IVT vs. GEME

Last updated Jun 4, 2026

IVT (Inventrust Properties Corp) is a stock, while GEME (Pacific North of South Global Emerging Markets Equity Active ETF) is Emerging Markets Equities fund actively managed by Pacific AM. Over the past year, IVT returned 21.49% vs 82.30% for GEME. At a 0.10 correlation, their price movements are largely independent.

Performance

IVT vs. GEME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inventrust Properties Corp (IVT) and Pacific North of South Global Emerging Markets Equity Active ETF (GEME). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IVT achieves a 16.40% return, which is significantly lower than GEME's 38.52% return.

IVT

• 1D: -1.00%
• 1M: 3.00%
• YTD: 16.40%
• 6M: 16.80%
• 1Y: 21.49%
• 3Y*: 16.85%
• 5Y*: 97.58%
• 10Y*: 37.65%

GEME

• 1D: -1.23%
• 1M: 10.91%
• YTD: 38.52%
• 6M: 44.89%
• 1Y: 82.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IVT vs. GEME - Yearly Performance Comparison

	2026 (YTD)	2025
IVT Inventrust Properties Corp	16.40%	-0.48%
GEME Pacific North of South Global Emerging Markets Equity Active ETF	38.52%	37.35%

Correlation

The correlation between IVT and GEME is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.01
Correlation (All Time) Calculated using the full available price history since Jan 24, 2025	0.10

Return for Risk

IVT vs. GEME — Risk / Return Rank

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

IVT

IVT Risk / Return Rank: 76
IVT Sharpe Ratio Rank: 78
IVT Sortino Ratio Rank: 74
IVT Omega Ratio Rank: 70
IVT Calmar Ratio Rank: 78
IVT Martin Ratio Rank: 78

GEME

GEME Risk / Return Rank: 93
GEME Sharpe Ratio Rank: 95
GEME Sortino Ratio Rank: 93
GEME Omega Ratio Rank: 94
GEME Calmar Ratio Rank: 92
GEME Martin Ratio Rank: 93

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.

IVT vs. GEME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inventrust Properties Corp (IVT) and Pacific North of South Global Emerging Markets Equity Active ETF (GEME). 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.

	IVT	GEME	Difference
Sharpe ratio: Return per unit of total volatility	1.33	3.90	-2.57
Sortino ratio: Return per unit of downside risk	1.97	4.67	-2.70
Omega ratio: Gain probability vs. loss probability	1.23	1.68	-0.44
Calmar ratio: Return relative to maximum drawdown	2.50	6.15	-3.65
Martin ratio: Return relative to average drawdown	6.05	24.06	-18.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IVT vs. GEME - Sharpe Ratio Comparison

The current IVT Sharpe Ratio is 1.33, which is lower than the GEME Sharpe Ratio of 3.90. The chart below compares the historical Sharpe Ratios of IVT and GEME, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IVT	GEME	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	3.90	-2.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.00	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	2.66	-2.66

Drawdowns

IVT vs. GEME - Drawdown Comparison

The maximum IVT drawdown since its inception was -100.00%, which is greater than GEME's maximum drawdown of -16.86%. Use the drawdown chart below to compare losses from any high point for IVT and GEME.

Drawdown Indicators

	IVT	GEME	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-16.86%	-83.14%
Max Drawdown (1Y) Largest decline over 1 year	-8.63%	-13.46%	+4.83%
Max Drawdown (3Y) Largest decline over 3 years	-15.71%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-74.53%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-99.99%	—	—
Current Drawdown Current decline from peak	-1.93%	-1.23%	-0.70%
Average Drawdown Average peak-to-trough decline	-41.17%	-2.30%	-38.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.56%	3.43%	+0.13%

Volatility

IVT vs. GEME - Volatility Comparison

The current volatility for Inventrust Properties Corp (IVT) is 5.18%, while Pacific North of South Global Emerging Markets Equity Active ETF (GEME) has a volatility of 8.56%. This indicates that IVT experiences smaller price fluctuations and is considered to be less risky than GEME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IVT	GEME	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.18%	8.56%	-3.38%
Volatility (6M) Calculated over the trailing 6-month period	11.07%	17.91%	-6.84%
Volatility (1Y) Calculated over the trailing 1-year period	16.29%	21.23%	-4.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	423.75%	22.95%	+400.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	297,860.16%	22.95%	+297,837.21%

Dividends

IVT vs. GEME - Dividend Comparison

IVT's dividend yield for the trailing twelve months is around 2.96%, less than GEME's 5.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GEME Pacific North of South Global Emerging Markets Equity Active ETF	5.06%	7.01%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IVT Inventrust Properties Corp	2.96%	3.37%	3.00%	3.40%	3.47%	0.82%	1.72%	3.51%	0.00%	1.13%	4.18%	0.77%

Frequently Asked Questions

Can I hold both IVT and GEME in my portfolio?

IVT and GEME have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IVT or GEME?

GEME has higher volatility (8.56%) compared to IVT (5.18%). In terms of maximum drawdown, IVT dropped -100.00% vs GEME's -16.86%.

Which has better risk-adjusted returns?

GEME currently has the higher Sharpe Ratio (3.90 vs 1.33), 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.