Data Source: from December 2005 to July 2022
Consolidated Returns as of 31 Jul 2022
Category: Stocks
ETF: SPDR S&P 400 Mid Cap Growth ETF (MDYG)

In the last 15 Years, the SPDR S&P 400 Mid Cap Growth ETF (MDYG) ETF obtained a 9.01% compound annual return, with a 19.13% standard deviation.

In 2021, the ETF granted a 0.81% dividend yield. If you are interested in getting periodic income, please refer to the SPDR S&P 400 Mid Cap Growth ETF (MDYG) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Multi Cap
  • Style: Growth
  • Region: North America
  • Country: U.S.

Historical Returns as of Jul 31, 2022

Historical returns and stats of SPDR S&P 400 Mid Cap Growth ETF (MDYG) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

SPDR S&P 400 MID CAP GROWTH ETF (MDYG) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from December 2005 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
12.70
12.71
0.00
1 - 0
3M
0.67
-1.76
-10.67
May 2022 - Jun 2022
1 - 2
6M
-5.64
-10.46
-17.60
Apr 2022 - Jun 2022
3 - 3
YTD
-15.33
-20.32
-24.87
Jan 2022 - Jun 2022
3 - 4
1Y
-11.37
-18.33
22.94
-24.87
Jan 2022 - Jun 2022
6 - 6
50% pos
3Y(*)
8.80
3.71
22.09
-24.87
Jan 2022 - Jun 2022
24 - 12
67% pos
5Y(*)
8.69
4.62
20.08
-24.87
Jan 2022 - Jun 2022
40 - 20
67% pos
10Y(*)
11.58
8.74
16.12
-24.87
Jan 2022 - Jun 2022
83 - 37
69% pos
15Y(*)
9.01
6.48
19.13
-51.99
Nov 2007 - Feb 2009
116 - 64
64% pos
MAX(*)
01 Dec 2005
9.46
6.83
18.45
-51.99
Nov 2007 - Feb 2009
130 - 70
65% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60%

Correlations as of Jul 31, 2022

Monthly correlations of SPDR S&P 400 Mid Cap Growth ETF (MDYG) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

SPDR S&P 400 MID CAP GROWTH ETF (MDYG) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs MDYG
 
Asset Class 1 Year 5 Years 10 Years Since
Dec 2005
US Total Stock Market
VTI
0.95
0.96
0.95
0.94
US Large Cap
SPY
0.93
0.94
0.92
0.92
US Small Cap
IJR
0.97
0.94
0.92
0.93
US REITs
VNQ
0.86
0.80
0.70
0.75
US Technology
QQQ
0.89
0.86
0.83
0.87
Preferred Stocks
PFF
0.88
0.81
0.73
0.57
EAFE Stocks
EFA
0.87
0.87
0.80
0.84
World All Countries
VT
0.93
0.94
0.91
0.91
Emerging Markets
EEM
0.54
0.72
0.61
0.76
Europe
VGK
0.83
0.84
0.78
0.82
Pacific
VPL
0.88
0.87
0.77
0.81
Latin America
FLLA
0.38
0.52
0.46
0.66
US Total Bond Market
BND
0.70
0.35
0.26
0.15
Long Term Treasuries
TLT
0.56
-0.10
-0.10
-0.24
US Cash
BIL
-0.09
-0.24
-0.19
-0.11
TIPS
TIP
0.86
0.52
0.36
0.29
Investment Grade Bonds
LQD
0.79
0.59
0.48
0.40
High Yield Bonds
HYG
0.85
0.84
0.77
0.77
International Bond Market
BNDX
0.66
0.37
0.31
0.28
Emerging Market Bonds
EMB
0.79
0.68
0.58
0.57
Gold
GLD
0.29
0.10
0.05
0.11
Commodities
DBC
0.07
0.50
0.38
0.49

Capital Growth as of Jul 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the SPDR S&P 400 Mid Cap Growth ETF (MDYG) ETF: Dividend Yield page.

An investment of 1000$, since August 2007, now would be worth 3649.29$, with a total return of 264.93% (9.01% annualized).

The Inflation Adjusted Capital now would be 2565.66$, with a net total return of 156.57% (6.48% annualized).
An investment of 1000$, since December 2005, now would be worth 4508.64$, with a total return of 350.86% (9.46% annualized).

