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.
Performance
FAMEX vs. XMHQ - Performance Comparison
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FAMEX vs. XMHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | -4.05% | 1.91% | 7.56% | 19.70% | -13.40% | 25.61% | 13.19% | 32.56% | 0.06% | 12.64% |
XMHQ Invesco S&P MidCap Quality ETF | 2.09% | 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, FAMEX achieves a -4.05% return, which is significantly lower than XMHQ's 2.09% return. Over the past 10 years, FAMEX has underperformed XMHQ with an annualized return of 10.23%, while XMHQ has yielded a comparatively higher 12.53% annualized return.
FAMEX
- 1D
- 2.33%
- 1M
- -8.82%
- YTD
- -4.05%
- 6M
- -7.73%
- 1Y
- -4.13%
- 3Y*
- 6.37%
- 5Y*
- 5.01%
- 10Y*
- 10.23%
XMHQ
- 1D
- 1.01%
- 1M
- -4.01%
- YTD
- 2.09%
- 6M
- -0.40%
- 1Y
- 13.46%
- 3Y*
- 14.90%
- 5Y*
- 8.29%
- 10Y*
- 12.53%
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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.
Return for Risk
FAMEX vs. XMHQ — Risk / Return Rank
FAMEX
XMHQ
FAMEX vs. XMHQ - Risk-Adjusted Trends 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.
| FAMEX | XMHQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.23 | 0.67 | -0.89 |
Sortino ratioReturn per unit of downside risk | -0.21 | 1.13 | -1.35 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.14 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | -0.19 | 1.18 | -1.37 |
Martin ratioReturn relative to average drawdown | -0.48 | 4.29 | -4.77 |
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
| FAMEX | XMHQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.23 | 0.67 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.40 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.61 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.44 | +0.08 |
Correlation
The correlation between FAMEX 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
FAMEX vs. XMHQ - Dividend Comparison
FAMEX's dividend yield for the trailing twelve months is around 3.88%, more than XMHQ's 0.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 3.88% | 3.74% | 3.34% | 0.67% | 1.36% | 1.36% | 2.18% | 2.97% | 1.35% | 0.70% | 8.80% | 5.19% |
XMHQ Invesco S&P MidCap Quality ETF | 0.59% | 0.64% | 5.20% | 0.73% | 1.72% | 1.00% | 1.12% | 1.22% | 1.59% | 1.06% | 1.63% | 1.34% |
Drawdowns
FAMEX vs. XMHQ - Drawdown Comparison
The maximum FAMEX drawdown since its inception was -54.68%, smaller than the maximum XMHQ drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for FAMEX and XMHQ.
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Drawdown Indicators
| FAMEX | XMHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.68% | -58.19% | +3.51% |
Max Drawdown (1Y)Largest decline over 1 year | -13.84% | -12.54% | -1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -24.10% | -25.47% | +1.37% |
Max Drawdown (10Y)Largest decline over 10 years | -35.96% | -36.90% | +0.94% |
Current DrawdownCurrent decline from peak | -11.70% | -4.40% | -7.30% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -9.35% | +2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 3.44% | +2.11% |
Volatility
FAMEX vs. XMHQ - Volatility Comparison
The current volatility for FAM Dividend Focus Fund (FAMEX) is 5.33%, while Invesco S&P MidCap Quality ETF (XMHQ) has a volatility of 5.99%. 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.
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Volatility by Period
| FAMEX | XMHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 5.99% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 9.54% | 11.42% | -1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.47% | 20.29% | -3.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.64% | 20.76% | -4.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.87% | 20.69% | -2.82% |