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XMHQ vs. HLGEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XMHQ vs. HLGEX - Performance Comparison

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

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XMHQ vs. HLGEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMHQ
Invesco S&P MidCap Quality ETF
2.09%4.71%16.79%29.51%-12.42%20.98%26.61%27.18%-9.08%15.64%
HLGEX
JPMorgan Mid Cap Growth Fund
-5.79%8.65%22.80%23.11%-27.08%10.67%48.33%39.73%-5.07%29.51%

Returns By Period

In the year-to-date period, XMHQ achieves a 2.09% return, which is significantly higher than HLGEX's -5.79% return. Both investments have delivered pretty close results over the past 10 years, with XMHQ having a 12.53% annualized return and HLGEX not far ahead at 12.70%.


XMHQ

1D
1.01%
1M
-4.01%
YTD
2.09%
6M
-0.40%
1Y
13.46%
3Y*
14.90%
5Y*
8.29%
10Y*
12.53%

HLGEX

1D
3.94%
1M
-6.15%
YTD
-5.79%
6M
-8.32%
1Y
11.90%
3Y*
12.84%
5Y*
3.94%
10Y*
12.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XMHQ vs. HLGEX - Expense Ratio Comparison

XMHQ has a 0.25% expense ratio, which is lower than HLGEX's 0.89% expense ratio.


Return for Risk

XMHQ vs. HLGEX — Risk / Return Rank

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

XMHQ
XMHQ Risk / Return Rank: 3838
Overall Rank
XMHQ Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
XMHQ Sortino Ratio Rank: 3838
Sortino Ratio Rank
XMHQ Omega Ratio Rank: 3434
Omega Ratio Rank
XMHQ Calmar Ratio Rank: 4343
Calmar Ratio Rank
XMHQ Martin Ratio Rank: 4444
Martin Ratio Rank

HLGEX
HLGEX Risk / Return Rank: 2222
Overall Rank
HLGEX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
HLGEX Sortino Ratio Rank: 2121
Sortino Ratio Rank
HLGEX Omega Ratio Rank: 1919
Omega Ratio Rank
HLGEX Calmar Ratio Rank: 2727
Calmar Ratio Rank
HLGEX Martin Ratio Rank: 2323
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. HLGEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Quality ETF (XMHQ) and JPMorgan Mid Cap Growth Fund (HLGEX). 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.


XMHQHLGEXDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.56

+0.11

Sortino ratio

Return per unit of downside risk

1.13

0.95

+0.19

Omega ratio

Gain probability vs. loss probability

1.14

1.13

+0.02

Calmar ratio

Return relative to maximum drawdown

1.18

0.87

+0.31

Martin ratio

Return relative to average drawdown

4.29

2.75

+1.53

XMHQ vs. HLGEX - Sharpe Ratio Comparison

The current XMHQ Sharpe Ratio is 0.67, which is comparable to the HLGEX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of XMHQ and HLGEX, 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


XMHQHLGEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.56

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.18

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.58

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.49

-0.05

Correlation

The correlation between XMHQ and HLGEX 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. HLGEX - Dividend Comparison

XMHQ's dividend yield for the trailing twelve months is around 0.59%, less than HLGEX's 10.01% yield.


TTM20252024202320222021202020192018201720162015
XMHQ
Invesco S&P MidCap Quality ETF
0.59%0.64%5.20%0.73%1.72%1.00%1.12%1.22%1.59%1.06%1.63%1.34%
HLGEX
JPMorgan Mid Cap Growth Fund
10.01%9.43%14.70%0.00%0.79%8.87%10.61%7.29%7.26%6.41%0.04%5.32%

Drawdowns

XMHQ vs. HLGEX - Drawdown Comparison

The maximum XMHQ drawdown since its inception was -58.19%, roughly equal to the maximum HLGEX drawdown of -57.65%. Use the drawdown chart below to compare losses from any high point for XMHQ and HLGEX.


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Drawdown Indicators


XMHQHLGEXDifference

Max Drawdown

Largest peak-to-trough decline

-58.19%

-57.65%

-0.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-14.19%

+1.65%

Max Drawdown (5Y)

Largest decline over 5 years

-25.47%

-37.16%

+11.69%

Max Drawdown (10Y)

Largest decline over 10 years

-36.90%

-37.16%

+0.26%

Current Drawdown

Current decline from peak

-4.40%

-10.81%

+6.41%

Average Drawdown

Average peak-to-trough decline

-9.35%

-11.46%

+2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

4.46%

-1.02%

Volatility

XMHQ vs. HLGEX - Volatility Comparison

The current volatility for Invesco S&P MidCap Quality ETF (XMHQ) is 5.99%, while JPMorgan Mid Cap Growth Fund (HLGEX) has a volatility of 7.64%. This indicates that XMHQ experiences smaller price fluctuations and is considered to be less risky than HLGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMHQHLGEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

7.64%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

11.42%

13.72%

-2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

20.29%

23.08%

-2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.76%

22.32%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.69%

21.90%

-1.21%