XMHQ vs. OTCAX
Compare and contrast key facts about Invesco S&P MidCap Quality ETF (XMHQ) and MFS Mid Cap Growth Fund (OTCAX).
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. OTCAX is managed by MFS. It was launched on Dec 1, 1993.
Performance
XMHQ vs. OTCAX - Performance Comparison
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XMHQ vs. OTCAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
OTCAX MFS Mid Cap Growth Fund | -6.41% | 3.32% | 23.47% | 21.00% | -28.53% | 13.66% | 35.34% | 37.43% | 0.82% | 25.95% |
Returns By Period
In the year-to-date period, XMHQ achieves a 2.09% return, which is significantly higher than OTCAX's -6.41% return. Over the past 10 years, XMHQ has outperformed OTCAX with an annualized return of 12.53%, while OTCAX has yielded a comparatively lower 11.20% annualized return.
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%
OTCAX
- 1D
- 3.59%
- 1M
- -6.60%
- YTD
- -6.41%
- 6M
- -10.76%
- 1Y
- 2.30%
- 3Y*
- 10.38%
- 5Y*
- 3.37%
- 10Y*
- 11.20%
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XMHQ vs. OTCAX - Expense Ratio Comparison
XMHQ has a 0.25% expense ratio, which is lower than OTCAX's 1.00% expense ratio.
Return for Risk
XMHQ vs. OTCAX — Risk / Return Rank
XMHQ
OTCAX
XMHQ vs. OTCAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Quality ETF (XMHQ) and MFS Mid Cap Growth Fund (OTCAX). 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 | OTCAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.15 | +0.52 |
Sortino ratioReturn per unit of downside risk | 1.13 | 0.35 | +0.78 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.05 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 0.18 | +1.00 |
Martin ratioReturn relative to average drawdown | 4.29 | 0.51 | +3.78 |
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 | OTCAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.15 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.17 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.56 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.37 | +0.06 |
Correlation
The correlation between XMHQ and OTCAX 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.
Dividends
XMHQ vs. OTCAX - Dividend Comparison
XMHQ's dividend yield for the trailing twelve months is around 0.59%, less than OTCAX's 17.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
OTCAX MFS Mid Cap Growth Fund | 17.91% | 16.76% | 15.59% | 0.00% | 0.00% | 3.64% | 0.83% | 0.86% | 4.70% | 8.80% | 5.67% | 2.84% |
Drawdowns
XMHQ vs. OTCAX - Drawdown Comparison
The maximum XMHQ drawdown since its inception was -58.19%, smaller than the maximum OTCAX drawdown of -74.39%. Use the drawdown chart below to compare losses from any high point for XMHQ and OTCAX.
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Drawdown Indicators
| XMHQ | OTCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.19% | -74.39% | +16.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -16.46% | +3.92% |
Max Drawdown (5Y)Largest decline over 5 years | -25.47% | -36.85% | +11.38% |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | -36.85% | -0.05% |
Current DrawdownCurrent decline from peak | -4.40% | -13.46% | +9.06% |
Average DrawdownAverage peak-to-trough decline | -9.35% | -23.21% | +13.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 5.84% | -2.40% |
Volatility
XMHQ vs. OTCAX - Volatility Comparison
The current volatility for Invesco S&P MidCap Quality ETF (XMHQ) is 5.99%, while MFS Mid Cap Growth Fund (OTCAX) has a volatility of 7.09%. This indicates that XMHQ experiences smaller price fluctuations and is considered to be less risky than OTCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XMHQ | OTCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 7.09% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 13.06% | -1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.29% | 20.72% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.76% | 20.13% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.69% | 19.89% | +0.80% |