XSVM vs. HFMDX
Compare and contrast key facts about Invesco S&P SmallCap Value with Momentum ETF (XSVM) and Hennessy Cornerstone Mid Cap 30 Fund (HFMDX).
XSVM 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. HFMDX is managed by Hennessy. It was launched on Sep 17, 2003.
Performance
XSVM vs. HFMDX - Performance Comparison
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XSVM vs. HFMDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSVM Invesco S&P SmallCap Value with Momentum ETF | 6.63% | 7.47% | 2.30% | 20.20% | -13.63% | 56.36% | 5.08% | 30.01% | -12.33% | 3.62% |
HFMDX Hennessy Cornerstone Mid Cap 30 Fund | -1.39% | 2.68% | 34.13% | 30.83% | 2.72% | 27.23% | 23.37% | 15.76% | -23.52% | 20.71% |
Returns By Period
In the year-to-date period, XSVM achieves a 6.63% return, which is significantly higher than HFMDX's -1.39% return. Both investments have delivered pretty close results over the past 10 years, with XSVM having a 12.22% annualized return and HFMDX not far behind at 12.05%.
XSVM
- 1D
- 0.60%
- 1M
- -2.33%
- YTD
- 6.63%
- 6M
- 8.31%
- 1Y
- 22.91%
- 3Y*
- 12.18%
- 5Y*
- 6.23%
- 10Y*
- 12.22%
HFMDX
- 1D
- 3.56%
- 1M
- -6.47%
- YTD
- -1.39%
- 6M
- -0.77%
- 1Y
- 11.96%
- 3Y*
- 17.64%
- 5Y*
- 12.98%
- 10Y*
- 12.05%
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XSVM vs. HFMDX - Expense Ratio Comparison
XSVM has a 0.39% expense ratio, which is lower than HFMDX's 1.36% expense ratio.
Return for Risk
XSVM vs. HFMDX — Risk / Return Rank
XSVM
HFMDX
XSVM vs. HFMDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Value with Momentum ETF (XSVM) and Hennessy Cornerstone Mid Cap 30 Fund (HFMDX). 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.
| XSVM | HFMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.50 | +0.52 |
Sortino ratioReturn per unit of downside risk | 1.57 | 0.86 | +0.71 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.11 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 0.84 | +0.92 |
Martin ratioReturn relative to average drawdown | 5.69 | 2.72 | +2.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XSVM | HFMDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.50 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.56 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.48 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.41 | -0.06 |
Correlation
The correlation between XSVM and HFMDX 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
XSVM vs. HFMDX - Dividend Comparison
XSVM's dividend yield for the trailing twelve months is around 1.99%, more than HFMDX's 0.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSVM Invesco S&P SmallCap Value with Momentum ETF | 1.99% | 2.29% | 1.69% | 1.31% | 1.79% | 1.23% | 1.21% | 1.22% | 2.54% | 1.90% | 2.29% | 2.68% |
HFMDX Hennessy Cornerstone Mid Cap 30 Fund | 0.73% | 0.72% | 18.84% | 9.61% | 21.66% | 1.73% | 0.00% | 0.00% | 40.95% | 18.56% | 0.64% | 0.91% |
Drawdowns
XSVM vs. HFMDX - Drawdown Comparison
The maximum XSVM drawdown since its inception was -62.57%, roughly equal to the maximum HFMDX drawdown of -61.25%. Use the drawdown chart below to compare losses from any high point for XSVM and HFMDX.
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Drawdown Indicators
| XSVM | HFMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.57% | -61.25% | -1.32% |
Max Drawdown (1Y)Largest decline over 1 year | -13.35% | -14.22% | +0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -26.21% | -27.76% | +1.55% |
Max Drawdown (10Y)Largest decline over 10 years | -49.02% | -56.14% | +7.12% |
Current DrawdownCurrent decline from peak | -5.23% | -9.56% | +4.33% |
Average DrawdownAverage peak-to-trough decline | -11.65% | -12.33% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 4.37% | -0.26% |
Volatility
XSVM vs. HFMDX - Volatility Comparison
The current volatility for Invesco S&P SmallCap Value with Momentum ETF (XSVM) is 5.34%, while Hennessy Cornerstone Mid Cap 30 Fund (HFMDX) has a volatility of 8.36%. This indicates that XSVM experiences smaller price fluctuations and is considered to be less risky than HFMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSVM | HFMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 8.36% | -3.02% |
Volatility (6M)Calculated over the trailing 6-month period | 13.20% | 16.56% | -3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.34% | 25.12% | -2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.98% | 23.35% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.07% | 25.01% | +0.06% |