PortfoliosLab logoPortfoliosLab logo
TMVE vs. XMVM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMVE vs. XMVM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Mid Cap Value ETF (TMVE) and Invesco S&P MidCap Value with Momentum ETF (XMVM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with TMVE having a 17.86% return and XMVM slightly lower at 17.44%.


TMVE

1D
0.02%
1M
-0.42%
6M
12.51%
YTD
17.86%
1Y
3Y*
5Y*
10Y*
ALL TIME*

XMVM

1D
-0.53%
1M
5.11%
6M
13.72%
YTD
17.44%
1Y
38.27%
3Y*
17.47%
5Y*
12.42%
10Y*
12.44%
ALL TIME*
9.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$149.11K$96.01K$541.62K
$2.16M$2.04M$1.98M

TMVE vs. XMVM - Yearly Performance Comparison


Correlation

The correlation between TMVE and XMVM is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 17, 2025

0.79

Compare stocks, funds, or ETFs

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


Return for Risk

TMVE vs. XMVM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TMVE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


XMVM
XMVM Risk / Return Rank: 9191
Overall Rank
XMVM Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XMVM Sortino Ratio Rank: 9393
Sortino Ratio Rank
XMVM Omega Ratio Rank: 9191
Omega Ratio Rank
XMVM Calmar Ratio Rank: 9090
Calmar Ratio Rank
XMVM Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TMVE vs. XMVM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Mid Cap Value ETF (TMVE) and Invesco S&P MidCap Value with Momentum ETF (XMVM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TMVEXMVMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

3.91

Martin ratioReturn relative to average drawdown

12.52

TMVE vs. XMVM - Sharpe Ratio Comparison


Loading charts...

Drawdowns

TMVE vs. XMVM - Drawdown Comparison

The maximum TMVE drawdown since its inception was -8.21%, smaller than the maximum XMVM drawdown of -62.83%. Use the drawdown chart below to compare losses from any high point for TMVE and XMVM.


Loading charts...

Drawdown Indicators


TMVEXMVMDifference

Max Drawdown

Largest peak-to-trough decline

-8.21%

-62.83%

+54.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

Max Drawdown (3Y)

Largest decline over 3 years

-24.12%

Max Drawdown (5Y)

Largest decline over 5 years

-24.12%

Max Drawdown (10Y)

Largest decline over 10 years

-45.07%

Current Drawdown

Current decline from peak

-1.29%

-0.71%

-0.58%

Average Drawdown

Average peak-to-trough decline

-1.36%

-10.20%

+8.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

Volatility

TMVE vs. XMVM - Volatility Comparison


Loading charts...

Volatility by Period


TMVEXMVMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.25%

Volatility (1Y)

Calculated over the trailing 1-year period

13.21%

14.85%

-1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.21%

21.24%

-8.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.21%

22.74%

-9.53%

TMVE vs. XMVM - Expense Ratio Comparison

TMVE has a 0.55% expense ratio, which is higher than XMVM's 0.39% expense ratio.


Dividends

TMVE vs. XMVM - Dividend Comparison

TMVE's dividend yield for the trailing twelve months is around 0.10%, less than XMVM's 1.79% yield.


PositionTTM20252024202320222021202020192018201720162015
TMVE
Thrivent Mid Cap Value ETF
0.10%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XMVM
Invesco S&P MidCap Value with Momentum ETF
1.79%2.07%1.43%1.57%1.76%1.10%1.37%1.73%2.87%2.22%2.27%2.58%

Frequently Asked Questions


TMVE and XMVM have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XMVM is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XMVM is cheaper with a 0.39% expense ratio, compared with 0.55% for TMVE.

XMVM has the higher dividend yield at 1.79%, compared with 0.10% for TMVE.

TMVE is categorized as Mid Cap Value Equities, while XMVM is Momentum. TMVE tracks Actively Managed, while XMVM tracks S&P MidCap 400 High Momentum Value Index. They also come from different issuers: Thrivent and Invesco. Their fees differ too: 0.55% for TMVE and 0.39% for XMVM.

Portfolio Optimizer

Find the right allocation for TMVE and XMVM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer