CMGIX vs. XMMO
Compare and contrast key facts about BlackRock Mid-Cap Growth Equity Portfolio (CMGIX) and Invesco S&P MidCap Momentum ETF (XMMO).
CMGIX is managed by BlackRock. It was launched on Dec 27, 1996. 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.
Performance
CMGIX vs. XMMO - Performance Comparison
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CMGIX vs. XMMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMGIX BlackRock Mid-Cap Growth Equity Portfolio | -4.58% | 0.49% | 12.44% | 28.24% | -37.36% | 14.51% | 46.13% | 36.19% | 2.88% | 34.59% |
XMMO Invesco S&P MidCap Momentum ETF | 6.86% | 13.04% | 38.03% | 20.39% | -16.02% | 16.69% | 29.17% | 36.78% | 6.12% | 37.18% |
Returns By Period
In the year-to-date period, CMGIX achieves a -4.58% return, which is significantly lower than XMMO's 6.86% return. Over the past 10 years, CMGIX has underperformed XMMO with an annualized return of 11.40%, while XMMO has yielded a comparatively higher 18.41% annualized return.
CMGIX
- 1D
- 4.24%
- 1M
- -8.56%
- YTD
- -4.58%
- 6M
- -9.13%
- 1Y
- 9.65%
- 3Y*
- 7.48%
- 5Y*
- -0.50%
- 10Y*
- 11.40%
XMMO
- 1D
- 1.85%
- 1M
- -2.62%
- YTD
- 6.86%
- 6M
- 9.51%
- 1Y
- 29.37%
- 3Y*
- 25.85%
- 5Y*
- 12.62%
- 10Y*
- 18.41%
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CMGIX vs. XMMO - Expense Ratio Comparison
CMGIX has a 0.80% expense ratio, which is higher than XMMO's 0.33% expense ratio.
Return for Risk
CMGIX vs. XMMO — Risk / Return Rank
CMGIX
XMMO
CMGIX vs. XMMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Mid-Cap Growth Equity Portfolio (CMGIX) 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.
| CMGIX | XMMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 1.34 | -0.93 |
Sortino ratioReturn per unit of downside risk | 0.77 | 1.91 | -1.15 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.27 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 2.41 | -1.87 |
Martin ratioReturn relative to average drawdown | 1.69 | 11.42 | -9.73 |
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
| CMGIX | XMMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 1.34 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.60 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.83 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.55 | -0.16 |
Correlation
The correlation between CMGIX and XMMO is 0.87, 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
CMGIX vs. XMMO - Dividend Comparison
CMGIX's dividend yield for the trailing twelve months is around 22.22%, more than XMMO's 0.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMGIX BlackRock Mid-Cap Growth Equity Portfolio | 22.22% | 21.20% | 0.00% | 0.00% | 0.00% | 4.94% | 0.00% | 0.39% | 4.72% | 3.31% | 0.00% | 2.57% |
XMMO Invesco S&P MidCap Momentum ETF | 0.70% | 0.78% | 0.34% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% |
Drawdowns
CMGIX vs. XMMO - Drawdown Comparison
The maximum CMGIX drawdown since its inception was -73.85%, which is greater than XMMO's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for CMGIX and XMMO.
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Drawdown Indicators
| CMGIX | XMMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.85% | -55.37% | -18.48% |
Max Drawdown (1Y)Largest decline over 1 year | -14.90% | -12.81% | -2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -45.96% | -27.91% | -18.05% |
Max Drawdown (10Y)Largest decline over 10 years | -45.96% | -36.74% | -9.22% |
Current DrawdownCurrent decline from peak | -19.08% | -2.62% | -16.46% |
Average DrawdownAverage peak-to-trough decline | -28.76% | -9.52% | -19.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.77% | 2.70% | +2.07% |
Volatility
CMGIX vs. XMMO - Volatility Comparison
BlackRock Mid-Cap Growth Equity Portfolio (CMGIX) has a higher volatility of 9.67% compared to Invesco S&P MidCap Momentum ETF (XMMO) at 9.04%. This indicates that CMGIX's price experiences larger fluctuations and is considered to be riskier than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMGIX | XMMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.67% | 9.04% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 17.04% | 14.39% | +2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.09% | 22.03% | +4.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.00% | 21.27% | +3.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.33% | 22.11% | +1.22% |