The Inflation Adjusted Capital now would be 3007.02$, with a net total return of 200.70% (6.83% annualized).

Drawdowns

Worst drawdowns since August 2007.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-51.99% Nov 2007 Feb 2009 16 Dec 2010 22 38
-24.87% Jan 2022 Jun 2022 6 in progress 1 7
-24.76% Jan 2020 Mar 2020 3 Jul 2020 4 7
-20.92% May 2011 Sep 2011 5 Nov 2012 14 19
-18.71% Sep 2018 Dec 2018 4 Dec 2019 12 16
-12.34% Aug 2015 Jan 2016 6 Jul 2016 6 12
-4.78% Sep 2016 Oct 2016 2 Nov 2016 1 3
-4.26% Sep 2021 Sep 2021 1 Oct 2021 1 2
-3.99% Feb 2018 Apr 2018 3 Jun 2018 2 5
-3.80% Jul 2014 Jul 2014 1 Aug 2014 1 2
-3.68% Sep 2014 Sep 2014 1 Nov 2014 2 3
-3.56% Aug 2013 Aug 2013 1 Sep 2013 1 2
-3.50% Nov 2021 Nov 2021 1 Dec 2021 1 2
-3.27% Mar 2014 Apr 2014 2 Jun 2014 2 4
-2.73% Apr 2015 Apr 2015 1 Jul 2015 3 4
-2.55% Jan 2014 Jan 2014 1 Feb 2014 1 2
-2.47% Sep 2020 Sep 2020 1 Nov 2020 2 3
-2.35% Jun 2013 Jun 2013 1 Jul 2013 1 2
-1.78% May 2021 May 2021 1 Jul 2021 2 3
-1.09% Aug 2017 Aug 2017 1 Sep 2017 1 2

Worst drawdowns since December 2005.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-51.99% Nov 2007 Feb 2009 16 Dec 2010 22 38
-24.87% Jan 2022 Jun 2022 6 in progress 1 7
-24.76% Jan 2020 Mar 2020 3 Jul 2020 4 7
-20.92% May 2011 Sep 2011 5 Nov 2012 14 19
-18.71% Sep 2018 Dec 2018 4 Dec 2019 12 16
-12.34% Aug 2015 Jan 2016 6 Jul 2016 6 12
-10.30% May 2006 Jul 2006 3 Nov 2006 4 7
-4.78% Sep 2016 Oct 2016 2 Nov 2016 1 3
-4.26% Sep 2021 Sep 2021 1 Oct 2021 1 2
-4.10% Jun 2007 Jul 2007 2 Sep 2007 2 4
-3.99% Feb 2018 Apr 2018 3 Jun 2018 2 5
-3.80% Jul 2014 Jul 2014 1 Aug 2014 1 2
-3.68% Sep 2014 Sep 2014 1 Nov 2014 2 3
-3.56% Aug 2013 Aug 2013 1 Sep 2013 1 2
-3.50% Nov 2021 Nov 2021 1 Dec 2021 1 2
-3.27% Mar 2014 Apr 2014 2 Jun 2014 2 4
-2.73% Apr 2015 Apr 2015 1 Jul 2015 3 4
-2.55% Jan 2014 Jan 2014 1 Feb 2014 1 2
-2.47% Sep 2020 Sep 2020 1 Nov 2020 2 3
-2.35% Jun 2013 Jun 2013 1 Jul 2013 1 2

Rolling Returns ( more details)

SPDR S&P 400 Mid Cap Growth ETF (MDYG) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
12.14 76.72
Apr 2020 - Mar 2021
-46.43
Dec 2007 - Nov 2008
22.75%
2 Years
10.85 53.20
Mar 2009 - Feb 2011
-26.05
Mar 2007 - Feb 2009
13.56%
3 Years
10.37 34.74
Mar 2009 - Feb 2012
-15.37
Mar 2006 - Feb 2009
13.33%
5 Years
11.63 28.26
Mar 2009 - Feb 2014
1.99
Apr 2015 - Mar 2020
0.00%
7 Years
11.65 20.32
Dec 2008 - Nov 2015
6.00
Apr 2013 - Mar 2020
0.00%
10 Years
11.61 17.92
Mar 2009 - Feb 2019
7.64
Feb 2006 - Jan 2016
0.00%
15 Years
10.26 11.50
Aug 2006 - Jul 2021
7.93
Jul 2007 - Jun 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the SPDR S&P 400 Mid Cap Growth ETF (MDYG) ETF: Rolling Returns page.

