PortfoliosLab logoPortfoliosLab logo
XMHQ vs. FAMEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XMHQ vs. FAMEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap Quality ETF (XMHQ) and FAM Dividend Focus Fund (FAMEX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XMHQ vs. FAMEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMHQ
Invesco S&P MidCap Quality ETF
1.08%4.71%16.79%29.51%-12.42%20.98%26.61%27.18%-9.08%15.64%
FAMEX
FAM Dividend Focus Fund
-6.23%1.91%7.56%19.70%-13.40%25.61%13.19%32.56%0.06%12.64%

Returns By Period

In the year-to-date period, XMHQ achieves a 1.08% return, which is significantly higher than FAMEX's -6.23% return. Over the past 10 years, XMHQ has outperformed FAMEX with an annualized return of 12.42%, while FAMEX has yielded a comparatively lower 9.97% annualized return.


XMHQ

1D
2.79%
1M
-4.48%
YTD
1.08%
6M
-1.19%
1Y
13.62%
3Y*
14.52%
5Y*
8.07%
10Y*
12.42%

FAMEX

1D
0.16%
1M
-10.98%
YTD
-6.23%
6M
-10.38%
1Y
-5.88%
3Y*
5.56%
5Y*
4.84%
10Y*
9.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


XMHQ vs. FAMEX - Expense Ratio Comparison

XMHQ has a 0.25% expense ratio, which is lower than FAMEX's 1.23% expense ratio.


Return for Risk

XMHQ vs. FAMEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XMHQ
XMHQ Risk / Return Rank: 4242
Overall Rank
XMHQ Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
XMHQ Sortino Ratio Rank: 4343
Sortino Ratio Rank
XMHQ Omega Ratio Rank: 3838
Omega Ratio Rank
XMHQ Calmar Ratio Rank: 4646
Calmar Ratio Rank
XMHQ Martin Ratio Rank: 4444
Martin Ratio Rank

FAMEX
FAMEX Risk / Return Rank: 22
Overall Rank
FAMEX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FAMEX Sortino Ratio Rank: 22
Sortino Ratio Rank
FAMEX Omega Ratio Rank: 33
Omega Ratio Rank
FAMEX Calmar Ratio Rank: 22
Calmar Ratio Rank
FAMEX Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XMHQ vs. FAMEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Quality ETF (XMHQ) and FAM Dividend Focus Fund (FAMEX). 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.


XMHQFAMEXDifference

Sharpe ratio

Return per unit of total volatility

0.68

-0.30

+0.98

Sortino ratio

Return per unit of downside risk

1.14

-0.33

+1.47

Omega ratio

Gain probability vs. loss probability

1.14

0.96

+0.18

Calmar ratio

Return relative to maximum drawdown

1.09

-0.46

+1.54

Martin ratio

Return relative to average drawdown

3.97

-1.15

+5.12

XMHQ vs. FAMEX - Sharpe Ratio Comparison

The current XMHQ Sharpe Ratio is 0.68, which is higher than the FAMEX Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of XMHQ and FAMEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


XMHQFAMEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

-0.30

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.29

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.56

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.51

-0.08

Correlation

The correlation between XMHQ and FAMEX is 0.78, 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

XMHQ vs. FAMEX - Dividend Comparison

XMHQ's dividend yield for the trailing twelve months is around 0.60%, less than FAMEX's 3.97% yield.


TTM20252024202320222021202020192018201720162015
XMHQ
Invesco S&P MidCap Quality ETF
0.60%0.64%5.20%0.73%1.72%1.00%1.12%1.22%1.59%1.06%1.63%1.34%
FAMEX
FAM Dividend Focus Fund
3.97%3.74%3.34%0.67%1.36%1.36%2.18%2.97%1.35%0.70%8.80%5.19%

Drawdowns

XMHQ vs. FAMEX - Drawdown Comparison

The maximum XMHQ drawdown since its inception was -58.19%, which is greater than FAMEX's maximum drawdown of -54.68%. Use the drawdown chart below to compare losses from any high point for XMHQ and FAMEX.


Loading graphics...

Drawdown Indicators


XMHQFAMEXDifference

Max Drawdown

Largest peak-to-trough decline

-58.19%

-54.68%

-3.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-13.84%

+1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-25.47%

-24.10%

-1.37%

Max Drawdown (10Y)

Largest decline over 10 years

-36.90%

-35.96%

-0.94%

Current Drawdown

Current decline from peak

-5.36%

-13.71%

+8.35%

Average Drawdown

Average peak-to-trough decline

-9.35%

-6.79%

-2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

5.51%

-2.08%

Volatility

XMHQ vs. FAMEX - Volatility Comparison

Invesco S&P MidCap Quality ETF (XMHQ) has a higher volatility of 6.03% compared to FAM Dividend Focus Fund (FAMEX) at 4.51%. This indicates that XMHQ's price experiences larger fluctuations and is considered to be riskier than FAMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


XMHQFAMEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

4.51%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

11.37%

9.24%

+2.13%

Volatility (1Y)

Calculated over the trailing 1-year period

20.26%

16.33%

+3.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.76%

16.61%

+4.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.69%

17.85%

+2.84%