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XMVM vs. HRTVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XMVM vs. HRTVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap Value with Momentum ETF (XMVM) and Heartland Value Fund (HRTVX). The values are adjusted to include any dividend payments, if applicable.

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XMVM vs. HRTVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMVM
Invesco S&P MidCap Value with Momentum ETF
2.15%18.46%11.73%16.31%-8.21%35.15%5.68%30.38%-9.62%2.79%
HRTVX
Heartland Value Fund
4.83%15.94%15.76%17.15%-10.04%21.86%13.12%17.93%-12.10%8.45%

Returns By Period

In the year-to-date period, XMVM achieves a 2.15% return, which is significantly lower than HRTVX's 4.83% return. Over the past 10 years, XMVM has outperformed HRTVX with an annualized return of 11.62%, while HRTVX has yielded a comparatively lower 10.76% annualized return.


XMVM

1D
1.48%
1M
-2.46%
YTD
2.15%
6M
6.81%
1Y
26.23%
3Y*
16.45%
5Y*
9.64%
10Y*
11.62%

HRTVX

1D
-0.76%
1M
-7.56%
YTD
4.83%
6M
7.51%
1Y
28.78%
3Y*
17.06%
5Y*
9.91%
10Y*
10.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XMVM vs. HRTVX - Expense Ratio Comparison

XMVM has a 0.39% expense ratio, which is lower than HRTVX's 1.04% expense ratio.


Return for Risk

XMVM vs. HRTVX — Risk / Return Rank

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

XMVM
XMVM Risk / Return Rank: 7474
Overall Rank
XMVM Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XMVM Sortino Ratio Rank: 7575
Sortino Ratio Rank
XMVM Omega Ratio Rank: 7272
Omega Ratio Rank
XMVM Calmar Ratio Rank: 7676
Calmar Ratio Rank
XMVM Martin Ratio Rank: 7373
Martin Ratio Rank

HRTVX
HRTVX Risk / Return Rank: 7878
Overall Rank
HRTVX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
HRTVX Sortino Ratio Rank: 8181
Sortino Ratio Rank
HRTVX Omega Ratio Rank: 7373
Omega Ratio Rank
HRTVX Calmar Ratio Rank: 8181
Calmar Ratio Rank
HRTVX Martin Ratio Rank: 7777
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.

XMVM vs. HRTVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Value with Momentum ETF (XMVM) and Heartland Value Fund (HRTVX). 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.


XMVMHRTVXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.41

-0.16

Sortino ratio

Return per unit of downside risk

1.85

2.04

-0.19

Omega ratio

Gain probability vs. loss probability

1.26

1.27

-0.02

Calmar ratio

Return relative to maximum drawdown

1.96

1.95

0.00

Martin ratio

Return relative to average drawdown

7.24

7.49

-0.25

XMVM vs. HRTVX - Sharpe Ratio Comparison

The current XMVM Sharpe Ratio is 1.26, which is comparable to the HRTVX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of XMVM and HRTVX, 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


XMVMHRTVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.41

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.51

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.51

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.57

-0.16

Correlation

The correlation between XMVM and HRTVX is 0.83, 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

XMVM vs. HRTVX - Dividend Comparison

XMVM's dividend yield for the trailing twelve months is around 2.07%, less than HRTVX's 8.86% yield.


TTM20252024202320222021202020192018201720162015
XMVM
Invesco S&P MidCap Value with Momentum ETF
2.07%2.07%1.43%1.57%1.76%1.10%1.37%1.73%2.87%2.22%2.27%2.58%
HRTVX
Heartland Value Fund
8.86%9.29%8.91%5.65%3.01%13.50%0.76%3.12%7.26%6.43%3.56%8.25%

Drawdowns

XMVM vs. HRTVX - Drawdown Comparison

The maximum XMVM drawdown since its inception was -62.83%, roughly equal to the maximum HRTVX drawdown of -61.68%. Use the drawdown chart below to compare losses from any high point for XMVM and HRTVX.


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Drawdown Indicators


XMVMHRTVXDifference

Max Drawdown

Largest peak-to-trough decline

-62.83%

-61.68%

-1.15%

Max Drawdown (1Y)

Largest decline over 1 year

-13.61%

-13.48%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-24.12%

-23.17%

-0.95%

Max Drawdown (10Y)

Largest decline over 10 years

-45.07%

-46.31%

+1.24%

Current Drawdown

Current decline from peak

-6.32%

-8.12%

+1.80%

Average Drawdown

Average peak-to-trough decline

-10.34%

-9.07%

-1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

3.52%

+0.16%

Volatility

XMVM vs. HRTVX - Volatility Comparison

The current volatility for Invesco S&P MidCap Value with Momentum ETF (XMVM) is 4.49%, while Heartland Value Fund (HRTVX) has a volatility of 5.53%. This indicates that XMVM experiences smaller price fluctuations and is considered to be less risky than HRTVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMVMHRTVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

5.53%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

11.40%

12.42%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

20.97%

20.52%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.79%

19.51%

+2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.81%

21.01%

+1.80%