FUND vs. XMHQ
FUND (Sprott Focus Trust, Inc.) is a stock, while XMHQ (Invesco S&P MidCap Quality ETF) is Mid Cap Blend Equities fund tracking the S&P MidCap 400 Quality Index. Over the past 10 years, FUND returned 12.47%/yr vs 13.03%/yr for XMHQ. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
FUND vs. XMHQ - Performance Comparison
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Returns By Period
In the year-to-date period, FUND achieves a 13.85% return, which is significantly higher than XMHQ's 8.87% return. Both investments have delivered pretty close results over the past 10 years, with FUND having a 12.47% annualized return and XMHQ not far ahead at 13.03%.
FUND
- 1D
- -1.39%
- 1M
- -3.98%
- YTD
- 13.85%
- 6M
- 14.11%
- 1Y
- 38.58%
- 3Y*
- 15.49%
- 5Y*
- 10.39%
- 10Y*
- 12.47%
XMHQ
- 1D
- 0.55%
- 1M
- 2.66%
- YTD
- 8.87%
- 6M
- 6.35%
- 1Y
- 16.53%
- 3Y*
- 15.38%
- 5Y*
- 9.84%
- 10Y*
- 13.03%
FUND vs. XMHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FUND Sprott Focus Trust, Inc. | 13.85% | 27.57% | -1.08% | 6.94% | -1.16% | 36.20% | 2.44% | 36.27% | -19.56% | 22.23% |
XMHQ Invesco S&P MidCap Quality ETF | 8.87% | 4.71% | 16.79% | 29.51% | -12.42% | 20.98% | 26.61% | 27.18% | -9.08% | 15.64% |
Correlation
The correlation between FUND and XMHQ is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2006 | 0.67 |
The correlation between FUND and XMHQ shifts across timeframes, from 0.56 (1 year) to 0.72 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FUND vs. XMHQ — Risk / Return Rank
FUND
XMHQ
FUND vs. XMHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Focus Trust, Inc. (FUND) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FUND | XMHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.18 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | 1.88 | +1.88 |
| Martin ratioReturn relative to average drawdown | 16.56 | 5.48 | +11.08 |
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Drawdowns
FUND vs. XMHQ - Drawdown Comparison
The maximum FUND drawdown since its inception was -65.37%, which is greater than XMHQ's maximum drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for FUND and XMHQ.
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Drawdown Indicators
| FUND | XMHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.37% | -58.19% | -7.18% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -8.85% | -1.47% |
Max Drawdown (3Y)Largest decline over 3 years | -18.25% | -24.56% | +6.31% |
Max Drawdown (5Y)Largest decline over 5 years | -24.67% | -25.47% | +0.80% |
Max Drawdown (10Y)Largest decline over 10 years | -43.32% | -36.90% | -6.42% |
Current DrawdownCurrent decline from peak | -6.87% | -1.26% | -5.61% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -9.27% | -3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 3.02% | -0.68% |
Volatility
FUND vs. XMHQ - Volatility Comparison
Sprott Focus Trust, Inc. (FUND) has a higher volatility of 6.49% compared to Invesco S&P MidCap Quality ETF (XMHQ) at 4.35%. This indicates that FUND's price experiences larger fluctuations and is considered to be riskier 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
| FUND | XMHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 4.35% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 11.42% | +1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.14% | 15.76% | +0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.77% | 20.74% | -1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.76% | 20.71% | -0.95% |
Dividends
FUND vs. XMHQ - Dividend Comparison
FUND's dividend yield for the trailing twelve months is around 6.19%, more than XMHQ's 0.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUND Sprott Focus Trust, Inc. | 6.19% | 6.65% | 8.27% | 6.22% | 6.72% | 8.79% | 7.93% | 6.30% | 11.92% | 6.59% | 5.76% | 7.59% |
XMHQ Invesco S&P MidCap Quality ETF | 0.70% | 0.64% | 5.20% | 0.73% | 1.72% | 1.00% | 1.12% | 1.22% | 1.59% | 1.06% | 1.63% | 1.34% |
Frequently Asked Questions
FUND and XMHQ have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUND has higher volatility (6.49%) compared to XMHQ (4.35%). In terms of maximum drawdown, FUND dropped -65.37% vs XMHQ's -58.19%.
FUND currently has the higher Sharpe Ratio (2.41 vs 1.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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