VIMCX vs. XMHQ
VIMCX (Virtus KAR Mid-Cap Core Fund) and XMHQ (Invesco S&P MidCap Quality ETF) are both funds - VIMCX is a Mid Cap Growth Equities fund managed by Virtus, while XMHQ is a Quality Factor fund tracking the S&P MidCap 400 Quality Index. Over the past 10 years, VIMCX returned 10.57%/yr vs 12.83%/yr for XMHQ. Their 0.80 correlation means they have sometimes moved together and sometimes differently. VIMCX charges 0.95%/yr vs 0.25%/yr for XMHQ.
Performance
VIMCX vs. XMHQ - Performance Comparison
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Returns By Period
In the year-to-date period, VIMCX achieves a 0.70% return, which is significantly lower than XMHQ's 12.54% return. Over the past 10 years, VIMCX has underperformed XMHQ with an annualized return of 10.57%, while XMHQ has yielded a comparatively higher 12.83% annualized return.
VIMCX
- 1D
- -0.69%
- 1M
- -0.74%
- 6M
- -2.71%
- YTD
- 0.70%
- 1Y
- 0.01%
- 3Y*
- 4.29%
- 5Y*
- 2.10%
- 10Y*
- 10.57%
- ALL TIME*
- 12.48%
XMHQ
- 1D
- 0.26%
- 1M
- 1.40%
- 6M
- 8.28%
- YTD
- 12.54%
- 1Y
- 16.17%
- 3Y*
- 13.54%
- 5Y*
- 10.18%
- 10Y*
- 12.83%
- ALL TIME*
- 9.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $19.95M | $19.43M | $20.53M |
VIMCX vs. XMHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIMCX Virtus KAR Mid-Cap Core Fund | 0.70% | 0.72% | 5.20% | 22.64% | -19.75% | 25.28% | 26.11% | 31.74% | -4.18% | 24.95% |
XMHQ Invesco S&P MidCap Quality ETF | 12.54% | 4.71% | 16.79% | 29.51% | -12.42% | 20.98% | 26.61% | 27.18% | -9.08% | 15.64% |
Correlation
The correlation between VIMCX and XMHQ is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2009 | 0.80 |
The correlation between VIMCX and XMHQ has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.
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Return for Risk
VIMCX vs. XMHQ — Risk / Return Rank
VIMCX
XMHQ
VIMCX vs. XMHQ - Risk-Adjusted Trends 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.
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.
| VIMCX | XMHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.17 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 1.64 | -1.81 |
| Martin ratioReturn relative to average drawdown | -0.44 | 4.86 | -5.30 |
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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.
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Drawdown Indicators
| VIMCX | XMHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.92% | -58.19% | +24.27% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -8.85% | -3.29% |
Max Drawdown (3Y)Largest decline over 3 years | -20.32% | -24.56% | +4.24% |
Max Drawdown (5Y)Largest decline over 5 years | -28.42% | -25.47% | -2.95% |
Max Drawdown (10Y)Largest decline over 10 years | -33.92% | -36.90% | +2.98% |
Current DrawdownCurrent decline from peak | -5.87% | -0.02% | -5.85% |
Average DrawdownAverage peak-to-trough decline | -4.89% | -9.22% | +4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.86% | 2.97% | +1.89% |
Volatility
VIMCX vs. XMHQ - Volatility Comparison
Virtus KAR Mid-Cap Core Fund (VIMCX) has a higher volatility of 3.83% compared to Invesco S&P MidCap Quality ETF (XMHQ) at 3.13%. This indicates that VIMCX's price experiences larger fluctuations and is considered to be riskier than XMHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VIMCX | XMHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 3.13% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 12.42% | 11.07% | +1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.38% | 15.30% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.21% | 20.57% | -2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.66% | 20.63% | -1.97% |
VIMCX vs. XMHQ - Expense Ratio Comparison
VIMCX has a 0.95% expense ratio, which is higher than XMHQ's 0.25% expense ratio.
Dividends
VIMCX vs. XMHQ - Dividend Comparison
VIMCX's dividend yield for the trailing twelve months is around 4.38%, more than XMHQ's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIMCX Virtus KAR Mid-Cap Core Fund | 4.38% | 4.41% | 0.00% | 2.36% | 0.23% | 1.58% | 0.67% | 0.94% | 0.77% | 0.29% | 0.00% | 0.63% |
XMHQ Invesco S&P MidCap Quality ETF | 0.56% | 0.64% | 5.20% | 0.73% | 1.72% | 1.00% | 1.12% | 1.22% | 1.59% | 1.06% | 1.63% | 1.34% |
Frequently Asked Questions
VIMCX and XMHQ have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIMCX has higher volatility (3.83%) compared to XMHQ (3.13%). In terms of maximum drawdown, VIMCX dropped -33.92% vs XMHQ's -58.19%.
XMHQ currently has the higher Sharpe Ratio (0.95 vs -0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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