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YYY vs. GTO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YYY vs. GTO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify CEF High Income ETF (YYY) and Invesco Total Return Bond ETF (GTO). The values are adjusted to include any dividend payments, if applicable.

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YYY vs. GTO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YYY
Amplify CEF High Income ETF
-1.10%13.08%11.86%12.98%-21.78%14.13%-0.86%21.87%-10.21%13.86%
GTO
Invesco Total Return Bond ETF
-0.10%7.17%2.63%5.95%-14.77%-0.38%10.86%11.65%-0.26%7.41%

Returns By Period

In the year-to-date period, YYY achieves a -1.10% return, which is significantly lower than GTO's -0.10% return. Over the past 10 years, YYY has outperformed GTO with an annualized return of 5.58%, while GTO has yielded a comparatively lower 3.02% annualized return.


YYY

1D
3.08%
1M
-4.67%
YTD
-1.10%
6M
-0.59%
1Y
9.50%
3Y*
11.08%
5Y*
3.17%
10Y*
5.58%

GTO

1D
0.30%
1M
-1.96%
YTD
-0.10%
6M
0.92%
1Y
4.65%
3Y*
4.30%
5Y*
0.16%
10Y*
3.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YYY vs. GTO - Expense Ratio Comparison

YYY has a 3.23% expense ratio, which is higher than GTO's 0.35% expense ratio.


Return for Risk

YYY vs. GTO — Risk / Return Rank

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

YYY
YYY Risk / Return Rank: 4242
Overall Rank
YYY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
YYY Sortino Ratio Rank: 3737
Sortino Ratio Rank
YYY Omega Ratio Rank: 4848
Omega Ratio Rank
YYY Calmar Ratio Rank: 3737
Calmar Ratio Rank
YYY Martin Ratio Rank: 4646
Martin Ratio Rank

GTO
GTO Risk / Return Rank: 6161
Overall Rank
GTO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
GTO Sortino Ratio Rank: 6363
Sortino Ratio Rank
GTO Omega Ratio Rank: 5858
Omega Ratio Rank
GTO Calmar Ratio Rank: 6767
Calmar Ratio Rank
GTO Martin Ratio Rank: 5353
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.

YYY vs. GTO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CEF High Income ETF (YYY) and Invesco Total Return Bond ETF (GTO). 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.


YYYGTODifference

Sharpe ratio

Return per unit of total volatility

0.73

1.16

-0.43

Sortino ratio

Return per unit of downside risk

1.01

1.58

-0.57

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

0.88

1.68

-0.80

Martin ratio

Return relative to average drawdown

4.11

5.09

-0.99

YYY vs. GTO - Sharpe Ratio Comparison

The current YYY Sharpe Ratio is 0.73, which is lower than the GTO Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of YYY and GTO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


YYYGTODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.16

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.03

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.54

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.51

-0.11

Correlation

The correlation between YYY and GTO is 0.20, 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

YYY vs. GTO - Dividend Comparison

YYY's dividend yield for the trailing twelve months is around 13.06%, more than GTO's 4.78% yield.


TTM20252024202320222021202020192018201720162015
YYY
Amplify CEF High Income ETF
13.06%12.51%12.50%12.39%12.36%9.08%9.79%9.10%9.73%8.16%10.34%10.77%
GTO
Invesco Total Return Bond ETF
4.78%4.70%4.42%4.05%3.47%1.93%4.04%2.97%5.25%2.81%2.57%0.00%

Drawdowns

YYY vs. GTO - Drawdown Comparison

The maximum YYY drawdown since its inception was -42.52%, which is greater than GTO's maximum drawdown of -20.61%. Use the drawdown chart below to compare losses from any high point for YYY and GTO.


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Drawdown Indicators


YYYGTODifference

Max Drawdown

Largest peak-to-trough decline

-42.52%

-20.61%

-21.91%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

-2.94%

-7.76%

Max Drawdown (5Y)

Largest decline over 5 years

-27.92%

-20.61%

-7.31%

Max Drawdown (10Y)

Largest decline over 10 years

-42.52%

-20.61%

-21.91%

Current Drawdown

Current decline from peak

-5.24%

-2.39%

-2.85%

Average Drawdown

Average peak-to-trough decline

-6.91%

-4.85%

-2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

0.97%

+1.34%

Volatility

YYY vs. GTO - Volatility Comparison

Amplify CEF High Income ETF (YYY) has a higher volatility of 5.29% compared to Invesco Total Return Bond ETF (GTO) at 1.58%. This indicates that YYY's price experiences larger fluctuations and is considered to be riskier than GTO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YYYGTODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

1.58%

+3.71%

Volatility (6M)

Calculated over the trailing 6-month period

7.17%

2.32%

+4.85%

Volatility (1Y)

Calculated over the trailing 1-year period

13.10%

4.04%

+9.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.33%

5.69%

+5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.89%

5.57%

+8.32%