GTOC vs. IDMO
GTOC (Invesco Core Fixed Income ETF) and IDMO (Invesco S&P International Developed Momentum ETF) are both exchange-traded funds - GTOC is a Intermediate Core Bond fund actively managed by Invesco, while IDMO is a Momentum fund tracking the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. GTOC is actively managed, while IDMO is passively managed. At a 0.36 correlation, their price movements are largely independent. GTOC charges 0.26%/yr vs 0.25%/yr for IDMO.
Performance
GTOC vs. IDMO - Performance Comparison
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Returns By Period
In the year-to-date period, GTOC achieves a 0.37% return, which is significantly lower than IDMO's 7.56% return.
GTOC
- 1D
- 0.00%
- 1M
- -0.12%
- 6M
- 0.08%
- YTD
- 0.37%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDMO
- 1D
- -0.66%
- 1M
- -2.44%
- 6M
- 4.42%
- YTD
- 7.56%
- 1Y
- 20.05%
- 3Y*
- 24.23%
- 5Y*
- 15.34%
- 10Y*
- 12.40%
GTOC vs. IDMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GTOC Invesco Core Fixed Income ETF | 0.37% | 3.52% |
IDMO Invesco S&P International Developed Momentum ETF | 7.56% | 11.16% |
Correlation
The correlation between GTOC and IDMO is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025 | 0.36 |
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Return for Risk
GTOC vs. IDMO — Risk / Return Rank
GTOC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IDMO
GTOC vs. IDMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Core Fixed Income ETF (GTOC) and Invesco S&P International Developed Momentum ETF (IDMO). 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.
| GTOC | IDMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.20 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.64 | — |
| Martin ratioReturn relative to average drawdown | — | 6.39 | — |
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Drawdowns
GTOC vs. IDMO - Drawdown Comparison
The maximum GTOC drawdown since its inception was -2.70%, smaller than the maximum IDMO drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for GTOC and IDMO.
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Drawdown Indicators
| GTOC | IDMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.70% | -39.38% | +36.68% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.31% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.34% | — |
Current DrawdownCurrent decline from peak | -1.54% | -4.56% | +3.02% |
Average DrawdownAverage peak-to-trough decline | -0.74% | -9.70% | +8.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.14% | — |
Volatility
GTOC vs. IDMO - Volatility Comparison
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Volatility by Period
| GTOC | IDMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.90% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 16.88% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.67% | 18.54% | -14.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.67% | 18.13% | -14.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.67% | 17.89% | -14.22% |
GTOC vs. IDMO - Expense Ratio Comparison
GTOC has a 0.26% expense ratio, which is higher than IDMO's 0.25% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
GTOC vs. IDMO - Dividend Comparison
GTOC's dividend yield for the trailing twelve months is around 4.05%, more than IDMO's 3.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTOC Invesco Core Fixed Income ETF | 4.05% | 1.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDMO Invesco S&P International Developed Momentum ETF | 3.72% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
Frequently Asked Questions
GTOC and IDMO have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDMO is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDMO is cheaper with a 0.25% expense ratio, compared with 0.26% for GTOC.
GTOC has the higher dividend yield at 4.05%, compared with 3.72% for IDMO.
GTOC is categorized as Intermediate Core Bond, while IDMO is Momentum. Their fees differ too: 0.26% for GTOC and 0.25% for IDMO.
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