FTXNX vs. XMMO
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) and Invesco S&P MidCap Momentum ETF (XMMO).
FTXNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 21, 2017. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTXNX or XMMO.
Performance
FTXNX vs. XMMO - Performance Comparison
Returns By Period
In the year-to-date period, FTXNX achieves a 34.94% return, which is significantly lower than XMMO's 49.94% return.
FTXNX
34.94%
13.23%
14.53%
49.50%
16.86%
N/A
XMMO
49.94%
10.48%
15.69%
61.77%
18.71%
16.20%
Key characteristics
| FTXNX | XMMO | |
|---|---|---|
| Sharpe Ratio | 2.31 | 3.14 |
| Sortino Ratio | 3.05 | 4.22 |
| Omega Ratio | 1.38 | 1.52 |
| Calmar Ratio | 1.52 | 5.05 |
| Martin Ratio | 12.60 | 21.30 |
| Ulcer Index | 3.93% | 2.90% |
| Daily Std Dev | 21.47% | 19.66% |
| Max Drawdown | -48.79% | -55.37% |
| Current Drawdown | 0.00% | 0.00% |
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FTXNX vs. XMMO - Expense Ratio Comparison
FTXNX has a 1.44% expense ratio, which is higher than XMMO's 0.33% expense ratio.
Correlation
The correlation between FTXNX 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.
Risk-Adjusted Performance
FTXNX vs. XMMO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) 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.
Dividends
FTXNX vs. XMMO - Dividend Comparison
FTXNX has not paid dividends to shareholders, while XMMO's dividend yield for the trailing twelve months is around 0.29%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTXNX Fuller & Thaler Behavioral Small-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XMMO Invesco S&P MidCap Momentum ETF | 0.29% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% | 1.24% | 1.31% |
Drawdowns
FTXNX vs. XMMO - Drawdown Comparison
The maximum FTXNX drawdown since its inception was -48.79%, smaller than the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for FTXNX and XMMO. For additional features, visit the drawdowns tool.
Volatility
FTXNX vs. XMMO - Volatility Comparison
Fuller & Thaler Behavioral Small-Cap Growth Fund (FTXNX) has a higher volatility of 6.95% compared to Invesco S&P MidCap Momentum ETF (XMMO) at 5.97%. This indicates that FTXNX'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.