As soon as your dog is trained a "Fetch" command and it grabs the dumbbell from your hands and picks it from the ground on a signal, it is high time to teach the pet to retrieve the item.
The dumbbell is thrown at a distance of half a meter. The dog should bring the dumbbell back at a command "Fetch". Tell "Come" if the dog doesn't retrieve the object. If there is still no response, say "Come" and run off the dog. This action attracts its attention and the dog will come up. Take the dumbbell, praise and reward the dog with a treat.
Increase the distance of dog dumbbell throwing constantly. Repeat this exercise until it becomes automatic.