GTDDX vs. DVN

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco EQV Emerging Markets All Cap Fd (GTDDX) and Devon Energy Corporation (DVN).

GTDDX is managed by Invesco. It was launched on Jan 10, 1994.

Performance

GTDDX vs. DVN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco EQV Emerging Markets All Cap Fd (GTDDX) and Devon Energy Corporation (DVN). The values are adjusted to include any dividend payments, if applicable.

GTDDX vs. DVN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GTDDX Invesco EQV Emerging Markets All Cap Fd	7.58%	29.88%	-0.66%	8.82%	-17.70%	-7.00%	17.19%	29.99%	-18.77%	30.34%
DVN Devon Energy Corporation	33.34%	15.03%	-25.21%	-23.08%	50.86%	199.88%	-35.34%	16.81%	-45.09%	-8.74%

Returns By Period

In the year-to-date period, GTDDX achieves a 7.58% return, which is significantly lower than DVN's 33.34% return. Over the past 10 years, GTDDX has underperformed DVN with an annualized return of 7.33%, while DVN has yielded a comparatively higher 10.05% annualized return.

GTDDX

• 1D: 3.49%
• 1M: -10.00%
• YTD: 7.58%
• 6M: 17.24%
• 1Y: 36.68%
• 3Y*: 11.83%
• 5Y*: 2.68%
• 10Y*: 7.33%

DVN

• 1D: -3.44%
• 1M: 8.66%
• YTD: 33.34%
• 6M: 39.18%
• 1Y: 32.68%
• 3Y*: 1.75%
• 5Y*: 21.55%
• 10Y*: 10.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GTDDX vs. DVN — Risk / Return Rank

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

GTDDX

GTDDX Risk / Return Rank: 88
GTDDX Sharpe Ratio Rank: 92
GTDDX Sortino Ratio Rank: 89
GTDDX Omega Ratio Rank: 88
GTDDX Calmar Ratio Rank: 86
GTDDX Martin Ratio Rank: 87

DVN

DVN Risk / Return Rank: 65
DVN Sharpe Ratio Rank: 68
DVN Sortino Ratio Rank: 62
DVN Omega Ratio Rank: 62
DVN Calmar Ratio Rank: 65
DVN Martin Ratio Rank: 67

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.

GTDDX vs. DVN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EQV Emerging Markets All Cap Fd (GTDDX) and Devon Energy Corporation (DVN). 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.

	GTDDX	DVN	Difference
Sharpe ratio Return per unit of total volatility	2.05	0.79	+1.27
Sortino ratio Return per unit of downside risk	2.63	1.28	+1.34
Omega ratio Gain probability vs. loss probability	1.39	1.18	+0.21
Calmar ratio Return relative to maximum drawdown	2.40	1.14	+1.27
Martin ratio Return relative to average drawdown	9.81	3.08	+6.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GTDDX vs. DVN - Sharpe Ratio Comparison

The current GTDDX Sharpe Ratio is 2.05, which is higher than the DVN Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of GTDDX and DVN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GTDDX	DVN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.05	0.79	+1.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.17	0.52	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.20	+0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.22	+0.08

Correlation

The correlation between GTDDX and DVN is 0.35, 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

GTDDX vs. DVN - Dividend Comparison

GTDDX's dividend yield for the trailing twelve months is around 19.64%, more than DVN's 1.98% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GTDDX Invesco EQV Emerging Markets All Cap Fd	19.64%	21.13%	1.16%	1.51%	1.17%	4.46%	5.05%	1.49%	1.53%	0.71%	0.86%	0.99%
DVN Devon Energy Corporation	1.98%	2.62%	4.43%	4.55%	8.41%	5.24%	4.30%	1.35%	1.33%	0.58%	0.92%	3.00%

Drawdowns

GTDDX vs. DVN - Drawdown Comparison

The maximum GTDDX drawdown since its inception was -62.89%, smaller than the maximum DVN drawdown of -94.93%. Use the drawdown chart below to compare losses from any high point for GTDDX and DVN.

Drawdown Indicators

	GTDDX	DVN	Difference
Max Drawdown Largest peak-to-trough decline	-62.89%	-94.93%	+32.04%
Max Drawdown (1Y) Largest decline over 1 year	-14.49%	-29.32%	+14.83%
Max Drawdown (5Y) Largest decline over 5 years	-37.56%	-61.45%	+23.89%
Max Drawdown (10Y) Largest decline over 10 years	-39.58%	-88.51%	+48.93%
Current Drawdown Current decline from peak	-11.50%	-37.82%	+26.32%
Average Drawdown Average peak-to-trough decline	-18.84%	-35.91%	+17.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.54%	10.79%	-7.25%

Volatility

GTDDX vs. DVN - Volatility Comparison

Invesco EQV Emerging Markets All Cap Fd (GTDDX) has a higher volatility of 10.30% compared to Devon Energy Corporation (DVN) at 8.65%. This indicates that GTDDX's price experiences larger fluctuations and is considered to be riskier than DVN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GTDDX	DVN	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.30%	8.65%	+1.65%
Volatility (6M) Calculated over the trailing 6-month period	14.56%	22.52%	-7.96%
Volatility (1Y) Calculated over the trailing 1-year period	18.47%	41.79%	-23.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.71%	41.63%	-25.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.62%	49.76%	-33.14%