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ISMD vs. XMMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ISMD and XMMO is 0.77, 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.


-0.50.00.51.00.8

Performance

ISMD vs. XMMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Small/Mid Cap Impact ETF (ISMD) and Invesco S&P MidCap Momentum ETF (XMMO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.23%
9.66%
ISMD
XMMO

Key characteristics

Sharpe Ratio

ISMD:

0.62

XMMO:

2.08

Sortino Ratio

ISMD:

1.01

XMMO:

2.90

Omega Ratio

ISMD:

1.12

XMMO:

1.36

Calmar Ratio

ISMD:

1.33

XMMO:

4.46

Martin Ratio

ISMD:

3.28

XMMO:

13.26

Ulcer Index

ISMD:

3.69%

XMMO:

3.13%

Daily Std Dev

ISMD:

19.50%

XMMO:

19.97%

Max Drawdown

ISMD:

-43.58%

XMMO:

-55.37%

Current Drawdown

ISMD:

-7.61%

XMMO:

-8.27%

Returns By Period

In the year-to-date period, ISMD achieves a 9.70% return, which is significantly lower than XMMO's 39.54% return.


ISMD

YTD

9.70%

1M

-2.69%

6M

10.23%

1Y

10.38%

5Y*

8.95%

10Y*

N/A

XMMO

YTD

39.54%

1M

-2.89%

6M

9.65%

1Y

41.46%

5Y*

16.34%

10Y*

15.41%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ISMD vs. XMMO - Expense Ratio Comparison

ISMD has a 0.57% expense ratio, which is higher than XMMO's 0.33% expense ratio.


ISMD
Inspire Small/Mid Cap Impact ETF
Expense ratio chart for ISMD: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%
Expense ratio chart for XMMO: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%

Risk-Adjusted Performance

ISMD vs. XMMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Small/Mid Cap Impact ETF (ISMD) 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.


Sharpe ratio
The chart of Sharpe ratio for ISMD, currently valued at 0.62, compared to the broader market0.002.004.000.622.08
The chart of Sortino ratio for ISMD, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.0010.001.012.90
The chart of Omega ratio for ISMD, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.36
The chart of Calmar ratio for ISMD, currently valued at 1.33, compared to the broader market0.005.0010.0015.001.334.46
The chart of Martin ratio for ISMD, currently valued at 3.28, compared to the broader market0.0020.0040.0060.0080.00100.003.2813.26
ISMD
XMMO

The current ISMD Sharpe Ratio is 0.62, which is lower than the XMMO Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of ISMD 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.62
2.08
ISMD
XMMO

Dividends

ISMD vs. XMMO - Dividend Comparison

ISMD's dividend yield for the trailing twelve months is around 1.03%, more than XMMO's 0.21% yield.


TTM20232022202120202019201820172016201520142013
ISMD
Inspire Small/Mid Cap Impact ETF
1.03%1.17%1.28%9.35%0.99%0.87%3.33%2.01%0.00%0.00%0.00%0.00%
XMMO
Invesco S&P MidCap Momentum ETF
0.21%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%1.24%1.31%

Drawdowns

ISMD vs. XMMO - Drawdown Comparison

The maximum ISMD drawdown since its inception was -43.58%, smaller than the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for ISMD and XMMO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.61%
-8.27%
ISMD
XMMO

Volatility

ISMD vs. XMMO - Volatility Comparison

The current volatility for Inspire Small/Mid Cap Impact ETF (ISMD) is 5.61%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 6.18%. This indicates that ISMD 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.61%
6.18%
ISMD
XMMO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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