XMHQ vs. FUND
Compare and contrast key facts about Invesco S&P MidCap Quality ETF (XMHQ) and Sprott Focus Trust, Inc. (FUND).
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.
Performance
XMHQ vs. FUND - Performance Comparison
Loading graphics...
XMHQ vs. FUND - 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% |
FUND Sprott Focus Trust, Inc. | 11.44% | 27.57% | -1.08% | 6.94% | -1.16% | 36.20% | 2.44% | 36.27% | -19.56% | 22.23% |
Returns By Period
In the year-to-date period, XMHQ achieves a 1.08% return, which is significantly lower than FUND's 11.44% return. Both investments have delivered pretty close results over the past 10 years, with XMHQ having a 12.42% annualized return and FUND not far ahead at 12.70%.
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%
FUND
- 1D
- 1.38%
- 1M
- -3.56%
- YTD
- 11.44%
- 6M
- 18.95%
- 1Y
- 37.81%
- 3Y*
- 13.40%
- 5Y*
- 11.61%
- 10Y*
- 12.70%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XMHQ vs. FUND — Risk / Return Rank
XMHQ
FUND
XMHQ vs. FUND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Quality ETF (XMHQ) and Sprott Focus Trust, Inc. (FUND). 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 | FUND | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 1.96 | -1.28 |
Sortino ratioReturn per unit of downside risk | 1.14 | 2.56 | -1.42 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.39 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 2.77 | -1.68 |
Martin ratioReturn relative to average drawdown | 3.97 | 12.39 | -8.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| XMHQ | FUND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 1.96 | -1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.63 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.65 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.32 | +0.12 |
Correlation
The correlation between XMHQ and FUND is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XMHQ vs. FUND - Dividend Comparison
XMHQ's dividend yield for the trailing twelve months is around 0.60%, less than FUND's 6.08% 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% |
FUND Sprott Focus Trust, Inc. | 6.08% | 6.65% | 8.27% | 6.22% | 6.72% | 8.79% | 7.93% | 6.30% | 11.92% | 6.59% | 5.76% | 7.59% |
Drawdowns
XMHQ vs. FUND - Drawdown Comparison
The maximum XMHQ drawdown since its inception was -58.19%, smaller than the maximum FUND drawdown of -65.37%. Use the drawdown chart below to compare losses from any high point for XMHQ and FUND.
Loading graphics...
Drawdown Indicators
| XMHQ | FUND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.19% | -65.37% | +7.18% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -13.99% | +1.45% |
Max Drawdown (5Y)Largest decline over 5 years | -25.47% | -24.67% | -0.80% |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | -43.32% | +6.42% |
Current DrawdownCurrent decline from peak | -5.36% | -4.51% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -9.35% | -12.40% | +3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 3.13% | +0.30% |
Volatility
XMHQ vs. FUND - Volatility Comparison
The current volatility for Invesco S&P MidCap Quality ETF (XMHQ) is 6.03%, while Sprott Focus Trust, Inc. (FUND) has a volatility of 6.70%. This indicates that XMHQ experiences smaller price fluctuations and is considered to be less risky than FUND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| XMHQ | FUND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 6.70% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 11.37% | 11.99% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.26% | 19.42% | +0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.76% | 18.63% | +2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.69% | 19.68% | +1.01% |