FAMEX vs. XMHQ
Compare and contrast key facts about FAM Dividend Focus Fund (FAMEX) and Invesco S&P MidCap Quality ETF (XMHQ).
FAMEX is managed by FAM. It was launched on Apr 1, 1996. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FAMEX or XMHQ.
Performance
FAMEX vs. XMHQ - Performance Comparison
Returns By Period
In the year-to-date period, FAMEX achieves a 16.08% return, which is significantly lower than XMHQ's 26.55% return. Over the past 10 years, FAMEX has underperformed XMHQ with an annualized return of 9.55%, while XMHQ has yielded a comparatively higher 12.40% annualized return.
FAMEX
16.08%
3.17%
6.11%
21.47%
10.79%
9.55%
XMHQ
26.55%
5.88%
4.42%
35.82%
18.04%
12.40%
Key characteristics
| FAMEX | XMHQ | |
|---|---|---|
| Sharpe Ratio | 1.72 | 1.99 |
| Sortino Ratio | 2.45 | 2.81 |
| Omega Ratio | 1.29 | 1.33 |
| Calmar Ratio | 3.26 | 3.48 |
| Martin Ratio | 9.85 | 8.48 |
| Ulcer Index | 2.18% | 4.22% |
| Daily Std Dev | 12.45% | 17.97% |
| Max Drawdown | -58.01% | -58.19% |
| Current Drawdown | -0.23% | 0.00% |
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FAMEX vs. XMHQ - Expense Ratio Comparison
FAMEX has a 1.23% expense ratio, which is higher than XMHQ's 0.25% expense ratio.
Correlation
The correlation between FAMEX and XMHQ is 0.77, 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.
Risk-Adjusted Performance
FAMEX vs. XMHQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Dividend Focus Fund (FAMEX) 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.
Dividends
FAMEX vs. XMHQ - Dividend Comparison
FAMEX's dividend yield for the trailing twelve months is around 0.22%, less than XMHQ's 4.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 0.22% | 0.37% | 0.20% | 0.03% | 0.28% | 0.55% | 0.83% | 0.70% | 1.02% | 1.20% | 1.31% | 0.98% |
XMHQ Invesco S&P MidCap Quality ETF | 4.76% | 0.73% | 1.72% | 1.00% | 1.12% | 1.22% | 1.59% | 1.06% | 1.64% | 1.34% | 1.25% | 1.11% |
Drawdowns
FAMEX vs. XMHQ - Drawdown Comparison
The maximum FAMEX drawdown since its inception was -58.01%, roughly equal to the maximum XMHQ drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for FAMEX and XMHQ. For additional features, visit the drawdowns tool.
Volatility
FAMEX vs. XMHQ - Volatility Comparison
The current volatility for FAM Dividend Focus Fund (FAMEX) is 3.87%, while Invesco S&P MidCap Quality ETF (XMHQ) has a volatility of 5.75%. This indicates that FAMEX 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.