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XMLV vs. FXIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XMLV vs. FXIFX - 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 Freedom Index 2030 Fund Investor Class (FXIFX). The values are adjusted to include any dividend payments, if applicable.

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XMLV vs. FXIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FXIFX
Fidelity Freedom Index 2030 Fund Investor Class
-2.61%15.89%9.50%15.10%-16.55%10.84%14.34%22.07%-5.64%18.05%

Returns By Period

In the year-to-date period, XMLV achieves a 1.89% return, which is significantly higher than FXIFX's -2.61% return. Over the past 10 years, XMLV has underperformed FXIFX with an annualized return of 7.78%, while FXIFX has yielded a comparatively higher 8.19% 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%

FXIFX

1D
0.14%
1M
-6.14%
YTD
-2.61%
6M
-0.52%
1Y
11.87%
3Y*
10.36%
5Y*
5.23%
10Y*
8.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XMLV vs. FXIFX - Expense Ratio Comparison

XMLV has a 0.25% expense ratio, which is higher than FXIFX's 0.12% 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%.


Return for Risk

XMLV vs. FXIFX — Risk / Return Rank

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

XMLV
XMLV Risk / Return Rank: 2525
Overall Rank
XMLV Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XMLV Sortino Ratio Rank: 2323
Sortino Ratio Rank
XMLV Omega Ratio Rank: 2222
Omega Ratio Rank
XMLV Calmar Ratio Rank: 2525
Calmar Ratio Rank
XMLV Martin Ratio Rank: 3030
Martin Ratio Rank

FXIFX
FXIFX Risk / Return Rank: 6969
Overall Rank
FXIFX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FXIFX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FXIFX Omega Ratio Rank: 6969
Omega Ratio Rank
FXIFX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FXIFX Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XMLV vs. FXIFX - 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 Freedom Index 2030 Fund Investor Class (FXIFX). 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.


XMLVFXIFXDifference

Sharpe ratio

Return per unit of total volatility

0.37

1.20

-0.83

Sortino ratio

Return per unit of downside risk

0.62

1.72

-1.10

Omega ratio

Gain probability vs. loss probability

1.08

1.25

-0.17

Calmar ratio

Return relative to maximum drawdown

0.56

1.50

-0.94

Martin ratio

Return relative to average drawdown

2.42

6.72

-4.30

XMLV vs. FXIFX - Sharpe Ratio Comparison

The current XMLV Sharpe Ratio is 0.37, which is lower than the FXIFX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of XMLV and FXIFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XMLVFXIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

1.20

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.51

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.73

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.70

-0.10

Correlation

The correlation between XMLV and FXIFX is 0.73, 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

XMLV vs. FXIFX - Dividend Comparison

XMLV's dividend yield for the trailing twelve months is around 2.93%, less than FXIFX's 3.43% yield.


TTM20252024202320222021202020192018201720162015
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%
FXIFX
Fidelity Freedom Index 2030 Fund Investor Class
3.43%3.34%2.67%2.26%2.69%2.13%2.40%16.73%2.13%1.84%1.94%2.02%

Drawdowns

XMLV vs. FXIFX - Drawdown Comparison

The maximum XMLV drawdown since its inception was -39.86%, which is greater than FXIFX's maximum drawdown of -23.90%. Use the drawdown chart below to compare losses from any high point for XMLV and FXIFX.


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Drawdown Indicators


XMLVFXIFXDifference

Max Drawdown

Largest peak-to-trough decline

-39.86%

-23.90%

-15.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.67%

-7.46%

-3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-16.53%

-23.28%

+6.75%

Max Drawdown (10Y)

Largest decline over 10 years

-39.86%

-23.90%

-15.96%

Current Drawdown

Current decline from peak

-5.49%

-6.30%

+0.81%

Average Drawdown

Average peak-to-trough decline

-4.29%

-3.63%

-0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

1.67%

+0.80%

Volatility

XMLV vs. FXIFX - Volatility Comparison

The current volatility for Invesco S&P MidCap Low Volatility ETF (XMLV) is 3.35%, while Fidelity Freedom Index 2030 Fund Investor Class (FXIFX) has a volatility of 3.54%. This indicates that XMLV experiences smaller price fluctuations and is considered to be less risky than FXIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMLVFXIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

3.54%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

7.19%

5.85%

+1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

13.71%

10.09%

+3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

10.28%

+4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.97%

11.21%

+5.76%