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GTOC vs. OVB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GTOC vs. OVB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Core Fixed Income ETF (GTOC) and Overlay Shares Core Bond ETF (OVB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GTOC achieves a 0.39% return, which is significantly lower than OVB's 2.58% return.


GTOC

1D
-0.21%
1M
0.32%
YTD
0.39%
6M
0.22%
1Y
3Y*
5Y*
10Y*

OVB

1D
-0.33%
1M
0.69%
YTD
2.58%
6M
2.47%
1Y
9.55%
3Y*
5.95%
5Y*
0.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GTOC vs. OVB - Yearly Performance Comparison


2026 (YTD)2025
GTOC
Invesco Core Fixed Income ETF
0.39%3.52%
OVB
Overlay Shares Core Bond ETF
2.58%4.47%

Correlation

The correlation between GTOC and OVB is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 24, 2025

0.80

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Return for Risk

GTOC vs. OVB — Risk / Return Rank

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

GTOC

OVB
OVB Risk / Return Rank: 5959
Overall Rank
OVB Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
OVB Sortino Ratio Rank: 5050
Sortino Ratio Rank
OVB Omega Ratio Rank: 5252
Omega Ratio Rank
OVB Calmar Ratio Rank: 7676
Calmar Ratio Rank
OVB Martin Ratio Rank: 6868
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.

GTOC vs. OVB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Core Fixed Income ETF (GTOC) and Overlay Shares Core Bond ETF (OVB). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GTOC vs. OVB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GTOCOVBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

0.26

+1.01

Drawdowns

GTOC vs. OVB - Drawdown Comparison

The maximum GTOC drawdown since its inception was -2.70%, smaller than the maximum OVB drawdown of -21.69%. Use the drawdown chart below to compare losses from any high point for GTOC and OVB.


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Drawdown Indicators


GTOCOVBDifference

Max Drawdown

Largest peak-to-trough decline

-2.70%

-21.69%

+18.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-8.18%

Max Drawdown (5Y)

Largest decline over 5 years

-21.69%

Current Drawdown

Current decline from peak

-1.52%

-0.37%

-1.15%

Average Drawdown

Average peak-to-trough decline

-0.66%

-7.04%

+6.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

Volatility

GTOC vs. OVB - Volatility Comparison


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Volatility by Period


GTOCOVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

Volatility (6M)

Calculated over the trailing 6-month period

4.69%

Volatility (1Y)

Calculated over the trailing 1-year period

3.62%

5.80%

-2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.62%

7.31%

-3.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.62%

7.58%

-3.96%

GTOC vs. OVB - Expense Ratio Comparison

GTOC has a 0.26% expense ratio, which is lower than OVB's 0.79% expense ratio.


Dividends

GTOC vs. OVB - Dividend Comparison

GTOC's dividend yield for the trailing twelve months is around 3.64%, less than OVB's 6.96% yield.


PositionTTM2025202420232022202120202019
GTOC
Invesco Core Fixed Income ETF
3.64%1.88%0.00%0.00%0.00%0.00%0.00%0.00%
OVB
Overlay Shares Core Bond ETF
6.96%6.00%5.81%5.20%4.67%4.59%3.88%0.58%

Frequently Asked Questions


GTOC and OVB have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GTOC is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GTOC is cheaper with a 0.26% expense ratio, compared with 0.79% for OVB.

OVB has the higher dividend yield at 6.96%, compared with 3.64% for GTOC.

They also come from different issuers: Invesco and Liquid Strategies. Their fees differ too: 0.26% for GTOC and 0.79% for OVB.

Portfolio Optimizer

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