XMMO vs. FSLSX
Compare and contrast key facts about Invesco S&P MidCap Momentum ETF (XMMO) and Fidelity Value Strategies Fund (FSLSX).
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. FSLSX is managed by Fidelity. It was launched on Dec 31, 1983.
Performance
XMMO vs. FSLSX - Performance Comparison
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XMMO vs. FSLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XMMO Invesco S&P MidCap Momentum ETF | 6.86% | 13.04% | 38.03% | 20.39% | -16.02% | 16.69% | 29.17% | 36.78% | 6.12% | 37.18% |
FSLSX Fidelity Value Strategies Fund | 6.38% | 0.24% | 9.25% | 20.54% | -7.37% | 33.32% | 8.24% | 34.54% | -16.90% | 17.49% |
Returns By Period
In the year-to-date period, XMMO achieves a 6.86% return, which is significantly higher than FSLSX's 6.38% return. Over the past 10 years, XMMO has outperformed FSLSX with an annualized return of 18.41%, while FSLSX has yielded a comparatively lower 10.46% annualized 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%
FSLSX
- 1D
- 2.84%
- 1M
- -6.39%
- YTD
- 6.38%
- 6M
- 1.82%
- 1Y
- 14.98%
- 3Y*
- 11.52%
- 5Y*
- 7.97%
- 10Y*
- 10.46%
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XMMO vs. FSLSX - Expense Ratio Comparison
XMMO has a 0.33% expense ratio, which is lower than FSLSX's 0.86% expense ratio.
Return for Risk
XMMO vs. FSLSX — Risk / Return Rank
XMMO
FSLSX
XMMO vs. FSLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Momentum ETF (XMMO) and Fidelity Value Strategies Fund (FSLSX). 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 | FSLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 0.66 | +0.68 |
Sortino ratioReturn per unit of downside risk | 1.91 | 1.05 | +0.86 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.15 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.41 | 0.91 | +1.50 |
Martin ratioReturn relative to average drawdown | 11.42 | 3.45 | +7.98 |
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 | FSLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 0.66 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.39 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.48 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.52 | +0.02 |
Correlation
The correlation between XMMO and FSLSX is 0.84, 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. FSLSX - Dividend Comparison
XMMO's dividend yield for the trailing twelve months is around 0.70%, while FSLSX has not paid dividends to shareholders.
| 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% |
FSLSX Fidelity Value Strategies Fund | 0.00% | 0.00% | 10.41% | 2.49% | 2.13% | 7.29% | 0.84% | 4.84% | 14.59% | 6.57% | 19.71% | 1.26% |
Drawdowns
XMMO vs. FSLSX - Drawdown Comparison
The maximum XMMO drawdown since its inception was -55.37%, smaller than the maximum FSLSX drawdown of -69.87%. Use the drawdown chart below to compare losses from any high point for XMMO and FSLSX.
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Drawdown Indicators
| XMMO | FSLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.37% | -69.87% | +14.50% |
Max Drawdown (1Y)Largest decline over 1 year | -12.81% | -15.25% | +2.44% |
Max Drawdown (5Y)Largest decline over 5 years | -27.91% | -26.81% | -1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -36.74% | -47.98% | +11.24% |
Current DrawdownCurrent decline from peak | -2.62% | -7.23% | +4.61% |
Average DrawdownAverage peak-to-trough decline | -9.52% | -8.30% | -1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 4.03% | -1.33% |
Volatility
XMMO vs. FSLSX - Volatility Comparison
Invesco S&P MidCap Momentum ETF (XMMO) has a higher volatility of 9.04% compared to Fidelity Value Strategies Fund (FSLSX) at 6.17%. This indicates that XMMO's price experiences larger fluctuations and is considered to be riskier than FSLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XMMO | FSLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.04% | 6.17% | +2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 14.39% | 15.20% | -0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.03% | 23.98% | -1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.27% | 20.47% | +0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.11% | 21.89% | +0.22% |