PortfoliosLab logoPortfoliosLab logo
QVMM vs. IVOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QVMM vs. IVOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap 400 QVM Multi-factor ETF (QVMM) and Vanguard S&P Mid-Cap 400 ETF (IVOO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

QVMM vs. IVOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QVMM
Invesco S&P MidCap 400 QVM Multi-factor ETF
3.32%8.82%13.36%15.43%-13.06%6.04%
IVOO
Vanguard S&P Mid-Cap 400 ETF
2.57%7.47%13.77%16.45%-13.17%6.04%

Returns By Period

In the year-to-date period, QVMM achieves a 3.32% return, which is significantly higher than IVOO's 2.57% return.


QVMM

1D
2.76%
1M
-4.92%
YTD
3.32%
6M
5.26%
1Y
18.80%
3Y*
12.60%
5Y*
10Y*

IVOO

1D
2.97%
1M
-5.28%
YTD
2.57%
6M
4.28%
1Y
17.42%
3Y*
12.05%
5Y*
6.55%
10Y*
10.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


QVMM vs. IVOO - Expense Ratio Comparison

QVMM has a 0.15% expense ratio, which is higher than IVOO's 0.10% expense ratio. However, 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

QVMM vs. IVOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QVMM
QVMM Risk / Return Rank: 5454
Overall Rank
QVMM Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
QVMM Sortino Ratio Rank: 5454
Sortino Ratio Rank
QVMM Omega Ratio Rank: 5353
Omega Ratio Rank
QVMM Calmar Ratio Rank: 5353
Calmar Ratio Rank
QVMM Martin Ratio Rank: 6161
Martin Ratio Rank

IVOO
IVOO Risk / Return Rank: 5252
Overall Rank
IVOO Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IVOO Sortino Ratio Rank: 5252
Sortino Ratio Rank
IVOO Omega Ratio Rank: 5050
Omega Ratio Rank
IVOO Calmar Ratio Rank: 5353
Calmar Ratio Rank
IVOO Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QVMM vs. IVOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400 QVM Multi-factor ETF (QVMM) and Vanguard S&P Mid-Cap 400 ETF (IVOO). 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.


QVMMIVOODifference

Sharpe ratio

Return per unit of total volatility

0.91

0.82

+0.08

Sortino ratio

Return per unit of downside risk

1.40

1.30

+0.10

Omega ratio

Gain probability vs. loss probability

1.20

1.18

+0.02

Calmar ratio

Return relative to maximum drawdown

1.35

1.24

+0.11

Martin ratio

Return relative to average drawdown

6.02

5.38

+0.65

QVMM vs. IVOO - Sharpe Ratio Comparison

The current QVMM Sharpe Ratio is 0.91, which is comparable to the IVOO Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of QVMM and IVOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


QVMMIVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.82

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.58

-0.24

Correlation

The correlation between QVMM and IVOO is 0.99, 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

QVMM vs. IVOO - Dividend Comparison

QVMM's dividend yield for the trailing twelve months is around 1.29%, less than IVOO's 1.32% yield.


TTM20252024202320222021202020192018201720162015
QVMM
Invesco S&P MidCap 400 QVM Multi-factor ETF
1.29%1.32%1.29%1.42%1.51%0.60%0.00%0.00%0.00%0.00%0.00%0.00%
IVOO
Vanguard S&P Mid-Cap 400 ETF
1.32%1.35%1.30%1.25%1.58%1.14%1.23%1.49%1.56%1.22%1.37%1.45%

Drawdowns

QVMM vs. IVOO - Drawdown Comparison

The maximum QVMM drawdown since its inception was -24.00%, smaller than the maximum IVOO drawdown of -42.33%. Use the drawdown chart below to compare losses from any high point for QVMM and IVOO.


Loading graphics...

Drawdown Indicators


QVMMIVOODifference

Max Drawdown

Largest peak-to-trough decline

-24.00%

-42.33%

+18.33%

Max Drawdown (1Y)

Largest decline over 1 year

-14.17%

-14.17%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-24.22%

Max Drawdown (10Y)

Largest decline over 10 years

-42.33%

Current Drawdown

Current decline from peak

-5.77%

-6.10%

+0.33%

Average Drawdown

Average peak-to-trough decline

-7.29%

-5.31%

-1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

3.27%

-0.10%

Volatility

QVMM vs. IVOO - Volatility Comparison

Invesco S&P MidCap 400 QVM Multi-factor ETF (QVMM) and Vanguard S&P Mid-Cap 400 ETF (IVOO) have volatilities of 6.32% and 6.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


QVMMIVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

6.56%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.56%

11.90%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

20.79%

21.22%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.61%

19.73%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

21.17%

-1.56%