GTDDX vs. DVN
GTDDX (Invesco EQV Emerging Markets All Cap Fd) is Emerging Markets Equities fund managed by Invesco, while DVN (Devon Energy Corporation) is a stock. Over the past 10 years, GTDDX returned 8.12%/yr vs 6.01%/yr for DVN. Their 0.34 correlation means their historical movements had little consistent relationship.
Performance
GTDDX vs. DVN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GTDDX achieves a 30.40% return, which is significantly higher than DVN's 24.73% return. Over the past 10 years, GTDDX has outperformed DVN with an annualized return of 8.12%, while DVN has yielded a comparatively lower 6.01% annualized return.
GTDDX
- 1D
- 3.90%
- 1M
- -6.50%
- 6M
- 18.90%
- YTD
- 30.40%
- 1Y
- 53.81%
- 3Y*
- 17.47%
- 5Y*
- 7.50%
- 10Y*
- 8.12%
- ALL TIME*
- 6.04%
DVN
- 1D
- 2.17%
- 1M
- 11.51%
- 6M
- 13.62%
- YTD
- 24.73%
- 1Y
- 44.06%
- 3Y*
- -2.56%
- 5Y*
- 17.09%
- 10Y*
- 6.01%
- ALL TIME*
- 8.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $434.65M | $476.05M | $632.82M | |
| $0.00 | $0.00 | $0.00 |
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 | 30.40% | 29.88% | -0.66% | 8.82% | -17.70% | -7.00% | 17.19% | 29.99% | -18.77% | 30.34% |
DVN Devon Energy Corporation | 24.73% | 15.03% | -25.21% | -23.08% | 50.86% | 199.88% | -35.34% | 16.81% | -45.09% | -8.74% |
Correlation
The correlation between GTDDX and DVN is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 1994 | 0.34 |
The correlation between GTDDX and DVN shifts across timeframes, from -0.12 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GTDDX vs. DVN — Risk / Return Rank
GTDDX
DVN
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GTDDX | DVN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.21 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 1.79 | +1.31 |
| Martin ratioReturn relative to average drawdown | 10.42 | 4.46 | +5.96 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| GTDDX | DVN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.89% | -94.93% | +32.04% |
Max Drawdown (1Y)Largest decline over 1 year | -16.30% | -22.15% | +5.85% |
Max Drawdown (3Y)Largest decline over 3 years | -16.30% | -49.22% | +32.92% |
Max Drawdown (5Y)Largest decline over 5 years | -34.81% | -61.45% | +26.64% |
Max Drawdown (10Y)Largest decline over 10 years | -39.58% | -88.51% | +48.93% |
Current DrawdownCurrent decline from peak | -13.04% | -41.84% | +28.80% |
Average DrawdownAverage peak-to-trough decline | -18.69% | -35.97% | +17.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.83% | 8.86% | -4.03% |
Volatility
GTDDX vs. DVN - Volatility Comparison
The current volatility for Invesco EQV Emerging Markets All Cap Fd (GTDDX) is 9.28%, while Devon Energy Corporation (DVN) has a volatility of 10.06%. This indicates that GTDDX experiences smaller price fluctuations and is considered to be less risky than DVN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GTDDX | DVN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.28% | 10.06% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 22.04% | 25.44% | -3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.91% | 33.90% | -9.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 40.72% | -23.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 49.38% | -31.98% |
Dividends
GTDDX vs. DVN - Dividend Comparison
GTDDX's dividend yield for the trailing twelve months is around 16.20%, more than DVN's 2.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVN Devon Energy Corporation | 2.30% | 2.62% | 4.43% | 4.55% | 8.41% | 5.24% | 4.30% | 1.35% | 1.33% | 0.58% | 0.92% | 3.00% |
GTDDX Invesco EQV Emerging Markets All Cap Fd | 16.20% | 21.13% | 1.16% | 1.51% | 1.17% | 4.46% | 5.05% | 1.49% | 1.53% | 0.71% | 0.86% | 0.99% |
Frequently Asked Questions
GTDDX and DVN have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DVN has higher volatility (10.06%) compared to GTDDX (9.28%). In terms of maximum drawdown, GTDDX dropped -62.89% vs DVN's -94.93%.
GTDDX currently has the higher Sharpe Ratio (2.11 vs 1.17), 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.
Find the right allocation for GTDDX and DVN
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer