XMMO vs. AMID
Compare and contrast key facts about Invesco S&P MidCap Momentum ETF (XMMO) and Argent Mid Cap ETF (AMID).
XMMO and AMID are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMMO is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Mar 3, 2005. AMID is an actively managed fund by Argent. It was launched on Aug 17, 2022.
Performance
XMMO vs. AMID - Performance Comparison
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XMMO vs. AMID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XMMO Invesco S&P MidCap Momentum ETF | 6.86% | 13.04% | 38.03% | 20.39% | -8.05% |
AMID Argent Mid Cap ETF | -3.31% | -1.39% | 13.06% | 31.26% | -6.22% |
Returns By Period
In the year-to-date period, XMMO achieves a 6.86% return, which is significantly higher than AMID's -3.31% return.
XMMO
- 1D
- 1.85%
- 1M
- -2.62%
- YTD
- 6.86%
- 6M
- 9.51%
- 1Y
- 29.37%
- 3Y*
- 25.85%
- 5Y*
- 12.62%
- 10Y*
- 18.41%
AMID
- 1D
- 0.86%
- 1M
- -6.06%
- YTD
- -3.31%
- 6M
- -4.09%
- 1Y
- 2.50%
- 3Y*
- 10.10%
- 5Y*
- —
- 10Y*
- —
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XMMO vs. AMID - Expense Ratio Comparison
XMMO has a 0.33% expense ratio, which is lower than AMID's 0.52% expense ratio.
Return for Risk
XMMO vs. AMID — Risk / Return Rank
XMMO
AMID
XMMO vs. AMID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Momentum ETF (XMMO) and Argent Mid Cap ETF (AMID). 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.
| XMMO | AMID | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 0.13 | +1.21 |
Sortino ratioReturn per unit of downside risk | 1.91 | 0.33 | +1.58 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.04 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 2.41 | 0.27 | +2.14 |
Martin ratioReturn relative to average drawdown | 11.42 | 0.88 | +10.54 |
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
| XMMO | AMID | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 0.13 | +1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.43 | +0.12 |
Correlation
The correlation between XMMO and AMID is 0.87, 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
XMMO vs. AMID - Dividend Comparison
XMMO's dividend yield for the trailing twelve months is around 0.70%, more than AMID's 0.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XMMO Invesco S&P MidCap Momentum ETF | 0.70% | 0.78% | 0.34% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% |
AMID Argent Mid Cap ETF | 0.37% | 0.36% | 0.33% | 0.43% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XMMO vs. AMID - Drawdown Comparison
The maximum XMMO drawdown since its inception was -55.37%, which is greater than AMID's maximum drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for XMMO and AMID.
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Drawdown Indicators
| XMMO | AMID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.37% | -23.32% | -32.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.81% | -12.31% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -27.91% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.74% | — | — |
Current DrawdownCurrent decline from peak | -2.62% | -13.18% | +10.56% |
Average DrawdownAverage peak-to-trough decline | -9.52% | -6.16% | -3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 3.76% | -1.06% |
Volatility
XMMO vs. AMID - Volatility Comparison
Invesco S&P MidCap Momentum ETF (XMMO) has a higher volatility of 9.04% compared to Argent Mid Cap ETF (AMID) at 6.27%. This indicates that XMMO's price experiences larger fluctuations and is considered to be riskier than AMID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XMMO | AMID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.04% | 6.27% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 14.39% | 11.85% | +2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.03% | 19.91% | +2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.27% | 19.18% | +2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.11% | 19.18% | +2.93% |