GTX vs. ILF
GTX (Garrett Motion Inc.) is a stock, while ILF (iShares Latin American 40 ETF) is Latin America Equities fund tracking the S&P Latin America 40 Index. Over the past 5 years, GTX returned 33.65%/yr vs 8.24%/yr for ILF. At a 0.25 correlation, their price movements are largely independent.
Performance
GTX vs. ILF - Performance Comparison
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Returns By Period
In the year-to-date period, GTX achieves a 94.87% return, which is significantly higher than ILF's 11.49% return.
GTX
- 1D
- -2.15%
- 1M
- 1.63%
- YTD
- 94.87%
- 6M
- 94.98%
- 1Y
- 252.77%
- 3Y*
- 67.69%
- 5Y*
- 33.65%
- 10Y*
- —
ILF
- 1D
- -1.38%
- 1M
- -2.81%
- YTD
- 11.49%
- 6M
- 10.99%
- 1Y
- 38.85%
- 3Y*
- 12.99%
- 5Y*
- 8.24%
- 10Y*
- 8.34%
GTX vs. ILF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GTX Garrett Motion Inc. | 94.87% | 97.23% | -6.62% | 26.90% | -5.11% | 81.26% | -55.66% | -19.04% | -43.91% |
ILF iShares Latin American 40 ETF | 11.49% | 52.65% | -23.11% | 33.14% | 9.81% | -13.59% | -11.71% | 13.77% | 5.33% |
Correlation
The correlation between GTX and ILF is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2018 | 0.25 |
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Return for Risk
GTX vs. ILF — Risk / Return Rank
GTX
ILF
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.
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.
| GTX | ILF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.56 | ||
| Sortino ratioReturn per unit of downside risk | +4.69 | ||
| Omega ratioGain probability vs. loss probability | 1.86 | 1.30 | +0.56 |
| Calmar ratioReturn relative to maximum drawdown | 12.81 | 2.80 | +10.01 |
| Martin ratioReturn relative to average drawdown | 41.66 | 8.13 | +33.53 |
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Drawdowns
GTX vs. ILF - Drawdown Comparison
The maximum GTX drawdown since its inception was -93.91%, 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.
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Drawdown Indicators
| GTX | ILF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.91% | -67.48% | -26.43% |
Max Drawdown (1Y)Largest decline over 1 year | -19.87% | -13.94% | -5.93% |
Max Drawdown (3Y)Largest decline over 3 years | -26.82% | -23.97% | -2.85% |
Max Drawdown (5Y)Largest decline over 5 years | -31.66% | -29.71% | -1.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.79% | — |
Current DrawdownCurrent decline from peak | -2.48% | -10.90% | +8.42% |
Average DrawdownAverage peak-to-trough decline | -56.15% | -23.91% | -32.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.10% | 4.79% | +1.31% |
Volatility
GTX vs. ILF - Volatility Comparison
Garrett Motion Inc. (GTX) has a higher volatility of 9.94% compared to iShares Latin American 40 ETF (ILF) at 6.53%. This indicates that GTX's price experiences larger fluctuations and is considered to be riskier than ILF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTX | ILF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.94% | 6.53% | +3.41% |
Volatility (6M)Calculated over the trailing 6-month period | 35.36% | 18.37% | +16.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.04% | 22.26% | +25.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.55% | 23.29% | +18.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.00% | 28.35% | +35.65% |
Dividends
GTX vs. ILF - Dividend Comparison
GTX's dividend yield for the trailing twelve months is around 0.89%, less than ILF's 3.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTX Garrett Motion Inc. | 0.89% | 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 | 3.52% | 4.39% | 7.44% | 4.61% | 12.72% | 8.47% | 1.88% | 3.09% | 3.12% | 1.80% | 1.59% | 3.25% |
Frequently Asked Questions
GTX and ILF have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GTX has higher volatility (9.94%) compared to ILF (6.53%). In terms of maximum drawdown, GTX dropped -93.91% vs ILF's -67.48%.
GTX currently has the higher Sharpe Ratio (5.31 vs 1.75), 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.
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