XMLV vs. FTBFX
Compare and contrast key facts about Invesco S&P MidCap Low Volatility ETF (XMLV) and Fidelity Total Bond Fund (FTBFX).
XMLV is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Low Volatility Index. It was launched on Feb 15, 2013. FTBFX is managed by Fidelity. It was launched on Oct 15, 2002.
Performance
XMLV vs. FTBFX - Performance Comparison
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XMLV vs. FTBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XMLV Invesco S&P MidCap Low Volatility ETF | 1.89% | 5.55% | 17.08% | 1.86% | -6.55% | 23.00% | -8.42% | 23.77% | -0.16% | 13.72% |
FTBFX Fidelity Total Bond Fund | -0.29% | 7.50% | 2.50% | 7.25% | -13.58% | -0.44% | 9.34% | 9.89% | -0.66% | 4.19% |
Returns By Period
In the year-to-date period, XMLV achieves a 1.89% return, which is significantly higher than FTBFX's -0.29% return. Over the past 10 years, XMLV has outperformed FTBFX with an annualized return of 7.78%, while FTBFX has yielded a comparatively lower 2.60% annualized return.
XMLV
- 1D
- 0.80%
- 1M
- -4.73%
- YTD
- 1.89%
- 6M
- 0.66%
- 1Y
- 5.09%
- 3Y*
- 9.15%
- 5Y*
- 5.91%
- 10Y*
- 7.78%
FTBFX
- 1D
- 0.21%
- 1M
- -1.74%
- YTD
- -0.29%
- 6M
- 0.46%
- 1Y
- 4.07%
- 3Y*
- 4.50%
- 5Y*
- 0.82%
- 10Y*
- 2.60%
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XMLV vs. FTBFX - Expense Ratio Comparison
XMLV has a 0.25% expense ratio, which is lower than FTBFX's 0.45% expense ratio.
Return for Risk
XMLV vs. FTBFX — Risk / Return Rank
XMLV
FTBFX
XMLV vs. FTBFX - Risk-Adjusted Trends 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.
| XMLV | FTBFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.37 | 1.01 | -0.64 |
Sortino ratioReturn per unit of downside risk | 0.62 | 1.44 | -0.83 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.18 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.56 | 1.74 | -1.18 |
Martin ratioReturn relative to average drawdown | 2.42 | 5.30 | -2.88 |
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
| XMLV | FTBFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 1.01 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.15 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.56 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.93 | -0.33 |
Correlation
The correlation between XMLV and FTBFX is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
XMLV vs. FTBFX - Dividend Comparison
XMLV's dividend yield for the trailing twelve months is around 2.93%, less than FTBFX's 4.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XMLV Invesco S&P MidCap Low Volatility ETF | 2.93% | 2.87% | 2.23% | 2.34% | 2.05% | 1.14% | 1.93% | 2.02% | 2.13% | 1.74% | 1.72% | 1.85% |
FTBFX Fidelity Total Bond Fund | 4.01% | 4.36% | 4.51% | 4.15% | 2.54% | 1.89% | 5.22% | 3.03% | 3.19% | 2.97% | 3.61% | 3.30% |
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 -18.25%. Use the drawdown chart below to compare losses from any high point for XMLV and FTBFX.
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Drawdown Indicators
| XMLV | FTBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.86% | -18.25% | -21.61% |
Max Drawdown (1Y)Largest decline over 1 year | -10.67% | -2.81% | -7.86% |
Max Drawdown (5Y)Largest decline over 5 years | -16.53% | -18.25% | +1.72% |
Max Drawdown (10Y)Largest decline over 10 years | -39.86% | -18.25% | -21.61% |
Current DrawdownCurrent decline from peak | -5.49% | -2.15% | -3.34% |
Average DrawdownAverage peak-to-trough decline | -4.29% | -2.31% | -1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 0.92% | +1.55% |
Volatility
XMLV vs. FTBFX - Volatility Comparison
Invesco S&P MidCap Low Volatility ETF (XMLV) has a higher volatility of 3.35% 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.
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Volatility by Period
| XMLV | FTBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 1.48% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 7.19% | 2.46% | +4.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.71% | 4.29% | +9.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 5.62% | +8.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 4.70% | +12.27% |