AFIF vs. GTO
Compare and contrast key facts about Anfield Universal Fixed Income ETF (AFIF) and Invesco Total Return Bond ETF (GTO).
AFIF and GTO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AFIF is an actively managed fund by Regents Park Funds. It was launched on Sep 18, 2018. GTO is an actively managed fund by Invesco. It was launched on Feb 10, 2016.
Performance
AFIF vs. GTO - Performance Comparison
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AFIF vs. GTO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AFIF Anfield Universal Fixed Income ETF | -0.17% | 6.56% | 7.06% | 9.73% | -5.38% | -0.50% | 2.14% | 0.41% | -0.27% |
GTO Invesco Total Return Bond ETF | -0.10% | 7.17% | 2.63% | 5.95% | -14.77% | -0.38% | 10.86% | 11.65% | 0.03% |
Returns By Period
In the year-to-date period, AFIF achieves a -0.17% return, which is significantly lower than GTO's -0.10% return.
AFIF
- 1D
- 0.27%
- 1M
- -1.20%
- YTD
- -0.17%
- 6M
- 1.51%
- 1Y
- 4.93%
- 3Y*
- 7.22%
- 5Y*
- 3.28%
- 10Y*
- —
GTO
- 1D
- 0.30%
- 1M
- -1.96%
- YTD
- -0.10%
- 6M
- 0.92%
- 1Y
- 4.65%
- 3Y*
- 4.30%
- 5Y*
- 0.16%
- 10Y*
- 3.02%
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AFIF vs. GTO - Expense Ratio Comparison
AFIF has a 1.08% expense ratio, which is higher than GTO's 0.35% expense ratio.
Return for Risk
AFIF vs. GTO — Risk / Return Rank
AFIF
GTO
AFIF vs. GTO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Anfield Universal Fixed Income ETF (AFIF) and Invesco Total Return Bond ETF (GTO). 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.
| AFIF | GTO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 1.16 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.94 | 1.58 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.73 | 1.68 | +1.05 |
Martin ratioReturn relative to average drawdown | 11.45 | 5.09 | +6.35 |
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
| AFIF | GTO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 1.16 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.03 | +0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.51 | -0.12 |
Correlation
The correlation between AFIF and GTO is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AFIF vs. GTO - Dividend Comparison
AFIF's dividend yield for the trailing twelve months is around 3.70%, less than GTO's 4.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
AFIF Anfield Universal Fixed Income ETF | 3.70% | 3.52% | 5.61% | 5.91% | 3.49% | 1.73% | 1.25% | 2.54% | 0.69% | 0.00% | 0.00% |
GTO Invesco Total Return Bond ETF | 4.78% | 4.70% | 4.42% | 4.05% | 3.47% | 1.93% | 4.04% | 2.97% | 5.25% | 2.81% | 2.57% |
Drawdowns
AFIF vs. GTO - Drawdown Comparison
The maximum AFIF drawdown since its inception was -10.29%, smaller than the maximum GTO drawdown of -20.61%. Use the drawdown chart below to compare losses from any high point for AFIF and GTO.
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Drawdown Indicators
| AFIF | GTO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.29% | -20.61% | +10.32% |
Max Drawdown (1Y)Largest decline over 1 year | -1.79% | -2.94% | +1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -8.85% | -20.61% | +11.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.61% | — |
Current DrawdownCurrent decline from peak | -1.25% | -2.39% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -2.27% | -4.85% | +2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.43% | 0.97% | -0.54% |
Volatility
AFIF vs. GTO - Volatility Comparison
The current volatility for Anfield Universal Fixed Income ETF (AFIF) is 1.25%, while Invesco Total Return Bond ETF (GTO) has a volatility of 1.58%. This indicates that AFIF experiences smaller price fluctuations and is considered to be less risky than GTO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AFIF | GTO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 1.58% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 2.12% | 2.32% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.53% | 4.04% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.48% | 5.69% | -1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.32% | 5.57% | +0.75% |