VIMCX vs. XMHQ
Compare and contrast key facts about Virtus KAR Mid-Cap Core Fund (VIMCX) and Invesco S&P MidCap Quality ETF (XMHQ).
VIMCX is managed by Virtus. It was launched on Jun 22, 2009. XMHQ is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Dec 1, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIMCX or XMHQ.
Key characteristics
| VIMCX | XMHQ | |
|---|---|---|
| YTD Return | 12.04% | 25.99% |
| 1Y Return | 23.52% | 40.22% |
| 3Y Return (Ann) | 1.71% | 11.37% |
| 5Y Return (Ann) | 11.19% | 18.01% |
| 10Y Return (Ann) | 11.19% | 12.61% |
| Sharpe Ratio | 1.73 | 2.35 |
| Sortino Ratio | 2.37 | 3.29 |
| Omega Ratio | 1.31 | 1.39 |
| Calmar Ratio | 1.63 | 4.14 |
| Martin Ratio | 8.55 | 10.18 |
| Ulcer Index | 2.97% | 4.19% |
| Daily Std Dev | 14.66% | 18.13% |
| Max Drawdown | -33.92% | -58.19% |
| Current Drawdown | -0.06% | 0.00% |
Correlation
The correlation between VIMCX and XMHQ is 0.79, 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.
Performance
VIMCX vs. XMHQ - Performance Comparison
In the year-to-date period, VIMCX achieves a 12.04% return, which is significantly lower than XMHQ's 25.99% return. Over the past 10 years, VIMCX has underperformed XMHQ with an annualized return of 11.19%, while XMHQ has yielded a comparatively higher 12.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VIMCX vs. XMHQ - Expense Ratio Comparison
VIMCX has a 0.95% expense ratio, which is higher than XMHQ's 0.25% expense ratio.
Risk-Adjusted Performance
VIMCX vs. XMHQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Mid-Cap Core Fund (VIMCX) and Invesco S&P MidCap Quality ETF (XMHQ). 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.
Dividends
VIMCX vs. XMHQ - Dividend Comparison
VIMCX has not paid dividends to shareholders, while XMHQ's dividend yield for the trailing twelve months is around 4.78%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIMCX Virtus KAR Mid-Cap Core Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XMHQ Invesco S&P MidCap Quality ETF | 4.78% | 0.73% | 1.72% | 1.00% | 1.12% | 1.22% | 1.59% | 1.06% | 1.64% | 1.34% | 1.25% | 1.11% |
Drawdowns
VIMCX vs. XMHQ - Drawdown Comparison
The maximum VIMCX drawdown since its inception was -33.92%, smaller than the maximum XMHQ drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for VIMCX and XMHQ. For additional features, visit the drawdowns tool.
Volatility
VIMCX vs. XMHQ - Volatility Comparison
The current volatility for Virtus KAR Mid-Cap Core Fund (VIMCX) is 3.75%, while Invesco S&P MidCap Quality ETF (XMHQ) has a volatility of 5.51%. This indicates that VIMCX experiences smaller price fluctuations and is considered to be less risky than XMHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.