GGME vs. CRF
Compare and contrast key facts about Invesco Next Gen Media and Gaming ETF (GGME) and Cornerstone Total Return Fund, Inc. (CRF).
GGME is a passively managed fund by Invesco that tracks the performance of the STOXX World AC NexGen Media Index - Benchmark TR Gross. It was launched on Jun 23, 2005. CRF is managed by Cornerstone. It was launched on Jan 2, 1990.
Performance
GGME vs. CRF - Performance Comparison
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GGME vs. CRF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GGME Invesco Next Gen Media and Gaming ETF | -14.34% | 16.39% | 32.67% | 23.76% | -36.43% | 10.68% | 36.26% | 20.28% | 1.97% | 7.61% |
CRF Cornerstone Total Return Fund, Inc. | -9.10% | 12.46% | 44.39% | 19.49% | -36.70% | 39.73% | 28.13% | 21.74% | -11.74% | 21.35% |
Returns By Period
In the year-to-date period, GGME achieves a -14.34% return, which is significantly lower than CRF's -9.10% return. Over the past 10 years, GGME has underperformed CRF with an annualized return of 8.28%, while CRF has yielded a comparatively higher 11.28% annualized return.
GGME
- 1D
- 3.52%
- 1M
- -3.76%
- YTD
- -14.34%
- 6M
- -20.71%
- 1Y
- 2.52%
- 3Y*
- 14.28%
- 5Y*
- 0.58%
- 10Y*
- 8.28%
CRF
- 1D
- 4.83%
- 1M
- -5.17%
- YTD
- -9.10%
- 6M
- -5.37%
- 1Y
- 18.64%
- 3Y*
- 17.40%
- 5Y*
- 5.68%
- 10Y*
- 11.28%
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GGME vs. CRF - Expense Ratio Comparison
GGME has a 0.60% expense ratio, which is lower than CRF's 1.84% expense ratio.
Return for Risk
GGME vs. CRF — Risk / Return Rank
GGME
CRF
GGME vs. CRF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Next Gen Media and Gaming ETF (GGME) and Cornerstone Total Return Fund, Inc. (CRF). 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.
| GGME | CRF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.10 | 0.93 | -0.83 |
Sortino ratioReturn per unit of downside risk | 0.33 | 1.43 | -1.10 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.21 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.07 | 1.26 | -1.19 |
Martin ratioReturn relative to average drawdown | 0.18 | 4.66 | -4.48 |
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
| GGME | CRF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 0.93 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.22 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.44 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.05 | +0.25 |
Correlation
The correlation between GGME and CRF is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GGME vs. CRF - Dividend Comparison
GGME's dividend yield for the trailing twelve months is around 0.15%, less than CRF's 20.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GGME Invesco Next Gen Media and Gaming ETF | 0.15% | 0.17% | 0.08% | 2.31% | 0.76% | 0.39% | 0.38% | 0.50% | 0.93% | 0.33% | 0.16% | 1.11% |
CRF Cornerstone Total Return Fund, Inc. | 20.17% | 17.38% | 14.32% | 19.94% | 29.31% | 13.41% | 18.91% | 21.67% | 24.85% | 17.96% | 24.08% | 23.58% |
Drawdowns
GGME vs. CRF - Drawdown Comparison
The maximum GGME drawdown since its inception was -69.13%, smaller than the maximum CRF drawdown of -80.70%. Use the drawdown chart below to compare losses from any high point for GGME and CRF.
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Drawdown Indicators
| GGME | CRF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.13% | -80.70% | +11.57% |
Max Drawdown (1Y)Largest decline over 1 year | -25.23% | -14.88% | -10.35% |
Max Drawdown (5Y)Largest decline over 5 years | -44.90% | -43.12% | -1.78% |
Max Drawdown (10Y)Largest decline over 10 years | -46.35% | -45.90% | -0.45% |
Current DrawdownCurrent decline from peak | -22.59% | -10.77% | -11.82% |
Average DrawdownAverage peak-to-trough decline | -14.55% | -22.40% | +7.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.80% | 4.03% | +5.77% |
Volatility
GGME vs. CRF - Volatility Comparison
The current volatility for Invesco Next Gen Media and Gaming ETF (GGME) is 6.79%, while Cornerstone Total Return Fund, Inc. (CRF) has a volatility of 8.13%. This indicates that GGME experiences smaller price fluctuations and is considered to be less risky than CRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GGME | CRF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.79% | 8.13% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 14.41% | 12.68% | +1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.27% | 20.12% | +4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.11% | 25.83% | -1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.05% | 25.86% | -2.81% |