AWGIX vs. XMMO
Compare and contrast key facts about CIBC Atlas All Cap Growth Fund (AWGIX) and Invesco S&P MidCap Momentum ETF (XMMO).
AWGIX is managed by CIBC Private Wealth Management. It was launched on Sep 28, 2007. XMMO is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Mar 3, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AWGIX or XMMO.
Key characteristics
| AWGIX | XMMO | |
|---|---|---|
| YTD Return | 27.06% | 43.76% |
| 1Y Return | 38.01% | 56.63% |
| 3Y Return (Ann) | -0.14% | 11.44% |
| 5Y Return (Ann) | 7.45% | 17.76% |
| 10Y Return (Ann) | 4.23% | 15.94% |
| Sharpe Ratio | 2.15 | 2.83 |
| Sortino Ratio | 2.89 | 3.88 |
| Omega Ratio | 1.39 | 1.47 |
| Calmar Ratio | 1.30 | 4.24 |
| Martin Ratio | 15.25 | 19.26 |
| Ulcer Index | 2.45% | 2.88% |
| Daily Std Dev | 17.36% | 19.59% |
| Max Drawdown | -52.77% | -55.37% |
| Current Drawdown | -3.93% | -2.38% |
Correlation
The correlation between AWGIX and XMMO is 0.85, 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.
Performance
AWGIX vs. XMMO - Performance Comparison
In the year-to-date period, AWGIX achieves a 27.06% return, which is significantly lower than XMMO's 43.76% return. Over the past 10 years, AWGIX has underperformed XMMO with an annualized return of 4.23%, while XMMO has yielded a comparatively higher 15.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AWGIX vs. XMMO - Expense Ratio Comparison
AWGIX has a 0.96% expense ratio, which is higher than XMMO's 0.33% expense ratio.
Risk-Adjusted Performance
AWGIX vs. XMMO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CIBC Atlas All Cap Growth Fund (AWGIX) and Invesco S&P MidCap Momentum ETF (XMMO). 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
AWGIX vs. XMMO - Dividend Comparison
AWGIX has not paid dividends to shareholders, while XMMO's dividend yield for the trailing twelve months is around 0.31%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWGIX CIBC Atlas All Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XMMO Invesco S&P MidCap Momentum ETF | 0.31% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% | 1.24% | 1.31% |
Drawdowns
AWGIX vs. XMMO - Drawdown Comparison
The maximum AWGIX drawdown since its inception was -52.77%, roughly equal to the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for AWGIX and XMMO. For additional features, visit the drawdowns tool.
Volatility
AWGIX vs. XMMO - Volatility Comparison
CIBC Atlas All Cap Growth Fund (AWGIX) and Invesco S&P MidCap Momentum ETF (XMMO) have volatilities of 6.22% and 5.93%, 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.