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XMVM vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XMVM vs. VTI

Last updated Jun 4, 2026

XMVM (Invesco S&P MidCap Value with Momentum ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - XMVM is a Momentum fund tracking the S&P MidCap 400 High Momentum Value Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, XMVM returned 11.74%/yr vs 15.05%/yr for VTI. Their correlation of 0.82 suggests significant overlap in exposure. XMVM charges 0.39%/yr vs 0.03%/yr for VTI.

Performance

XMVM vs. VTI - 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 Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XMVM achieves a 8.00% return, which is significantly lower than VTI's 11.20% return. Over the past 10 years, XMVM has underperformed VTI with an annualized return of 11.74%, while VTI has yielded a comparatively higher 15.05% annualized return.

XMVM

1D
-0.51%
1M
0.18%
YTD
8.00%
6M
10.89%
1Y
29.16%
3Y*
18.89%
5Y*
9.63%
10Y*
11.74%

VTI

1D
-0.72%
1M
4.99%
YTD
11.20%
6M
11.09%
1Y
28.18%
3Y*
22.07%
5Y*
12.69%
10Y*
15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMVM vs. VTI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XMVM
Invesco S&P MidCap Value with Momentum ETF		8.00%18.46%11.73%16.31%-8.21%35.15%5.68%30.38%-9.62%2.79%
VTI
Vanguard Total Stock Market ETF		11.20%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Correlation

The correlation between XMVM and VTI is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2005

0.82

Over the past year, the correlation between XMVM and VTI has dropped to 0.59 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.

XMVM vs. VTI - Sectors Allocation Comparison

Sectors
XMVM
VTI

Financial Services

41.8%
12.0%

Consumer Cyclical

14.5%
10.0%

Utilities

9.9%
2.3%

Industrials

8.6%
9.8%

Energy

8.3%
3.7%

Consumer Defensive

7.3%
4.7%

Real Estate

4.3%
2.4%

Technology

3.6%
33.5%

Communication Services

1.0%
10.3%

Basic Materials

0.8%
2.0%

Healthcare

0.7%
9.2%

Financial Services

XMVM
41.8%
VTI
12.0%

Consumer Cyclical

XMVM
14.5%
VTI
10.0%

Utilities

XMVM
9.9%
VTI
2.3%

Industrials

XMVM
8.6%
VTI
9.8%

Energy

XMVM
8.3%
VTI
3.7%

Consumer Defensive

XMVM
7.3%
VTI
4.7%

Real Estate

XMVM
4.3%
VTI
2.4%

Technology

XMVM
3.6%
VTI
33.5%

Communication Services

XMVM
1.0%
VTI
10.3%

Basic Materials

XMVM
0.8%
VTI
2.0%

Healthcare

XMVM
0.7%
VTI
9.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco S&P MidCap Value with Momentum ETF

Vanguard Total Stock Market ETF

Often compared with XMVM:
XMVM vs. AVUVXMVM vs. MDYXMVM vs. RFVXMVM vs. RWKXMVM vs. MDYVXMVM vs. SYLDXMVM vs. MDYG
Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ

Return for Risk

XMVM vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XMVM
XMVM Risk / Return Rank: 5757
Overall Rank
XMVM Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XMVM Sortino Ratio Rank: 5757
Sortino Ratio Rank
XMVM Omega Ratio Rank: 5454
Omega Ratio Rank
XMVM Calmar Ratio Rank: 6464
Calmar Ratio Rank
XMVM Martin Ratio Rank: 5656
Martin Ratio Rank
VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VTI Omega Ratio Rank: 6767
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
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. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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.

XMVMVTIDifference
Sharpe ratioReturn per unit of total volatility
1.91
2.33

-0.42

Sortino ratioReturn per unit of downside risk
2.77
3.18

-0.42

Omega ratioGain probability vs. loss probability

1.34

1.42

-0.08

Calmar ratioReturn relative to maximum drawdown

3.19

3.17

+0.02

Martin ratioReturn relative to average drawdown

9.86

14.62

-4.76

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XMVM vs. VTI - Sharpe Ratio Comparison

The current XMVM Sharpe Ratio is 1.91, which is comparable to the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of XMVM and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

XMVMVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

2.33

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.73

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.82

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.51

-0.08

Drawdowns

XMVM vs. VTI - Drawdown Comparison

The maximum XMVM drawdown since its inception was -62.83%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for XMVM and VTI.

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Drawdown Indicators

XMVMVTIDifference

Max Drawdown

Largest peak-to-trough decline

-62.83%

-55.45%

-7.38%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-8.92%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-24.12%

-19.30%

-4.82%

Max Drawdown (5Y)

Largest decline over 5 years

-24.12%

-25.36%

+1.24%

Max Drawdown (10Y)

Largest decline over 10 years

-45.07%

-35.00%

-10.07%

Current Drawdown

Current decline from peak

-1.21%

-0.72%

-0.49%

Average Drawdown

Average peak-to-trough decline

-10.27%

-8.03%

-2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

1.93%

+1.04%

Volatility

XMVM vs. VTI - Volatility Comparison

Invesco S&P MidCap Value with Momentum ETF (XMVM) has a higher volatility of 3.38% compared to Vanguard Total Stock Market ETF (VTI) at 2.96%. This indicates that XMVM's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XMVMVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

2.96%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

9.13%

+0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

15.37%

12.17%

+3.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.54%

17.40%

+4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.80%

18.30%

+4.50%

XMVM vs. VTI - Expense Ratio Comparison

XMVM has a 0.39% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

XMVM vs. VTI - Dividend Comparison

XMVM's dividend yield for the trailing twelve months is around 1.96%, more than VTI's 1.01% yield.

PositionTTM20252024202320222021202020192018201720162015
VTI
Vanguard Total Stock Market ETF		1.01%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%
XMVM
Invesco S&P MidCap Value with Momentum ETF		1.96%2.07%1.43%1.57%1.76%1.10%1.37%1.73%2.87%2.22%2.27%2.58%

Frequently Asked Questions

XMVM and VTI have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XMVM has higher volatility (3.38%) compared to VTI (2.96%). In terms of maximum drawdown, XMVM dropped -62.83% vs VTI's -55.45%.

On 10-year performance, VTI leads with 15.05% vs 11.74% for XMVM. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 2.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTI has performed better with a 15.05% return vs 11.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTI is cheaper with a 0.03% expense ratio, compared with 0.39% for XMVM.

XMVM has the higher dividend yield at 1.96%, compared with 1.01% for VTI.

XMVM is categorized as Momentum, while VTI is Large Cap Blend Equities. XMVM tracks S&P MidCap 400 High Momentum Value Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.39% for XMVM and 0.03% for VTI.

VTI currently has the higher Sharpe Ratio (2.33 vs 1.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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