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IMTG vs. GNMA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMTG vs. GNMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Agency MBS ETF (IMTG) and iShares GNMA Bond ETF (GNMA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IMTG

1D
0.10%
1M
0.91%
YTD
6M
1Y
3Y*
5Y*
10Y*

GNMA

1D
0.12%
1M
0.97%
YTD
1.44%
6M
1.55%
1Y
5.74%
3Y*
4.36%
5Y*
0.75%
10Y*
1.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMTG vs. GNMA - Yearly Performance Comparison


2026 (YTD)
IMTG
Invesco Agency MBS ETF
-0.35%
GNMA
iShares GNMA Bond ETF
-0.28%

Correlation

The correlation between IMTG and GNMA is 0.89, 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 Feb 25, 2026

0.89

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Return for Risk

IMTG vs. GNMA — Risk / Return Rank

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

IMTG

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


GNMA
GNMA Risk / Return Rank: 4545
Overall Rank
GNMA Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
GNMA Sortino Ratio Rank: 4646
Sortino Ratio Rank
GNMA Omega Ratio Rank: 4040
Omega Ratio Rank
GNMA Calmar Ratio Rank: 5050
Calmar Ratio Rank
GNMA Martin Ratio Rank: 4545
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.

IMTG vs. GNMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Agency MBS ETF (IMTG) and iShares GNMA Bond ETF (GNMA). 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.


IMTGGNMADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

2.20

Martin ratioReturn relative to average drawdown

6.60

IMTG vs. GNMA - Sharpe Ratio Comparison


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Drawdowns

IMTG vs. GNMA - Drawdown Comparison

The maximum IMTG drawdown since its inception was -2.85%, smaller than the maximum GNMA drawdown of -17.09%. Use the drawdown chart below to compare losses from any high point for IMTG and GNMA.


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Drawdown Indicators


IMTGGNMADifference

Max Drawdown

Largest peak-to-trough decline

-2.85%

-17.09%

+14.24%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

Max Drawdown (3Y)

Largest decline over 3 years

-7.12%

Max Drawdown (5Y)

Largest decline over 5 years

-15.83%

Max Drawdown (10Y)

Largest decline over 10 years

-17.09%

Current Drawdown

Current decline from peak

-0.74%

-0.54%

-0.20%

Average Drawdown

Average peak-to-trough decline

-1.38%

-3.65%

+2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

Volatility

IMTG vs. GNMA - Volatility Comparison


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Volatility by Period


IMTGGNMADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

Volatility (6M)

Calculated over the trailing 6-month period

3.29%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

4.26%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.72%

6.63%

-1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.72%

5.14%

-0.42%

IMTG vs. GNMA - Expense Ratio Comparison

IMTG has a 0.22% expense ratio, which is higher than GNMA's 0.15% 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

IMTG vs. GNMA - Dividend Comparison

IMTG's dividend yield for the trailing twelve months is around 1.28%, less than GNMA's 4.20% yield.


PositionTTM20252024202320222021202020192018201720162015
GNMA
iShares GNMA Bond ETF
4.20%4.19%4.15%3.43%2.01%0.64%1.89%2.61%2.41%2.15%1.89%1.50%
IMTG
Invesco Agency MBS ETF
1.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IMTG and GNMA have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GNMA is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GNMA is cheaper with a 0.15% expense ratio, compared with 0.22% for IMTG.

GNMA has the higher dividend yield at 4.20%, compared with 1.28% for IMTG.

They also come from different issuers: Invesco and iShares. Their fees differ too: 0.22% for IMTG and 0.15% for GNMA.

Portfolio Optimizer

Find the right allocation for IMTG and GNMA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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