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XMHQ vs. FSSMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XMHQ vs. FSSMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap Quality ETF (XMHQ) and Fidelity Stock Selector Mid Cap Fund (FSSMX). The values are adjusted to include any dividend payments, if applicable.

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XMHQ vs. FSSMX - 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%
FSSMX
Fidelity Stock Selector Mid Cap Fund
1.06%2.35%12.50%17.16%-13.90%23.25%13.03%29.57%-7.70%19.54%

Returns By Period

The year-to-date returns for both stocks are quite close, with XMHQ having a 1.08% return and FSSMX slightly lower at 1.06%. Over the past 10 years, XMHQ has outperformed FSSMX with an annualized return of 12.42%, while FSSMX has yielded a comparatively lower 9.95% 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%

FSSMX

1D
-0.85%
1M
-7.85%
YTD
1.06%
6M
-3.36%
1Y
8.27%
3Y*
9.03%
5Y*
5.11%
10Y*
9.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XMHQ vs. FSSMX - Expense Ratio Comparison

XMHQ has a 0.25% expense ratio, which is lower than FSSMX's 0.79% expense ratio.


Return for Risk

XMHQ vs. FSSMX — 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

FSSMX
FSSMX Risk / Return Rank: 1515
Overall Rank
FSSMX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FSSMX Sortino Ratio Rank: 1515
Sortino Ratio Rank
FSSMX Omega Ratio Rank: 1616
Omega Ratio Rank
FSSMX Calmar Ratio Rank: 1515
Calmar Ratio Rank
FSSMX Martin Ratio Rank: 1616
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. FSSMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Quality ETF (XMHQ) and Fidelity Stock Selector Mid Cap Fund (FSSMX). 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.


XMHQFSSMXDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.38

+0.30

Sortino ratio

Return per unit of downside risk

1.14

0.66

+0.48

Omega ratio

Gain probability vs. loss probability

1.14

1.10

+0.05

Calmar ratio

Return relative to maximum drawdown

1.09

0.41

+0.68

Martin ratio

Return relative to average drawdown

3.97

1.56

+2.41

XMHQ vs. FSSMX - Sharpe Ratio Comparison

The current XMHQ Sharpe Ratio is 0.68, which is higher than the FSSMX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of XMHQ and FSSMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XMHQFSSMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.38

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.25

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.47

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.54

-0.11

Correlation

The correlation between XMHQ and FSSMX is 0.85, 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. FSSMX - Dividend Comparison

XMHQ's dividend yield for the trailing twelve months is around 0.60%, while FSSMX has not paid dividends to shareholders.


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%
FSSMX
Fidelity Stock Selector Mid Cap Fund
0.00%0.00%3.10%0.78%9.73%12.87%2.31%4.03%21.01%4.12%0.92%1.84%

Drawdowns

XMHQ vs. FSSMX - Drawdown Comparison

The maximum XMHQ drawdown since its inception was -58.19%, which is greater than FSSMX's maximum drawdown of -43.37%. Use the drawdown chart below to compare losses from any high point for XMHQ and FSSMX.


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Drawdown Indicators


XMHQFSSMXDifference

Max Drawdown

Largest peak-to-trough decline

-58.19%

-43.37%

-14.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-14.29%

+1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-25.47%

-24.00%

-1.47%

Max Drawdown (10Y)

Largest decline over 10 years

-36.90%

-43.37%

+6.47%

Current Drawdown

Current decline from peak

-5.36%

-8.82%

+3.46%

Average Drawdown

Average peak-to-trough decline

-9.35%

-5.13%

-4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

3.77%

-0.34%

Volatility

XMHQ vs. FSSMX - Volatility Comparison

The current volatility for Invesco S&P MidCap Quality ETF (XMHQ) is 6.03%, while Fidelity Stock Selector Mid Cap Fund (FSSMX) has a volatility of 6.41%. This indicates that XMHQ experiences smaller price fluctuations and is considered to be less risky than FSSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMHQFSSMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

6.41%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

11.37%

14.69%

-3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

20.26%

22.71%

-2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.76%

20.23%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.69%

21.08%

-0.39%