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GTO vs. DODIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTO vs. DODIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Total Return Bond ETF (GTO) and Dodge & Cox Income Fund (DODIX). The values are adjusted to include any dividend payments, if applicable.

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GTO vs. DODIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GTO
Invesco Total Return Bond ETF
-0.10%7.17%2.63%5.95%-14.77%-0.38%10.86%11.65%-0.26%7.41%
DODIX
Dodge & Cox Income Fund
-0.19%8.32%2.25%7.69%-11.42%-0.92%9.46%9.73%-0.31%4.36%

Returns By Period

In the year-to-date period, GTO achieves a -0.10% return, which is significantly higher than DODIX's -0.19% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: GTO at 3.02% and DODIX at 3.02%.


GTO

1D
0.30%
1M
-1.96%
YTD
-0.10%
6M
0.92%
1Y
4.65%
3Y*
4.30%
5Y*
0.16%
10Y*
3.02%

DODIX

1D
0.63%
1M
-2.32%
YTD
-0.19%
6M
1.09%
1Y
5.10%
3Y*
4.90%
5Y*
1.40%
10Y*
3.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GTO vs. DODIX - Expense Ratio Comparison

GTO has a 0.35% expense ratio, which is lower than DODIX's 0.41% expense ratio.


Return for Risk

GTO vs. DODIX — Risk / Return Rank

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

GTO
GTO Risk / Return Rank: 6161
Overall Rank
GTO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
GTO Sortino Ratio Rank: 6363
Sortino Ratio Rank
GTO Omega Ratio Rank: 5858
Omega Ratio Rank
GTO Calmar Ratio Rank: 6767
Calmar Ratio Rank
GTO Martin Ratio Rank: 5353
Martin Ratio Rank

DODIX
DODIX Risk / Return Rank: 6767
Overall Rank
DODIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DODIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
DODIX Omega Ratio Rank: 5353
Omega Ratio Rank
DODIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DODIX Martin Ratio Rank: 6464
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.

GTO vs. DODIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Total Return Bond ETF (GTO) and Dodge & Cox Income Fund (DODIX). 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.


GTODODIXDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.15

+0.01

Sortino ratio

Return per unit of downside risk

1.58

1.65

-0.07

Omega ratio

Gain probability vs. loss probability

1.21

1.21

+0.01

Calmar ratio

Return relative to maximum drawdown

1.68

2.02

-0.34

Martin ratio

Return relative to average drawdown

5.09

6.03

-0.94

GTO vs. DODIX - Sharpe Ratio Comparison

The current GTO Sharpe Ratio is 1.16, which is comparable to the DODIX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of GTO and DODIX, 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


GTODODIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.15

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.25

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.69

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.47

-0.96

Correlation

The correlation between GTO and DODIX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GTO vs. DODIX - Dividend Comparison

GTO's dividend yield for the trailing twelve months is around 4.78%, more than DODIX's 4.29% yield.


TTM20252024202320222021202020192018201720162015
GTO
Invesco Total Return Bond ETF
4.78%4.70%4.42%4.05%3.47%1.93%4.04%2.97%5.25%2.81%2.57%0.00%
DODIX
Dodge & Cox Income Fund
4.29%4.23%4.24%3.86%2.19%3.23%4.66%3.63%3.43%3.03%3.25%3.09%

Drawdowns

GTO vs. DODIX - Drawdown Comparison

The maximum GTO drawdown since its inception was -20.61%, which is greater than DODIX's maximum drawdown of -16.89%. Use the drawdown chart below to compare losses from any high point for GTO and DODIX.


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Drawdown Indicators


GTODODIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.61%

-16.89%

-3.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-2.94%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-20.61%

-16.89%

-3.72%

Max Drawdown (10Y)

Largest decline over 10 years

-20.61%

-16.89%

-3.72%

Current Drawdown

Current decline from peak

-2.39%

-2.32%

-0.07%

Average Drawdown

Average peak-to-trough decline

-4.85%

-1.50%

-3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.98%

-0.01%

Volatility

GTO vs. DODIX - Volatility Comparison

The current volatility for Invesco Total Return Bond ETF (GTO) is 1.58%, while Dodge & Cox Income Fund (DODIX) has a volatility of 1.85%. This indicates that GTO experiences smaller price fluctuations and is considered to be less risky than DODIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTODODIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

1.85%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.32%

2.80%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

4.04%

4.61%

-0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.69%

5.52%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.57%

4.42%

+1.15%