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FTCHX vs. GTTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTCHX vs. GTTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Technology Fund (FTCHX) and Gabelli Global Content & Connectivity Fund Class I (GTTIX). The values are adjusted to include any dividend payments, if applicable.

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FTCHX vs. GTTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTCHX
Invesco Technology Fund
0.39%20.77%34.49%47.38%-39.96%13.00%46.14%35.62%-0.88%34.78%
GTTIX
Gabelli Global Content & Connectivity Fund Class I
-1.25%27.42%14.93%22.82%-28.59%5.17%16.44%16.44%-11.28%14.18%

Returns By Period

In the year-to-date period, FTCHX achieves a 0.39% return, which is significantly higher than GTTIX's -1.25% return. Over the past 10 years, FTCHX has outperformed GTTIX with an annualized return of 16.66%, while GTTIX has yielded a comparatively lower 6.15% annualized return.


FTCHX

1D
5.79%
1M
-7.82%
YTD
0.39%
6M
1.56%
1Y
42.77%
3Y*
26.80%
5Y*
9.55%
10Y*
16.66%

GTTIX

1D
1.78%
1M
-5.55%
YTD
-1.25%
6M
-0.57%
1Y
21.13%
3Y*
17.11%
5Y*
4.61%
10Y*
6.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTCHX vs. GTTIX - Expense Ratio Comparison

FTCHX has a 0.91% expense ratio, which is higher than GTTIX's 0.90% expense ratio.


Return for Risk

FTCHX vs. GTTIX — Risk / Return Rank

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

FTCHX
FTCHX Risk / Return Rank: 8181
Overall Rank
FTCHX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FTCHX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FTCHX Omega Ratio Rank: 7070
Omega Ratio Rank
FTCHX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FTCHX Martin Ratio Rank: 8787
Martin Ratio Rank

GTTIX
GTTIX Risk / Return Rank: 6767
Overall Rank
GTTIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GTTIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
GTTIX Omega Ratio Rank: 6161
Omega Ratio Rank
GTTIX Calmar Ratio Rank: 8181
Calmar Ratio Rank
GTTIX Martin Ratio Rank: 4646
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.

FTCHX vs. GTTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Technology Fund (FTCHX) and Gabelli Global Content & Connectivity Fund Class I (GTTIX). 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.


FTCHXGTTIXDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.48

-0.03

Sortino ratio

Return per unit of downside risk

1.99

2.04

-0.05

Omega ratio

Gain probability vs. loss probability

1.28

1.27

+0.01

Calmar ratio

Return relative to maximum drawdown

2.78

2.22

+0.56

Martin ratio

Return relative to average drawdown

9.46

5.71

+3.75

FTCHX vs. GTTIX - Sharpe Ratio Comparison

The current FTCHX Sharpe Ratio is 1.45, which is comparable to the GTTIX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of FTCHX and GTTIX, 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


FTCHXGTTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.48

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.28

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.38

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.41

-0.07

Correlation

The correlation between FTCHX and GTTIX is 0.70, 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

FTCHX vs. GTTIX - Dividend Comparison

FTCHX's dividend yield for the trailing twelve months is around 26.45%, more than GTTIX's 18.16% yield.


TTM20252024202320222021202020192018201720162015
FTCHX
Invesco Technology Fund
26.45%26.56%13.59%0.80%1.60%27.66%7.06%9.58%9.01%4.14%6.98%6.88%
GTTIX
Gabelli Global Content & Connectivity Fund Class I
18.16%17.94%0.00%0.32%2.29%6.74%3.09%7.22%6.96%7.11%7.34%8.62%

Drawdowns

FTCHX vs. GTTIX - Drawdown Comparison

The maximum FTCHX drawdown since its inception was -87.78%, which is greater than GTTIX's maximum drawdown of -39.84%. Use the drawdown chart below to compare losses from any high point for FTCHX and GTTIX.


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Drawdown Indicators


FTCHXGTTIXDifference

Max Drawdown

Largest peak-to-trough decline

-87.78%

-39.84%

-47.94%

Max Drawdown (1Y)

Largest decline over 1 year

-14.29%

-9.20%

-5.09%

Max Drawdown (5Y)

Largest decline over 5 years

-47.89%

-39.84%

-8.05%

Max Drawdown (10Y)

Largest decline over 10 years

-47.89%

-39.84%

-8.05%

Current Drawdown

Current decline from peak

-9.33%

-6.34%

-2.99%

Average Drawdown

Average peak-to-trough decline

-36.55%

-8.22%

-28.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

3.68%

+0.52%

Volatility

FTCHX vs. GTTIX - Volatility Comparison

Invesco Technology Fund (FTCHX) has a higher volatility of 13.28% compared to Gabelli Global Content & Connectivity Fund Class I (GTTIX) at 5.17%. This indicates that FTCHX's price experiences larger fluctuations and is considered to be riskier than GTTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTCHXGTTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.28%

5.17%

+8.11%

Volatility (6M)

Calculated over the trailing 6-month period

22.72%

10.09%

+12.63%

Volatility (1Y)

Calculated over the trailing 1-year period

30.92%

14.69%

+16.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.55%

16.28%

+12.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.15%

16.31%

+9.84%