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XMHQ vs. IMCG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XMHQ and IMCG is 0.77, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

XMHQ vs. IMCG - Performance Comparison

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

350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
370.56%
449.46%
XMHQ
IMCG

Key characteristics

Sharpe Ratio

XMHQ:

-0.36

IMCG:

0.34

Sortino Ratio

XMHQ:

-0.38

IMCG:

0.62

Omega Ratio

XMHQ:

0.96

IMCG:

1.08

Calmar Ratio

XMHQ:

-0.33

IMCG:

0.32

Martin Ratio

XMHQ:

-0.96

IMCG:

1.19

Ulcer Index

XMHQ:

8.45%

IMCG:

5.97%

Daily Std Dev

XMHQ:

22.72%

IMCG:

20.79%

Max Drawdown

XMHQ:

-58.19%

IMCG:

-58.96%

Current Drawdown

XMHQ:

-15.87%

IMCG:

-12.24%

Returns By Period

In the year-to-date period, XMHQ achieves a -6.76% return, which is significantly lower than IMCG's -5.56% return. Both investments have delivered pretty close results over the past 10 years, with XMHQ having a 10.30% annualized return and IMCG not far ahead at 10.46%.


XMHQ

YTD

-6.76%

1M

-2.15%

6M

-7.92%

1Y

-7.51%

5Y*

17.59%

10Y*

10.30%

IMCG

YTD

-5.56%

1M

-2.82%

6M

-2.79%

1Y

7.04%

5Y*

12.33%

10Y*

10.46%

*Annualized

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XMHQ vs. IMCG - Expense Ratio Comparison

XMHQ has a 0.25% expense ratio, which is higher than IMCG's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for XMHQ: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XMHQ: 0.25%
Expense ratio chart for IMCG: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IMCG: 0.06%

Risk-Adjusted Performance

XMHQ vs. IMCG — Risk-Adjusted Performance Rank

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

XMHQ
The Risk-Adjusted Performance Rank of XMHQ is 66
Overall Rank
The Sharpe Ratio Rank of XMHQ is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of XMHQ is 77
Sortino Ratio Rank
The Omega Ratio Rank of XMHQ is 77
Omega Ratio Rank
The Calmar Ratio Rank of XMHQ is 55
Calmar Ratio Rank
The Martin Ratio Rank of XMHQ is 66
Martin Ratio Rank

IMCG
The Risk-Adjusted Performance Rank of IMCG is 4545
Overall Rank
The Sharpe Ratio Rank of IMCG is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of IMCG is 4545
Sortino Ratio Rank
The Omega Ratio Rank of IMCG is 4545
Omega Ratio Rank
The Calmar Ratio Rank of IMCG is 4747
Calmar Ratio Rank
The Martin Ratio Rank of IMCG is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XMHQ vs. IMCG - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for XMHQ, currently valued at -0.36, compared to the broader market-1.000.001.002.003.004.00
XMHQ: -0.36
IMCG: 0.34
The chart of Sortino ratio for XMHQ, currently valued at -0.38, compared to the broader market-2.000.002.004.006.008.00
XMHQ: -0.38
IMCG: 0.62
The chart of Omega ratio for XMHQ, currently valued at 0.96, compared to the broader market0.501.001.502.002.50
XMHQ: 0.96
IMCG: 1.08
The chart of Calmar ratio for XMHQ, currently valued at -0.33, compared to the broader market0.002.004.006.008.0010.0012.00
XMHQ: -0.33
IMCG: 0.32
The chart of Martin ratio for XMHQ, currently valued at -0.96, compared to the broader market0.0020.0040.0060.00
XMHQ: -0.96
IMCG: 1.19

The current XMHQ Sharpe Ratio is -0.36, which is lower than the IMCG Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of XMHQ and IMCG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.36
0.34
XMHQ
IMCG

Dividends

XMHQ vs. IMCG - Dividend Comparison

XMHQ's dividend yield for the trailing twelve months is around 5.57%, more than IMCG's 0.81% yield.


TTM20242023202220212020201920182017201620152014
XMHQ
Invesco S&P MidCap Quality ETF
5.57%5.20%0.73%1.72%1.00%1.12%1.22%1.59%1.06%1.64%1.34%1.25%
IMCG
iShares Morningstar Mid-Cap Growth ETF
0.81%0.78%0.85%0.91%0.41%0.09%0.30%0.35%0.45%0.52%0.38%0.60%

Drawdowns

XMHQ vs. IMCG - Drawdown Comparison

The maximum XMHQ drawdown since its inception was -58.19%, roughly equal to the maximum IMCG drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for XMHQ and IMCG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.87%
-12.24%
XMHQ
IMCG

Volatility

XMHQ vs. IMCG - Volatility Comparison

Invesco S&P MidCap Quality ETF (XMHQ) and iShares Morningstar Mid-Cap Growth ETF (IMCG) have volatilities of 13.64% and 14.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.64%
14.32%
XMHQ
IMCG