XMHQ vs. FAMEX
Compare and contrast key facts about Invesco S&P MidCap Quality ETF (XMHQ) and FAM Dividend Focus Fund (FAMEX).
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. FAMEX is managed by FAM. It was launched on Apr 1, 1996.
Performance
XMHQ vs. FAMEX - Performance Comparison
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XMHQ vs. FAMEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
XMHQ
FAMEX
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.
| XMHQ | FAMEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | -0.30 | +0.98 |
Sortino ratioReturn per unit of downside risk | 1.14 | -0.33 | +1.47 |
Omega ratioGain probability vs. loss probability | 1.14 | 0.96 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | -0.46 | +1.54 |
Martin ratioReturn relative to average drawdown | 3.97 | -1.15 | +5.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XMHQ | FAMEX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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Drawdown Indicators
| XMHQ | FAMEX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.36% | -13.71% | +8.35% |
Average DrawdownAverage peak-to-trough decline | -9.35% | -6.79% | -2.56% |
Ulcer IndexDepth 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.
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Volatility by Period
| XMHQ | FAMEX | Difference | |
|---|---|---|---|
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% |