PortfoliosLab logo
XMLV vs. FTBFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XMLV and FTBFX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

XMLV vs. FTBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap Low Volatility ETF (XMLV) and Fidelity Total Bond Fund (FTBFX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

XMLV:

0.96

FTBFX:

1.20

Sortino Ratio

XMLV:

1.42

FTBFX:

1.59

Omega Ratio

XMLV:

1.18

FTBFX:

1.19

Calmar Ratio

XMLV:

1.07

FTBFX:

0.70

Martin Ratio

XMLV:

3.42

FTBFX:

3.07

Ulcer Index

XMLV:

4.31%

FTBFX:

1.83%

Daily Std Dev

XMLV:

15.55%

FTBFX:

5.27%

Max Drawdown

XMLV:

-39.86%

FTBFX:

-17.61%

Current Drawdown

XMLV:

-3.94%

FTBFX:

-3.06%

Returns By Period

In the year-to-date period, XMLV achieves a 2.68% return, which is significantly higher than FTBFX's 2.19% return. Over the past 10 years, XMLV has outperformed FTBFX with an annualized return of 8.41%, while FTBFX has yielded a comparatively lower 2.42% annualized return.


XMLV

YTD

2.68%

1M

3.03%

6M

-3.93%

1Y

12.78%

3Y*

6.82%

5Y*

9.90%

10Y*

8.41%

FTBFX

YTD

2.19%

1M

-0.53%

6M

0.82%

1Y

5.63%

3Y*

2.46%

5Y*

0.57%

10Y*

2.42%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Fidelity Total Bond Fund

XMLV vs. FTBFX - Expense Ratio Comparison

XMLV has a 0.25% expense ratio, which is lower than FTBFX's 0.45% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

XMLV vs. FTBFX — Risk-Adjusted Performance Rank

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

XMLV
The Risk-Adjusted Performance Rank of XMLV is 7676
Overall Rank
The Sharpe Ratio Rank of XMLV is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of XMLV is 7777
Sortino Ratio Rank
The Omega Ratio Rank of XMLV is 7373
Omega Ratio Rank
The Calmar Ratio Rank of XMLV is 8181
Calmar Ratio Rank
The Martin Ratio Rank of XMLV is 7474
Martin Ratio Rank

FTBFX
The Risk-Adjusted Performance Rank of FTBFX is 7373
Overall Rank
The Sharpe Ratio Rank of FTBFX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FTBFX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of FTBFX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FTBFX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of FTBFX is 6666
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.

XMLV vs. FTBFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Low Volatility ETF (XMLV) and Fidelity Total Bond Fund (FTBFX). 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 current XMLV Sharpe Ratio is 0.96, which is comparable to the FTBFX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of XMLV and FTBFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

XMLV vs. FTBFX - Dividend Comparison

XMLV's dividend yield for the trailing twelve months is around 2.49%, less than FTBFX's 4.12% yield.


TTM20242023202220212020201920182017201620152014
XMLV
Invesco S&P MidCap Low Volatility ETF
2.49%2.23%2.34%2.05%1.14%1.93%2.02%2.12%1.74%1.72%1.85%2.00%
FTBFX
Fidelity Total Bond Fund
4.12%4.51%4.15%3.34%2.23%5.23%3.04%3.19%2.98%3.21%3.71%3.14%

Drawdowns

XMLV vs. FTBFX - Drawdown Comparison

The maximum XMLV drawdown since its inception was -39.86%, which is greater than FTBFX's maximum drawdown of -17.61%. Use the drawdown chart below to compare losses from any high point for XMLV and FTBFX.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

XMLV vs. FTBFX - Volatility Comparison

Invesco S&P MidCap Low Volatility ETF (XMLV) has a higher volatility of 3.91% compared to Fidelity Total Bond Fund (FTBFX) at 1.48%. This indicates that XMLV's price experiences larger fluctuations and is considered to be riskier than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...