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CVY vs. GMMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CVY vs. GMMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Zacks Multi-Asset Income ETF (CVY) and iShares Government Money Market ETF (GMMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CVY achieves a 7.59% return, which is significantly higher than GMMF's 1.47% return.


CVY

1D
-1.25%
1M
0.78%
YTD
7.59%
6M
8.13%
1Y
17.25%
3Y*
15.33%
5Y*
7.04%
10Y*
8.41%

GMMF

1D
0.02%
1M
0.28%
YTD
1.47%
6M
1.75%
1Y
3.87%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVY vs. GMMF - Yearly Performance Comparison


Correlation

The correlation between CVY and GMMF is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2025

-0.06

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Return for Risk

CVY vs. GMMF — Risk / Return Rank

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

CVY
CVY Risk / Return Rank: 4646
Overall Rank
CVY Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CVY Sortino Ratio Rank: 4646
Sortino Ratio Rank
CVY Omega Ratio Rank: 4444
Omega Ratio Rank
CVY Calmar Ratio Rank: 4747
Calmar Ratio Rank
CVY Martin Ratio Rank: 4747
Martin Ratio Rank

GMMF
GMMF Risk / Return Rank: 100100
Overall Rank
GMMF Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
GMMF Sortino Ratio Rank: 100100
Sortino Ratio Rank
GMMF Omega Ratio Rank: 100100
Omega Ratio Rank
GMMF Calmar Ratio Rank: 100100
Calmar Ratio Rank
GMMF Martin Ratio Rank: 100100
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.

CVY vs. GMMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Zacks Multi-Asset Income ETF (CVY) and iShares Government Money Market ETF (GMMF). 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.


CVYGMMFDifference
Sharpe ratioReturn per unit of total volatility

-15.94

Sortino ratioReturn per unit of downside risk

-84.26

Omega ratioGain probability vs. loss probability

1.28

24.81

-23.53

Calmar ratioReturn relative to maximum drawdown

2.33

129.87

-127.54

Martin ratioReturn relative to average drawdown

7.82

1,318.32

-1,310.50

CVY vs. GMMF - Sharpe Ratio Comparison

The current CVY Sharpe Ratio is 1.58, which is lower than the GMMF Sharpe Ratio of 17.52. The chart below compares the historical Sharpe Ratios of CVY and GMMF, 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


CVYGMMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

17.52

-15.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

16.34

-16.07

Drawdowns

CVY vs. GMMF - Drawdown Comparison

The maximum CVY drawdown since its inception was -66.86%, which is greater than GMMF's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for CVY and GMMF.


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Drawdown Indicators


CVYGMMFDifference

Max Drawdown

Largest peak-to-trough decline

-66.86%

-0.03%

-66.83%

Max Drawdown (1Y)

Largest decline over 1 year

-7.43%

-0.03%

-7.40%

Max Drawdown (3Y)

Largest decline over 3 years

-16.79%

Max Drawdown (5Y)

Largest decline over 5 years

-21.58%

Max Drawdown (10Y)

Largest decline over 10 years

-50.47%

Current Drawdown

Current decline from peak

-1.28%

0.00%

-1.28%

Average Drawdown

Average peak-to-trough decline

-10.41%

-0.00%

-10.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

0.00%

+2.21%

Volatility

CVY vs. GMMF - Volatility Comparison

Invesco Zacks Multi-Asset Income ETF (CVY) has a higher volatility of 2.87% compared to iShares Government Money Market ETF (GMMF) at 0.06%. This indicates that CVY's price experiences larger fluctuations and is considered to be riskier than GMMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVYGMMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

0.06%

+2.81%

Volatility (6M)

Calculated over the trailing 6-month period

7.81%

0.14%

+7.67%

Volatility (1Y)

Calculated over the trailing 1-year period

11.00%

0.22%

+10.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.20%

0.24%

+15.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.56%

0.24%

+19.32%

CVY vs. GMMF - Expense Ratio Comparison

CVY has a 1.21% expense ratio, which is higher than GMMF's 0.20% expense ratio.


Dividends

CVY vs. GMMF - Dividend Comparison

CVY's dividend yield for the trailing twelve months is around 3.75%, more than GMMF's 3.67% yield.


PositionTTM20252024202320222021202020192018201720162015
CVY
Invesco Zacks Multi-Asset Income ETF
3.75%3.99%4.07%4.41%5.18%2.37%3.40%3.22%4.44%3.94%4.50%5.89%
GMMF
iShares Government Money Market ETF
3.67%3.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CVY and GMMF have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CVY has higher volatility (2.87%) compared to GMMF (0.06%). In terms of maximum drawdown, CVY dropped -66.86% vs GMMF's -0.03%.

On 1-year performance, CVY leads with 17.25% vs 3.87% for GMMF. On fees, GMMF is cheaper at 0.20% per year. On volatility, GMMF has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CVY has performed better with a 17.25% return vs 3.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GMMF is cheaper with a 0.20% expense ratio, compared with 1.21% for CVY.

CVY has the higher dividend yield at 3.75%, compared with 3.67% for GMMF.

CVY is categorized as Diversified Portfolio, while GMMF is Money Market. They also come from different issuers: Invesco and iShares. Their fees differ too: 1.21% for CVY and 0.20% for GMMF.

GMMF currently has the higher Sharpe Ratio (17.52 vs 1.58), 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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