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XSMO vs. PVIVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSMO vs. PVIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Momentum ETF (XSMO) and Paradigm Micro-cap Fund (PVIVX). The values are adjusted to include any dividend payments, if applicable.

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XSMO vs. PVIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XSMO
Invesco S&P SmallCap Momentum ETF
7.05%9.80%17.45%21.55%-15.44%19.24%21.96%28.65%-3.44%23.95%
PVIVX
Paradigm Micro-cap Fund
2.21%-4.81%13.48%17.89%-20.62%27.94%46.96%22.38%-10.88%15.82%

Returns By Period

In the year-to-date period, XSMO achieves a 7.05% return, which is significantly higher than PVIVX's 2.21% return. Over the past 10 years, XSMO has outperformed PVIVX with an annualized return of 13.73%, while PVIVX has yielded a comparatively lower 11.72% annualized return.


XSMO

1D
1.24%
1M
-4.33%
YTD
7.05%
6M
4.97%
1Y
23.58%
3Y*
19.37%
5Y*
8.69%
10Y*
13.73%

PVIVX

1D
3.34%
1M
-8.52%
YTD
2.21%
6M
-3.80%
1Y
13.77%
3Y*
6.80%
5Y*
1.63%
10Y*
11.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSMO vs. PVIVX - Expense Ratio Comparison

XSMO has a 0.39% expense ratio, which is lower than PVIVX's 1.25% expense ratio.


Return for Risk

XSMO vs. PVIVX — Risk / Return Rank

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

XSMO
XSMO Risk / Return Rank: 6262
Overall Rank
XSMO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XSMO Sortino Ratio Rank: 6060
Sortino Ratio Rank
XSMO Omega Ratio Rank: 5555
Omega Ratio Rank
XSMO Calmar Ratio Rank: 6666
Calmar Ratio Rank
XSMO Martin Ratio Rank: 6868
Martin Ratio Rank

PVIVX
PVIVX Risk / Return Rank: 2020
Overall Rank
PVIVX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PVIVX Sortino Ratio Rank: 1919
Sortino Ratio Rank
PVIVX Omega Ratio Rank: 1616
Omega Ratio Rank
PVIVX Calmar Ratio Rank: 2929
Calmar Ratio Rank
PVIVX Martin Ratio Rank: 2121
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.

XSMO vs. PVIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Momentum ETF (XSMO) and Paradigm Micro-cap Fund (PVIVX). 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.


XSMOPVIVXDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.48

+0.59

Sortino ratio

Return per unit of downside risk

1.59

0.89

+0.70

Omega ratio

Gain probability vs. loss probability

1.21

1.11

+0.10

Calmar ratio

Return relative to maximum drawdown

1.75

0.90

+0.85

Martin ratio

Return relative to average drawdown

7.23

2.45

+4.78

XSMO vs. PVIVX - Sharpe Ratio Comparison

The current XSMO Sharpe Ratio is 1.07, which is higher than the PVIVX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of XSMO and PVIVX, 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


XSMOPVIVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.48

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.00

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.02

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.02

+0.35

Correlation

The correlation between XSMO and PVIVX 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.


Dividends

XSMO vs. PVIVX - Dividend Comparison

XSMO's dividend yield for the trailing twelve months is around 0.60%, less than PVIVX's 15.59% yield.


TTM20252024202320222021202020192018201720162015
XSMO
Invesco S&P SmallCap Momentum ETF
0.60%0.75%0.63%0.96%1.19%0.30%0.82%0.69%0.66%0.27%0.30%0.35%
PVIVX
Paradigm Micro-cap Fund
15.59%15.93%6.40%0.00%0.00%1.11%5.25%0.01%14.09%6.88%3.61%1.32%

Drawdowns

XSMO vs. PVIVX - Drawdown Comparison

The maximum XSMO drawdown since its inception was -58.06%, smaller than the maximum PVIVX drawdown of -95.67%. Use the drawdown chart below to compare losses from any high point for XSMO and PVIVX.


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Drawdown Indicators


XSMOPVIVXDifference

Max Drawdown

Largest peak-to-trough decline

-58.06%

-95.67%

+37.61%

Max Drawdown (1Y)

Largest decline over 1 year

-13.42%

-14.84%

+1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-29.62%

-95.67%

+66.05%

Max Drawdown (10Y)

Largest decline over 10 years

-39.39%

-95.67%

+56.28%

Current Drawdown

Current decline from peak

-4.59%

-94.39%

+89.80%

Average Drawdown

Average peak-to-trough decline

-11.21%

-16.17%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

5.46%

-2.22%

Volatility

XSMO vs. PVIVX - Volatility Comparison

The current volatility for Invesco S&P SmallCap Momentum ETF (XSMO) is 7.71%, while Paradigm Micro-cap Fund (PVIVX) has a volatility of 9.19%. This indicates that XSMO experiences smaller price fluctuations and is considered to be less risky than PVIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSMOPVIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.71%

9.19%

-1.48%

Volatility (6M)

Calculated over the trailing 6-month period

13.63%

17.96%

-4.33%

Volatility (1Y)

Calculated over the trailing 1-year period

22.11%

29.31%

-7.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.87%

887.36%

-864.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.05%

627.66%

-603.61%