Seasonality

SPDR S&P 400 Mid Cap Growth ETF (MDYG) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.39
59%
0.98
71%
1.41
76%
2.73
71%
0.53
59%
-0.73
47%
2.07
71%
-0.10
63%
-0.11
50%
0.27
69%
1.81
75%
1.46
71%
Best
Year
9.3
2019
5.1
2010
8.6
2009
17.1
2009
8.7
2020
7.2
2019
12.7
2022
4.7
2014
12.7
2010
13.3
2011
12.4
2020
7.7
2009
Worst
Year
-10.3
2022
-8.3
2020
-16.9
2020
-7.8
2022
-7.5
2010
-10.0
2022
-4.4
2006
-7.2
2011
-15.0
2008
-23.8
2008
-10.1
2008
-11.3
2018
Statistics calculated for the period Dec 2005 - Jul 2022

Monthly/Yearly Returns

SPDR S&P 400 Mid Cap Growth ETF (MDYG) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
130 Positive Months (65%) - 70 Negative Months (35%)
Dec 2005 - Jul 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-15.33 -20.32 -10.3 1.0 0.6 -7.8 -0.7 -10.0 12.7
2021
+18.47 +10.68 1.8 4.0 2.5 4.2 -1.8 1.0 1.0 1.4 -4.3 7.5 -3.5 3.8
2020
+22.58 +20.93 -1.2 -8.3 -16.9 14.1 8.7 1.5 6.1 3.2 -2.5 1.2 12.4 6.5
2019
+25.77 +22.96 9.3 4.5 0.4 3.3 -6.4 7.2 1.1 -3.1 1.3 0.9 3.2 2.4
2018
-10.45 -12.12 4.3 -3.9 1.2 -1.3 4.1 0.4 1.3 3.9 -1.2 -10.3 3.4 -11.3
2017
+19.59 +17.12 2.0 3.1 -0.3 1.8 0.5 0.9 0.9 -1.1 3.5 3.4 3.7 -0.2
2016
+14.45 +12.12 -6.4 1.1 6.7 0.6 3.3 0.1 4.7 0.8 -1.5 -3.4 5.8 2.5
2015
+1.83 +1.09 1.1 3.6 2.2 -2.7 2.8 -0.7 2.3 -6.8 -2.6 5.4 1.1 -3.1
2014
+7.63 +6.83 -2.5 5.1 -0.4 -2.9 1.8 3.6 -3.8 4.7 -3.7 2.8 2.6 0.6
2013
+32.52 +30.56 6.8 0.4 4.5 0.9 3.0 -2.4 5.6 -3.6 5.8 3.0 1.9 3.1
2012
+16.80 +14.80 6.5 4.9 2.1 -0.3 -6.1 0.3 0.4 3.9 1.7 -1.9 3.3 1.4
2011
-1.30 -4.14 0.7 5.0 3.2 3.5 -1.3 -1.3 -3.1 -7.2 -9.8 13.3 -1.8 -0.7
2010
+27.32 +25.45 -5.0 5.1 7.6 4.0 -7.5 -5.7 6.2 -5.3 12.7 4.1 3.5 7.0
2009
+56.08 +51.94 -3.7 -7.0 8.6 17.1 4.5 -0.4 9.7 3.8 7.5 -4.6 4.7 7.7
2008
-41.62 -41.67 -5.9 -1.5 -3.0 7.1 5.1 -5.5 -2.6 1.3 -15.0 -23.8 -10.1 6.3
2007
+8.97 +4.69 3.7 0.5 0.8 4.1 4.9 -1.2 -3.0 0.1 4.2 3.4 -5.9 -2.5
2006
+11.26 +8.51 5.5 -0.9 4.2 0.7 -5.8 -0.5 -4.4 2.2 2.1 3.2 4.7 0.3
2005
- - 1.0
Share this page