BMCIX vs. XMHQ
Compare and contrast key facts about BlackRock High Equity Income Fund (BMCIX) and Invesco S&P MidCap Quality ETF (XMHQ).
BMCIX is managed by BlackRock. It was launched on Apr 30, 1998. XMHQ is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Dec 1, 2006.
Performance
BMCIX vs. XMHQ - Performance Comparison
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BMCIX vs. XMHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BMCIX BlackRock High Equity Income Fund | -5.16% | 17.11% | 7.80% | 10.05% | -2.62% | 22.41% | -1.56% | 22.00% | -6.25% | 16.31% |
XMHQ Invesco S&P MidCap Quality ETF | 1.08% | 4.71% | 16.79% | 29.51% | -12.42% | 20.98% | 26.61% | 27.18% | -9.08% | 15.64% |
Returns By Period
In the year-to-date period, BMCIX achieves a -5.16% return, which is significantly lower than XMHQ's 1.08% return. Over the past 10 years, BMCIX has underperformed XMHQ with an annualized return of 8.45%, while XMHQ has yielded a comparatively higher 12.42% annualized return.
BMCIX
- 1D
- -0.32%
- 1M
- -8.98%
- YTD
- -5.16%
- 6M
- -0.87%
- 1Y
- 8.17%
- 3Y*
- 9.10%
- 5Y*
- 7.09%
- 10Y*
- 8.45%
XMHQ
- 1D
- 2.79%
- 1M
- -4.48%
- YTD
- 1.08%
- 6M
- -1.19%
- 1Y
- 13.62%
- 3Y*
- 14.52%
- 5Y*
- 8.07%
- 10Y*
- 12.42%
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BMCIX vs. XMHQ - Expense Ratio Comparison
BMCIX has a 0.85% expense ratio, which is higher than XMHQ's 0.25% expense ratio.
Return for Risk
BMCIX vs. XMHQ — Risk / Return Rank
BMCIX
XMHQ
BMCIX vs. XMHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock High Equity Income Fund (BMCIX) and Invesco S&P MidCap Quality ETF (XMHQ). 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.
| BMCIX | XMHQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.68 | -0.03 |
Sortino ratioReturn per unit of downside risk | 0.98 | 1.14 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.14 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 1.09 | -0.40 |
Martin ratioReturn relative to average drawdown | 2.82 | 3.97 | -1.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BMCIX | XMHQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.68 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.39 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.60 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.43 | +0.12 |
Correlation
The correlation between BMCIX and XMHQ is 0.78, 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
BMCIX vs. XMHQ - Dividend Comparison
BMCIX's dividend yield for the trailing twelve months is around 7.72%, more than XMHQ's 0.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMCIX BlackRock High Equity Income Fund | 7.72% | 7.86% | 7.66% | 6.75% | 6.60% | 6.58% | 4.50% | 3.95% | 9.41% | 50.24% | 5.51% | 8.16% |
XMHQ Invesco S&P MidCap Quality ETF | 0.60% | 0.64% | 5.20% | 0.73% | 1.72% | 1.00% | 1.12% | 1.22% | 1.59% | 1.06% | 1.63% | 1.34% |
Drawdowns
BMCIX vs. XMHQ - Drawdown Comparison
The maximum BMCIX drawdown since its inception was -72.64%, which is greater than XMHQ's maximum drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for BMCIX and XMHQ.
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Drawdown Indicators
| BMCIX | XMHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.64% | -58.19% | -14.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.53% | -12.54% | +1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -25.47% | +6.84% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | -36.90% | -1.34% |
Current DrawdownCurrent decline from peak | -9.51% | -5.36% | -4.15% |
Average DrawdownAverage peak-to-trough decline | -18.95% | -9.35% | -9.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 3.43% | -0.63% |
Volatility
BMCIX vs. XMHQ - Volatility Comparison
The current volatility for BlackRock High Equity Income Fund (BMCIX) is 3.81%, while Invesco S&P MidCap Quality ETF (XMHQ) has a volatility of 6.03%. This indicates that BMCIX experiences smaller price fluctuations and is considered to be less risky than XMHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BMCIX | XMHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 6.03% | -2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | 11.37% | -3.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 20.26% | -5.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.30% | 20.76% | -7.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.71% | 20.69% | -4.98% |