparison

The current VFMV Sharpe Ratio is 0.60, which is comparable to the SPMD Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of VFMV and SPMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VFMVSPMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.83

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.34

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.43

+0.22

Correlation

The correlation between VFMV and SPMD is 0.80, 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

VFMV vs. SPMD - Dividend Comparison

VFMV's dividend yield for the trailing twelve months is around 2.04%, more than SPMD's 1.37% yield.


TTM20252024202320222021202020192018201720162015
VFMV
Vanguard U.S. Minimum Volatility ETF
2.04%2.12%1.46%2.20%2.08%1.31%2.14%2.43%2.29%0.00%0.00%0.00%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
1.37%1.39%1.42%1.47%1.64%1.24%1.30%1.57%1.85%1.97%2.13%5.33%

Drawdowns

VFMV vs. SPMD - Drawdown Comparison

The maximum VFMV drawdown since its inception was -33.64%, smaller than the maximum SPMD drawdown of -57.62%. Use the drawdown chart below to compare losses from any high point for VFMV and SPMD.


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Drawdown Indicators


VFMVSPMDDifference

Max Drawdown

Largest peak-to-trough decline

-33.64%

-57.62%

+23.98%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

-14.12%

+4.49%

Max Drawdown (5Y)

Largest decline over 5 years

-15.41%

-24.08%

+8.67%

Max Drawdown (10Y)

Largest decline over 10 years

-41.86%

Current Drawdown

Current decline from peak

-4.59%

-6.13%

+1.54%

Average Drawdown

Average peak-to-trough decline

-3.69%

-8.18%

+4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

3.27%

-1.20%

Volatility

VFMV vs. SPMD - Volatility Comparison

The current volatility for Vanguard U.S. Minimum Volatility ETF (VFMV) is 3.44%, while SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) has a volatility of 6.56%. This indicates that VFMV experiences smaller price fluctuations and is considered to be less risky than SPMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFMVSPMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

6.56%

-3.12%

Volatility (6M)

Calculated over the trailing 6-month period

6.62%

11.95%

-5.33%

Volatility (1Y)

Calculated over the trailing 1-year period

12.31%

21.11%

-8.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.77%

19.71%

-7.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.35%

21.18%

-6.83%