FGSIX vs. XMMO
Compare and contrast key facts about Federated MDT Mid Cap Growth Fund Institutional Shares (FGSIX) and Invesco S&P MidCap Momentum ETF (XMMO).
FGSIX is an actively managed fund by Federated. It was launched on Aug 23, 1984. 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
FGSIX vs. XMMO - Performance Comparison
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FGSIX vs. XMMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGSIX Federated MDT Mid Cap Growth Fund Institutional Shares | -9.48% | 10.87% | 33.37% | 27.44% | -24.39% | 22.77% | 35.86% | 28.34% | -3.00% | 24.70% |
XMMO Invesco S&P MidCap Momentum ETF | 4.93% | 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, FGSIX achieves a -9.48% return, which is significantly lower than XMMO's 4.93% return. Over the past 10 years, FGSIX has underperformed XMMO with an annualized return of 13.82%, while XMMO has yielded a comparatively higher 18.19% annualized return.
FGSIX
- 1D
- -0.80%
- 1M
- -9.33%
- YTD
- -9.48%
- 6M
- -11.71%
- 1Y
- 8.47%
- 3Y*
- 15.84%
- 5Y*
- 9.58%
- 10Y*
- 13.82%
XMMO
- 1D
- 4.31%
- 1M
- -3.18%
- YTD
- 4.93%
- 6M
- 7.61%
- 1Y
- 28.46%
- 3Y*
- 25.08%
- 5Y*
- 12.21%
- 10Y*
- 18.19%
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FGSIX vs. XMMO - Expense Ratio Comparison
FGSIX has a 0.85% expense ratio, which is higher than XMMO's 0.33% expense ratio.
Return for Risk
FGSIX vs. XMMO — Risk / Return Rank
FGSIX
XMMO
FGSIX vs. XMMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated MDT Mid Cap Growth Fund Institutional Shares (FGSIX) 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.
| FGSIX | XMMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 1.30 | -1.01 |
Sortino ratioReturn per unit of downside risk | 0.56 | 1.86 | -1.30 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.26 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 2.28 | -1.96 |
Martin ratioReturn relative to average drawdown | 0.99 | 10.83 | -9.84 |
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
| FGSIX | XMMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 1.30 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.58 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.83 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.54 | +0.08 |
Correlation
The correlation between FGSIX and XMMO is 0.82, 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
FGSIX vs. XMMO - Dividend Comparison
FGSIX's dividend yield for the trailing twelve months is around 5.04%, more than XMMO's 0.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGSIX Federated MDT Mid Cap Growth Fund Institutional Shares | 5.04% | 4.56% | 4.02% | 0.00% | 2.17% | 24.31% | 6.77% | 7.83% | 14.02% | 13.59% | 1.11% | 24.86% |
XMMO Invesco S&P MidCap Momentum ETF | 0.71% | 0.78% | 0.34% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% |
Drawdowns
FGSIX vs. XMMO - Drawdown Comparison
The maximum FGSIX drawdown since its inception was -37.16%, smaller than the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for FGSIX and XMMO.
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Drawdown Indicators
| FGSIX | XMMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.16% | -55.37% | +18.21% |
Max Drawdown (1Y)Largest decline over 1 year | -13.36% | -12.81% | -0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -35.67% | -27.91% | -7.76% |
Max Drawdown (10Y)Largest decline over 10 years | -37.16% | -36.74% | -0.42% |
Current DrawdownCurrent decline from peak | -13.36% | -4.39% | -8.97% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -9.52% | +2.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 2.69% | +1.65% |
Volatility
FGSIX vs. XMMO - Volatility Comparison
The current volatility for Federated MDT Mid Cap Growth Fund Institutional Shares (FGSIX) is 5.43%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 9.07%. This indicates that FGSIX experiences smaller price fluctuations and is considered to be less risky 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
| FGSIX | XMMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 9.07% | -3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 13.69% | 14.28% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.29% | 21.97% | -1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.39% | 21.26% | +1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.27% | 22.11% | +0.16% |