XSMO vs. FCPVX
Compare and contrast key facts about Invesco S&P SmallCap Momentum ETF (XSMO) and Fidelity Small Cap Value Fund (FCPVX).
XSMO is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Index. It was launched on Mar 3, 2005. FCPVX is managed by Fidelity. It was launched on Nov 3, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSMO or FCPVX.
Performance
XSMO vs. FCPVX - Performance Comparison
Returns By Period
In the year-to-date period, XSMO achieves a 24.57% return, which is significantly higher than FCPVX's 7.27% return. Over the past 10 years, XSMO has outperformed FCPVX with an annualized return of 12.02%, while FCPVX has yielded a comparatively lower 3.56% annualized return.
XSMO
24.57%
3.17%
15.68%
41.52%
14.16%
12.02%
FCPVX
7.27%
0.00%
2.75%
19.12%
7.82%
3.56%
Key characteristics
| XSMO | FCPVX | |
|---|---|---|
| Sharpe Ratio | 1.84 | 0.96 |
| Sortino Ratio | 2.67 | 1.51 |
| Omega Ratio | 1.32 | 1.18 |
| Calmar Ratio | 2.40 | 0.87 |
| Martin Ratio | 12.20 | 4.27 |
| Ulcer Index | 3.21% | 4.37% |
| Daily Std Dev | 21.29% | 19.36% |
| Max Drawdown | -58.07% | -58.43% |
| Current Drawdown | -4.20% | -5.49% |
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XSMO vs. FCPVX - Expense Ratio Comparison
XSMO has a 0.39% expense ratio, which is lower than FCPVX's 0.99% expense ratio.
Correlation
The correlation between XSMO and FCPVX 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.
Risk-Adjusted Performance
XSMO vs. FCPVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Momentum ETF (XSMO) and Fidelity Small Cap Value Fund (FCPVX). 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
XSMO vs. FCPVX - Dividend Comparison
XSMO's dividend yield for the trailing twelve months is around 0.48%, less than FCPVX's 0.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSMO Invesco S&P SmallCap Momentum ETF | 0.48% | 0.96% | 1.19% | 0.30% | 0.82% | 0.69% | 0.65% | 0.28% | 0.30% | 0.35% | 1.31% | 0.91% |
FCPVX Fidelity Small Cap Value Fund | 0.68% | 0.64% | 0.00% | 2.04% | 0.46% | 0.81% | 1.10% | 1.09% | 0.77% | 12.28% | 12.65% | 10.22% |
Drawdowns
XSMO vs. FCPVX - Drawdown Comparison
The maximum XSMO drawdown since its inception was -58.07%, roughly equal to the maximum FCPVX drawdown of -58.43%. Use the drawdown chart below to compare losses from any high point for XSMO and FCPVX. For additional features, visit the drawdowns tool.
Volatility
XSMO vs. FCPVX - Volatility Comparison
Invesco S&P SmallCap Momentum ETF (XSMO) has a higher volatility of 8.77% compared to Fidelity Small Cap Value Fund (FCPVX) at 7.72%. This indicates that XSMO's price experiences larger fluctuations and is considered to be riskier than FCPVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.