RFV vs. XMMO
Compare and contrast key facts about Invesco S&P MidCap 400® Pure Value ETF (RFV) and Invesco S&P MidCap Momentum ETF (XMMO).
RFV and XMMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RFV is a passively managed fund by Invesco that tracks the performance of the S&P Mid Cap 400 Pure Value. It was launched on Mar 1, 2006. 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. Both RFV and XMMO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
RFV vs. XMMO - Performance Comparison
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RFV vs. XMMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RFV Invesco S&P MidCap 400® Pure Value ETF | 2.24% | 7.66% | 5.63% | 30.26% | -3.99% | 33.02% | 9.61% | 24.98% | -18.56% | 14.74% |
XMMO Invesco S&P MidCap Momentum ETF | 4.93% | 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, RFV achieves a 2.24% return, which is significantly lower than XMMO's 4.93% return. Over the past 10 years, RFV has underperformed XMMO with an annualized return of 11.65%, while XMMO has yielded a comparatively higher 18.19% annualized return.
RFV
- 1D
- 1.99%
- 1M
- -3.38%
- YTD
- 2.24%
- 6M
- 2.35%
- 1Y
- 16.32%
- 3Y*
- 13.21%
- 5Y*
- 9.38%
- 10Y*
- 11.65%
XMMO
- 1D
- 4.31%
- 1M
- -3.18%
- YTD
- 4.93%
- 6M
- 7.61%
- 1Y
- 28.46%
- 3Y*
- 25.08%
- 5Y*
- 12.21%
- 10Y*
- 18.19%
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RFV vs. XMMO - Expense Ratio Comparison
RFV has a 0.35% expense ratio, which is higher than XMMO's 0.33% expense ratio.
Return for Risk
RFV vs. XMMO — Risk / Return Rank
RFV
XMMO
RFV vs. XMMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400® Pure Value ETF (RFV) 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.
| RFV | XMMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 1.30 | -0.63 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.86 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.26 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 2.28 | -1.22 |
Martin ratioReturn relative to average drawdown | 3.47 | 10.83 | -7.37 |
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
| RFV | XMMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 1.30 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.58 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.83 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.54 | -0.18 |
Correlation
The correlation between RFV and XMMO is 0.75, 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
RFV vs. XMMO - Dividend Comparison
RFV's dividend yield for the trailing twelve months is around 2.04%, more than XMMO's 0.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RFV Invesco S&P MidCap 400® Pure Value ETF | 2.04% | 2.07% | 1.31% | 1.27% | 2.05% | 1.60% | 1.52% | 1.71% | 1.39% | 1.36% | 0.88% | 1.79% |
XMMO Invesco S&P MidCap Momentum ETF | 0.71% | 0.78% | 0.34% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% |
Drawdowns
RFV vs. XMMO - Drawdown Comparison
The maximum RFV drawdown since its inception was -71.82%, which is greater than XMMO's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for RFV and XMMO.
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Drawdown Indicators
| RFV | XMMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.82% | -55.37% | -16.45% |
Max Drawdown (1Y)Largest decline over 1 year | -15.62% | -12.81% | -2.81% |
Max Drawdown (5Y)Largest decline over 5 years | -24.65% | -27.91% | +3.26% |
Max Drawdown (10Y)Largest decline over 10 years | -52.24% | -36.74% | -15.50% |
Current DrawdownCurrent decline from peak | -8.48% | -4.39% | -4.09% |
Average DrawdownAverage peak-to-trough decline | -9.85% | -9.52% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.78% | 2.69% | +2.09% |
Volatility
RFV vs. XMMO - Volatility Comparison
The current volatility for Invesco S&P MidCap 400® Pure Value ETF (RFV) is 5.23%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 9.07%. This indicates that RFV 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
| RFV | XMMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 9.07% | -3.84% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 14.28% | -1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.40% | 21.97% | +2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.22% | 21.26% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.05% | 22.11% | +2.94% |