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QVMS vs. MFEM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QVMS vs. MFEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap 600 QVM Multi-factor ETF (QVMS) and PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF (MFEM). The values are adjusted to include any dividend payments, if applicable.

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QVMS vs. MFEM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QVMS
Invesco S&P SmallCap 600 QVM Multi-factor ETF
4.33%5.56%9.50%16.89%-14.61%4.45%
MFEM
PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF
8.85%25.33%4.73%15.14%-19.50%-3.09%

Returns By Period

In the year-to-date period, QVMS achieves a 4.33% return, which is significantly lower than MFEM's 8.85% return.


QVMS

1D
0.71%
1M
-4.30%
YTD
4.33%
6M
5.31%
1Y
20.53%
3Y*
11.22%
5Y*
10Y*

MFEM

1D
0.60%
1M
-8.10%
YTD
8.85%
6M
12.85%
1Y
35.46%
3Y*
16.40%
5Y*
6.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QVMS vs. MFEM - Expense Ratio Comparison

QVMS has a 0.15% expense ratio, which is lower than MFEM's 0.49% expense ratio.


Return for Risk

QVMS vs. MFEM — Risk / Return Rank

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

QVMS
QVMS Risk / Return Rank: 5050
Overall Rank
QVMS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
QVMS Sortino Ratio Rank: 5050
Sortino Ratio Rank
QVMS Omega Ratio Rank: 4646
Omega Ratio Rank
QVMS Calmar Ratio Rank: 5050
Calmar Ratio Rank
QVMS Martin Ratio Rank: 5454
Martin Ratio Rank

MFEM
MFEM Risk / Return Rank: 8787
Overall Rank
MFEM Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
MFEM Sortino Ratio Rank: 8787
Sortino Ratio Rank
MFEM Omega Ratio Rank: 8888
Omega Ratio Rank
MFEM Calmar Ratio Rank: 8686
Calmar Ratio Rank
MFEM Martin Ratio Rank: 8585
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.

QVMS vs. MFEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap 600 QVM Multi-factor ETF (QVMS) and PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF (MFEM). 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.


QVMSMFEMDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.90

-1.00

Sortino ratio

Return per unit of downside risk

1.41

2.48

-1.07

Omega ratio

Gain probability vs. loss probability

1.19

1.37

-0.18

Calmar ratio

Return relative to maximum drawdown

1.40

2.80

-1.40

Martin ratio

Return relative to average drawdown

5.63

10.54

-4.92

QVMS vs. MFEM - Sharpe Ratio Comparison

The current QVMS Sharpe Ratio is 0.91, which is lower than the MFEM Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of QVMS and MFEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QVMSMFEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.90

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.33

-0.10

Correlation

The correlation between QVMS and MFEM is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QVMS vs. MFEM - Dividend Comparison

QVMS's dividend yield for the trailing twelve months is around 1.26%, less than MFEM's 2.56% yield.


TTM202520242023202220212020201920182017
QVMS
Invesco S&P SmallCap 600 QVM Multi-factor ETF
1.26%1.10%1.53%1.51%1.58%0.64%0.00%0.00%0.00%0.00%
MFEM
PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF
2.56%2.77%5.89%4.01%7.01%29.96%1.70%2.37%1.18%0.21%

Drawdowns

QVMS vs. MFEM - Drawdown Comparison

The maximum QVMS drawdown since its inception was -28.05%, smaller than the maximum MFEM drawdown of -43.32%. Use the drawdown chart below to compare losses from any high point for QVMS and MFEM.


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Drawdown Indicators


QVMSMFEMDifference

Max Drawdown

Largest peak-to-trough decline

-28.05%

-43.32%

+15.27%

Max Drawdown (1Y)

Largest decline over 1 year

-14.86%

-12.86%

-2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-31.39%

Current Drawdown

Current decline from peak

-5.27%

-9.77%

+4.50%

Average Drawdown

Average peak-to-trough decline

-9.39%

-11.67%

+2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

3.42%

+0.27%

Volatility

QVMS vs. MFEM - Volatility Comparison

The current volatility for Invesco S&P SmallCap 600 QVM Multi-factor ETF (QVMS) is 6.27%, while PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF (MFEM) has a volatility of 8.92%. This indicates that QVMS experiences smaller price fluctuations and is considered to be less risky than MFEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QVMSMFEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

8.92%

-2.65%

Volatility (6M)

Calculated over the trailing 6-month period

13.02%

14.45%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

22.75%

18.72%

+4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.41%

16.12%

+5.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.41%

19.22%

+2.19%