QDVSX vs. SPMO
Compare and contrast key facts about Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX) and Invesco S&P 500 Momentum ETF (SPMO).
QDVSX is managed by T. Rowe Price. It was launched on Dec 12, 2019. SPMO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Momentum Index. It was launched on Oct 9, 2015.
Performance
QDVSX vs. SPMO - Performance Comparison
Loading graphics...
QDVSX vs. SPMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QDVSX Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans | -0.68% | 26.93% | 20.05% | 37.93% | -23.98% | 21.38% | 27.22% | 0.50% |
SPMO Invesco S&P 500 Momentum ETF | -3.57% | 26.58% | 45.82% | 17.56% | -10.45% | 22.64% | 28.25% | 1.42% |
Returns By Period
In the year-to-date period, QDVSX achieves a -0.68% return, which is significantly higher than SPMO's -3.57% return.
QDVSX
- 1D
- 1.45%
- 1M
- -1.31%
- YTD
- -0.68%
- 6M
- 4.65%
- 1Y
- 27.50%
- 3Y*
- 21.74%
- 5Y*
- 12.73%
- 10Y*
- —
SPMO
- 1D
- 0.21%
- 1M
- -3.49%
- YTD
- -3.57%
- 6M
- -4.50%
- 1Y
- 22.96%
- 3Y*
- 28.37%
- 5Y*
- 17.71%
- 10Y*
- 17.43%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
QDVSX vs. SPMO - Expense Ratio Comparison
QDVSX has a 0.00% expense ratio, which is lower than SPMO's 0.13% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
QDVSX vs. SPMO — Risk / Return Rank
QDVSX
SPMO
QDVSX vs. SPMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX) and Invesco S&P 500 Momentum ETF (SPMO). 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.
| QDVSX | SPMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 1.01 | +0.70 |
Sortino ratioReturn per unit of downside risk | 2.33 | 1.55 | +0.78 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.23 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | 1.91 | +0.38 |
Martin ratioReturn relative to average drawdown | 9.73 | 6.68 | +3.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| QDVSX | SPMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 1.01 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.93 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.86 | -0.13 |
Correlation
The correlation between QDVSX and SPMO is 0.81, 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
QDVSX vs. SPMO - Dividend Comparison
QDVSX's dividend yield for the trailing twelve months is around 12.50%, more than SPMO's 0.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVSX Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans | 12.50% | 12.42% | 4.92% | 5.99% | 1.65% | 1.02% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPMO Invesco S&P 500 Momentum ETF | 0.88% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
Drawdowns
QDVSX vs. SPMO - Drawdown Comparison
The maximum QDVSX drawdown since its inception was -33.56%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for QDVSX and SPMO.
Loading graphics...
Drawdown Indicators
| QDVSX | SPMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -30.95% | -2.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.40% | -12.70% | +3.30% |
Max Drawdown (5Y)Largest decline over 5 years | -33.56% | -22.74% | -10.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.95% | — |
Current DrawdownCurrent decline from peak | -5.70% | -7.11% | +1.41% |
Average DrawdownAverage peak-to-trough decline | -6.88% | -4.66% | -2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 3.63% | -0.68% |
Volatility
QDVSX vs. SPMO - Volatility Comparison
The current volatility for Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX) is 5.51%, while Invesco S&P 500 Momentum ETF (SPMO) has a volatility of 7.15%. This indicates that QDVSX experiences smaller price fluctuations and is considered to be less risky than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| QDVSX | SPMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 7.15% | -1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 12.80% | -3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.57% | 22.76% | -6.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.45% | 19.07% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.24% | 20.08% | +1.16% |