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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XMLV or FTBFX.
Key characteristics
| XMLV | FTBFX | |
|---|---|---|
| YTD Return | 22.29% | 4.00% |
| 1Y Return | 33.61% | 10.64% |
| 3Y Return (Ann) | 6.62% | -1.29% |
| 5Y Return (Ann) | 6.14% | 0.81% |
| 10Y Return (Ann) | 9.25% | 2.09% |
| Sharpe Ratio | 2.64 | 1.65 |
| Sortino Ratio | 3.86 | 2.46 |
| Omega Ratio | 1.48 | 1.30 |
| Calmar Ratio | 2.50 | 0.69 |
| Martin Ratio | 19.01 | 6.66 |
| Ulcer Index | 1.71% | 1.38% |
| Daily Std Dev | 12.30% | 5.71% |
| Max Drawdown | -39.86% | -18.19% |
| Current Drawdown | 0.00% | -4.77% |
Correlation
The correlation between XMLV and FTBFX is 0.04, 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.
Performance
XMLV vs. FTBFX - Performance Comparison
In the year-to-date period, XMLV achieves a 22.29% return, which is significantly higher than FTBFX's 4.00% return. Over the past 10 years, XMLV has outperformed FTBFX with an annualized return of 9.25%, while FTBFX has yielded a comparatively lower 2.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
XMLV vs. FTBFX - Dividend Comparison
XMLV's dividend yield for the trailing twelve months is around 1.87%, less than FTBFX's 4.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XMLV Invesco S&P MidCap Low Volatility ETF | 1.87% | 2.34% | 2.05% | 1.14% | 1.93% | 2.02% | 2.12% | 1.74% | 1.72% | 1.85% | 2.00% | 1.62% |
FTBFX Fidelity Total Bond Fund | 4.58% | 4.15% | 3.34% | 2.19% | 2.53% | 2.95% | 3.19% | 2.74% | 2.95% | 3.71% | 2.99% | 3.91% |
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 -18.19%. Use the drawdown chart below to compare losses from any high point for XMLV and FTBFX. For additional features, visit the drawdowns tool.
Volatility
XMLV vs. FTBFX - Volatility Comparison
Invesco S&P MidCap Low Volatility ETF (XMLV) has a higher volatility of 4.24% compared to Fidelity Total Bond Fund (FTBFX) at 1.55%. 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.