XMVM vs. AVUV
Compare and contrast key facts about Invesco S&P MidCap Value with Momentum ETF (XMVM) and Avantis U.S. Small Cap Value ETF (AVUV).
XMVM and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMVM is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 High Momentum Value Index. It was launched on Mar 3, 2005. AVUV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XMVM or AVUV.
Performance
XMVM vs. AVUV - Performance Comparison
Returns By Period
In the year-to-date period, XMVM achieves a 20.34% return, which is significantly higher than AVUV's 15.85% return.
XMVM
20.34%
7.00%
15.00%
31.70%
13.97%
10.29%
AVUV
15.85%
7.10%
13.70%
31.15%
16.63%
N/A
Key characteristics
| XMVM | AVUV | |
|---|---|---|
| Sharpe Ratio | 1.76 | 1.50 |
| Sortino Ratio | 2.55 | 2.24 |
| Omega Ratio | 1.31 | 1.28 |
| Calmar Ratio | 3.55 | 2.88 |
| Martin Ratio | 9.57 | 7.56 |
| Ulcer Index | 3.42% | 4.19% |
| Daily Std Dev | 18.60% | 21.12% |
| Max Drawdown | -62.83% | -49.42% |
| Current Drawdown | -1.15% | -1.99% |
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XMVM vs. AVUV - Expense Ratio Comparison
XMVM has a 0.39% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Correlation
The correlation between XMVM and AVUV is 0.96, 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.
Risk-Adjusted Performance
XMVM vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Value with Momentum ETF (XMVM) and Avantis U.S. Small Cap Value ETF (AVUV). 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
XMVM vs. AVUV - Dividend Comparison
XMVM's dividend yield for the trailing twelve months is around 1.26%, less than AVUV's 1.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XMVM Invesco S&P MidCap Value with Momentum ETF | 1.26% | 1.57% | 1.76% | 1.10% | 1.37% | 1.73% | 2.87% | 2.22% | 2.27% | 2.58% | 1.52% | 1.39% |
AVUV Avantis U.S. Small Cap Value ETF | 1.52% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XMVM vs. AVUV - Drawdown Comparison
The maximum XMVM drawdown since its inception was -62.83%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for XMVM and AVUV. For additional features, visit the drawdowns tool.
Volatility
XMVM vs. AVUV - Volatility Comparison
Invesco S&P MidCap Value with Momentum ETF (XMVM) and Avantis U.S. Small Cap Value ETF (AVUV) have volatilities of 8.07% and 8.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.