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FLVCX vs. XMMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLVCX vs. XMMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Leveraged Company Stock Fund (FLVCX) and Invesco S&P MidCap Momentum ETF (XMMO). The values are adjusted to include any dividend payments, if applicable.

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FLVCX vs. XMMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLVCX
Fidelity Leveraged Company Stock Fund
-7.01%20.34%26.95%26.10%-22.99%26.08%26.74%35.60%-16.43%20.92%
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, FLVCX achieves a -7.01% return, which is significantly lower than XMMO's 4.93% return. Over the past 10 years, FLVCX has underperformed XMMO with an annualized return of 12.73%, while XMMO has yielded a comparatively higher 18.19% annualized return.


FLVCX

1D
-2.55%
1M
-11.46%
YTD
-7.01%
6M
-6.89%
1Y
25.63%
3Y*
18.63%
5Y*
9.69%
10Y*
12.73%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLVCX vs. XMMO - Expense Ratio Comparison

FLVCX has a 0.74% expense ratio, which is higher than XMMO's 0.33% expense ratio.


Return for Risk

FLVCX vs. XMMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLVCX
FLVCX Risk / Return Rank: 5656
Overall Rank
FLVCX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FLVCX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FLVCX Omega Ratio Rank: 5252
Omega Ratio Rank
FLVCX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FLVCX Martin Ratio Rank: 5858
Martin Ratio Rank

XMMO
XMMO Risk / Return Rank: 8080
Overall Rank
XMMO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XMMO Sortino Ratio Rank: 7777
Sortino Ratio Rank
XMMO Omega Ratio Rank: 7474
Omega Ratio Rank
XMMO Calmar Ratio Rank: 8484
Calmar Ratio Rank
XMMO Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLVCX vs. XMMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Leveraged Company Stock Fund (FLVCX) 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.


FLVCXXMMODifference

Sharpe ratio

Return per unit of total volatility

0.94

1.30

-0.36

Sortino ratio

Return per unit of downside risk

1.44

1.86

-0.42

Omega ratio

Gain probability vs. loss probability

1.21

1.26

-0.05

Calmar ratio

Return relative to maximum drawdown

1.54

2.28

-0.74

Martin ratio

Return relative to average drawdown

5.56

10.83

-5.27

FLVCX vs. XMMO - Sharpe Ratio Comparison

The current FLVCX Sharpe Ratio is 0.94, which is comparable to the XMMO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of FLVCX and XMMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLVCXXMMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.30

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.58

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.83

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.54

-0.04

Correlation

The correlation between FLVCX and XMMO is 0.86, 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

FLVCX vs. XMMO - Dividend Comparison

FLVCX's dividend yield for the trailing twelve months is around 5.08%, more than XMMO's 0.71% yield.


TTM20252024202320222021202020192018201720162015
FLVCX
Fidelity Leveraged Company Stock Fund
5.08%4.72%14.53%12.19%18.49%8.40%0.11%0.10%19.91%18.96%27.48%6.18%
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

FLVCX vs. XMMO - Drawdown Comparison

The maximum FLVCX drawdown since its inception was -70.02%, which is greater than XMMO's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for FLVCX and XMMO.


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Drawdown Indicators


FLVCXXMMODifference

Max Drawdown

Largest peak-to-trough decline

-70.02%

-55.37%

-14.65%

Max Drawdown (1Y)

Largest decline over 1 year

-14.31%

-12.81%

-1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-28.54%

-27.91%

-0.63%

Max Drawdown (10Y)

Largest decline over 10 years

-44.14%

-36.74%

-7.40%

Current Drawdown

Current decline from peak

-13.06%

-4.39%

-8.67%

Average Drawdown

Average peak-to-trough decline

-11.06%

-9.52%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

2.69%

+1.26%

Volatility

FLVCX vs. XMMO - Volatility Comparison

The current volatility for Fidelity Leveraged Company Stock Fund (FLVCX) is 8.24%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 9.07%. This indicates that FLVCX 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


FLVCXXMMODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.24%

9.07%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

16.09%

14.28%

+1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

27.02%

21.97%

+5.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.51%

21.26%

+1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.22%

22.11%

+1.11%