HDPBX vs. XMMO
Compare and contrast key facts about Hodges Blue Chip Equity Income Fund (HDPBX) and Invesco S&P MidCap Momentum ETF (XMMO).
HDPBX is managed by Hodges. It was launched on Sep 10, 2009. 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
HDPBX vs. XMMO - Performance Comparison
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HDPBX vs. XMMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HDPBX Hodges Blue Chip Equity Income Fund | -5.30% | 23.40% | 52.30% | 21.54% | -11.52% | 23.61% | 15.88% | 30.72% | -9.38% | 24.73% |
XMMO Invesco S&P MidCap Momentum ETF | 6.86% | 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, HDPBX achieves a -5.30% return, which is significantly lower than XMMO's 6.86% return. Over the past 10 years, HDPBX has underperformed XMMO with an annualized return of 15.74%, while XMMO has yielded a comparatively higher 18.41% annualized return.
HDPBX
- 1D
- 3.37%
- 1M
- -5.44%
- YTD
- -5.30%
- 6M
- -2.12%
- 1Y
- 20.87%
- 3Y*
- 26.55%
- 5Y*
- 17.52%
- 10Y*
- 15.74%
XMMO
- 1D
- 1.85%
- 1M
- -2.62%
- YTD
- 6.86%
- 6M
- 9.51%
- 1Y
- 29.37%
- 3Y*
- 25.85%
- 5Y*
- 12.62%
- 10Y*
- 18.41%
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HDPBX vs. XMMO - Expense Ratio Comparison
HDPBX has a 1.30% expense ratio, which is higher than XMMO's 0.33% expense ratio.
Return for Risk
HDPBX vs. XMMO — Risk / Return Rank
HDPBX
XMMO
HDPBX vs. XMMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hodges Blue Chip Equity Income Fund (HDPBX) 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.
| HDPBX | XMMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 1.34 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.91 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.27 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 2.41 | -0.77 |
Martin ratioReturn relative to average drawdown | 6.35 | 11.42 | -5.07 |
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
| HDPBX | XMMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.34 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.60 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.83 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.55 | +0.22 |
Correlation
The correlation between HDPBX and XMMO is 0.80, 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
HDPBX vs. XMMO - Dividend Comparison
HDPBX's dividend yield for the trailing twelve months is around 5.21%, more than XMMO's 0.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDPBX Hodges Blue Chip Equity Income Fund | 5.21% | 4.97% | 27.38% | 0.90% | 8.75% | 10.88% | 5.26% | 7.59% | 5.83% | 9.44% | 5.04% | 7.86% |
XMMO Invesco S&P MidCap Momentum ETF | 0.70% | 0.78% | 0.34% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% |
Drawdowns
HDPBX vs. XMMO - Drawdown Comparison
The maximum HDPBX drawdown since its inception was -35.10%, smaller than the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for HDPBX and XMMO.
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Drawdown Indicators
| HDPBX | XMMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -55.37% | +20.27% |
Max Drawdown (1Y)Largest decline over 1 year | -13.59% | -12.81% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -21.76% | -27.91% | +6.15% |
Max Drawdown (10Y)Largest decline over 10 years | -35.10% | -36.74% | +1.64% |
Current DrawdownCurrent decline from peak | -9.52% | -2.62% | -6.90% |
Average DrawdownAverage peak-to-trough decline | -3.99% | -9.52% | +5.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 2.70% | +0.79% |
Volatility
HDPBX vs. XMMO - Volatility Comparison
The current volatility for Hodges Blue Chip Equity Income Fund (HDPBX) is 5.90%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 9.04%. This indicates that HDPBX 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
| HDPBX | XMMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 9.04% | -3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.64% | 14.39% | -3.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.80% | 22.03% | -1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.83% | 21.27% | -2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.24% | 22.11% | -2.87% |