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XMMO vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XMMO and VOOG is 0.82, 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.


Performance

XMMO vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap Momentum ETF (XMMO) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XMMO:

0.19

VOOG:

0.62

Sortino Ratio

XMMO:

0.50

VOOG:

1.01

Omega Ratio

XMMO:

1.06

VOOG:

1.14

Calmar Ratio

XMMO:

0.23

VOOG:

0.70

Martin Ratio

XMMO:

0.68

VOOG:

2.34

Ulcer Index

XMMO:

8.40%

VOOG:

6.61%

Daily Std Dev

XMMO:

24.48%

VOOG:

24.78%

Max Drawdown

XMMO:

-55.37%

VOOG:

-32.73%

Current Drawdown

XMMO:

-11.54%

VOOG:

-8.94%

Returns By Period

In the year-to-date period, XMMO achieves a -2.51% return, which is significantly higher than VOOG's -4.23% return. Both investments have delivered pretty close results over the past 10 years, with XMMO having a 14.73% annualized return and VOOG not far behind at 14.12%.


XMMO

YTD

-2.51%

1M

10.33%

6M

-7.63%

1Y

4.49%

5Y*

18.14%

10Y*

14.73%

VOOG

YTD

-4.23%

1M

7.35%

6M

-3.79%

1Y

15.23%

5Y*

16.50%

10Y*

14.12%

*Annualized

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XMMO vs. VOOG - Expense Ratio Comparison

XMMO has a 0.33% expense ratio, which is higher than VOOG's 0.10% expense ratio.


Risk-Adjusted Performance

XMMO vs. VOOG — Risk-Adjusted Performance Rank

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

XMMO
The Risk-Adjusted Performance Rank of XMMO is 4141
Overall Rank
The Sharpe Ratio Rank of XMMO is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of XMMO is 4545
Sortino Ratio Rank
The Omega Ratio Rank of XMMO is 4141
Omega Ratio Rank
The Calmar Ratio Rank of XMMO is 4646
Calmar Ratio Rank
The Martin Ratio Rank of XMMO is 3838
Martin Ratio Rank

VOOG
The Risk-Adjusted Performance Rank of VOOG is 7272
Overall Rank
The Sharpe Ratio Rank of VOOG is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XMMO vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Momentum ETF (XMMO) and Vanguard S&P 500 Growth ETF (VOOG). 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.


The current XMMO Sharpe Ratio is 0.19, which is lower than the VOOG Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of XMMO and VOOG, 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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Dividends

XMMO vs. VOOG - Dividend Comparison

XMMO's dividend yield for the trailing twelve months is around 0.51%, less than VOOG's 0.58% yield.


TTM20242023202220212020201920182017201620152014
XMMO
Invesco S&P MidCap Momentum ETF
0.51%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%1.24%
VOOG
Vanguard S&P 500 Growth ETF
0.58%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%

Drawdowns

XMMO vs. VOOG - Drawdown Comparison

The maximum XMMO drawdown since its inception was -55.37%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for XMMO and VOOG. For additional features, visit the drawdowns tool.


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Volatility

XMMO vs. VOOG - Volatility Comparison

The current volatility for Invesco S&P MidCap Momentum ETF (XMMO) is 7.58%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 8.26%. This indicates that XMMO experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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