VIMCX vs. XMMO

In the year-to-date period, VIMCX achieves a 0.74% return, which is significantly lower than XMMO's 0.89% return. Over the past 10 years, VIMCX has underperformed XMMO with an annualized return of 10.90%, while XMMO has yielded a comparatively higher 15.15% annualized return.

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VIMCX has a 0.95% expense ratio, which is higher than XMMO's 0.33% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Mid-Cap Core Fund (VIMCX) 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.

The current VIMCX Sharpe Ratio is 0.27, which is lower than the XMMO Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of VIMCX and XMMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VIMCX has not paid dividends to shareholders, while XMMO's dividend yield for the trailing twelve months is around 0.49%.

The maximum VIMCX drawdown since its inception was -33.92%, smaller than the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for VIMCX and XMMO.

Virtus KAR Mid-Cap Core Fund (VIMCX) has a higher volatility of 5.75% compared to Invesco S&P MidCap Momentum ETF (XMMO) at 5.25%. This indicates that VIMCX's price experiences larger fluctuations and is considered to be riskier than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.