GTX vs. ILF

Last updated Apr 1, 2026

Compare and contrast key facts about Garrett Motion Inc. (GTX) and iShares Latin American 40 ETF (ILF).

ILF is a passively managed fund by iShares that tracks the performance of the S&P Latin America 40 Index. It was launched on Oct 25, 2001.

Performance

GTX vs. ILF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Garrett Motion Inc. (GTX) and iShares Latin American 40 ETF (ILF). The values are adjusted to include any dividend payments, if applicable.

GTX vs. ILF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
GTX Garrett Motion Inc.	4.66%	97.23%	-6.62%	26.90%	-5.11%	81.26%	-55.66%	-19.04%	-35.66%
ILF iShares Latin American 40 ETF	16.65%	52.65%	-23.11%	33.14%	9.81%	-13.59%	-11.71%	13.77%	3.72%

Returns By Period

In the year-to-date period, GTX achieves a 4.66% return, which is significantly lower than ILF's 16.65% return.

GTX

• 1D: 3.77%
• 1M: -10.40%
• YTD: 4.66%
• 6M: 34.58%
• 1Y: 121.27%
• 3Y*: 34.50%
• 5Y*: 28.69%
• 10Y*: —

ILF

• 1D: 4.41%
• 1M: -2.63%
• YTD: 16.65%
• 6M: 25.92%
• 1Y: 58.11%
• 3Y*: 20.46%
• 5Y*: 13.16%
• 10Y*: 8.47%

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

Return for Risk

GTX vs. ILF — Risk / Return Rank

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

GTX

GTX Risk / Return Rank: 95
GTX Sharpe Ratio Rank: 95
GTX Sortino Ratio Rank: 96
GTX Omega Ratio Rank: 95
GTX Calmar Ratio Rank: 96
GTX Martin Ratio Rank: 96

ILF

ILF Risk / Return Rank: 95
ILF Sharpe Ratio Rank: 96
ILF Sortino Ratio Rank: 95
ILF Omega Ratio Rank: 94
ILF Calmar Ratio Rank: 96
ILF Martin Ratio Rank: 95

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.

GTX vs. ILF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Garrett Motion Inc. (GTX) and iShares Latin American 40 ETF (ILF). 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.

	GTX	ILF	Difference
Sharpe ratio Return per unit of total volatility	2.66	2.48	+0.18
Sortino ratio Return per unit of downside risk	3.68	3.06	+0.62
Omega ratio Gain probability vs. loss probability	1.50	1.43	+0.07
Calmar ratio Return relative to maximum drawdown	6.36	4.47	+1.89
Martin ratio Return relative to average drawdown	17.23	15.54	+1.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GTX vs. ILF - Sharpe Ratio Comparison

The current GTX Sharpe Ratio is 2.66, which is comparable to the ILF Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of GTX and ILF, 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

	GTX	ILF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.66	2.48	+0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.57	+0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.30	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	0.31	-0.31

Correlation

The correlation between GTX and ILF is 0.25, 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

GTX vs. ILF - Dividend Comparison

GTX's dividend yield for the trailing twelve months is around 1.54%, less than ILF's 3.76% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GTX Garrett Motion Inc.	1.54%	1.49%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ILF iShares Latin American 40 ETF	3.76%	4.39%	7.44%	4.61%	12.72%	8.47%	1.88%	3.09%	3.12%	1.80%	1.59%	3.25%

Drawdowns

GTX vs. ILF - Drawdown Comparison

The maximum GTX drawdown since its inception was -93.08%, which is greater than ILF's maximum drawdown of -67.48%. Use the drawdown chart below to compare losses from any high point for GTX and ILF.

Drawdown Indicators

	GTX	ILF	Difference
Max Drawdown Largest peak-to-trough decline	-93.08%	-67.48%	-25.60%
Max Drawdown (1Y) Largest decline over 1 year	-19.87%	-12.67%	-7.20%
Max Drawdown (5Y) Largest decline over 5 years	-35.76%	-29.71%	-6.05%
Max Drawdown (10Y) Largest decline over 10 years	—	-57.79%	—
Current Drawdown Current decline from peak	-14.16%	-4.82%	-9.34%
Average Drawdown Average peak-to-trough decline	-52.11%	-24.07%	-28.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.34%	3.65%	+3.69%

Volatility

GTX vs. ILF - Volatility Comparison

Garrett Motion Inc. (GTX) and iShares Latin American 40 ETF (ILF) have volatilities of 11.54% and 11.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GTX	ILF	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.54%	11.60%	-0.06%
Volatility (6M) Calculated over the trailing 6-month period	31.84%	17.90%	+13.94%
Volatility (1Y) Calculated over the trailing 1-year period	45.95%	23.59%	+22.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.79%	23.24%	+17.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	63.75%	28.59%	+35.16%