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BIGTX vs. IYW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BIGTX and IYW is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

BIGTX vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Texas Fund (BIGTX) and iShares U.S. Technology ETF (IYW). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
39.00%
677.97%
BIGTX
IYW

Key characteristics

Sharpe Ratio

BIGTX:

0.02

IYW:

0.38

Sortino Ratio

BIGTX:

0.19

IYW:

0.73

Omega Ratio

BIGTX:

1.02

IYW:

1.10

Calmar Ratio

BIGTX:

0.02

IYW:

0.43

Martin Ratio

BIGTX:

0.06

IYW:

1.43

Ulcer Index

BIGTX:

9.21%

IYW:

7.90%

Daily Std Dev

BIGTX:

21.44%

IYW:

29.92%

Max Drawdown

BIGTX:

-44.48%

IYW:

-81.89%

Current Drawdown

BIGTX:

-18.96%

IYW:

-15.91%

Returns By Period

In the year-to-date period, BIGTX achieves a -7.63% return, which is significantly higher than IYW's -12.08% return. Over the past 10 years, BIGTX has underperformed IYW with an annualized return of 3.33%, while IYW has yielded a comparatively higher 18.61% annualized return.


BIGTX

YTD

-7.63%

1M

-3.43%

6M

-10.50%

1Y

-1.55%

5Y*

11.98%

10Y*

3.33%

IYW

YTD

-12.08%

1M

-6.62%

6M

-9.12%

1Y

9.04%

5Y*

20.35%

10Y*

18.61%

*Annualized

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BIGTX vs. IYW - Expense Ratio Comparison

BIGTX has a 1.67% expense ratio, which is higher than IYW's 0.42% expense ratio.


Expense ratio chart for BIGTX: current value is 1.67%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BIGTX: 1.67%
Expense ratio chart for IYW: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYW: 0.42%

Risk-Adjusted Performance

BIGTX vs. IYW — Risk-Adjusted Performance Rank

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

BIGTX
The Risk-Adjusted Performance Rank of BIGTX is 2626
Overall Rank
The Sharpe Ratio Rank of BIGTX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of BIGTX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of BIGTX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of BIGTX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of BIGTX is 2525
Martin Ratio Rank

IYW
The Risk-Adjusted Performance Rank of IYW is 5454
Overall Rank
The Sharpe Ratio Rank of IYW is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of IYW is 5555
Sortino Ratio Rank
The Omega Ratio Rank of IYW is 5353
Omega Ratio Rank
The Calmar Ratio Rank of IYW is 5959
Calmar Ratio Rank
The Martin Ratio Rank of IYW is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BIGTX vs. IYW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Texas Fund (BIGTX) and iShares U.S. Technology ETF (IYW). 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.


The chart of Sharpe ratio for BIGTX, currently valued at 0.02, compared to the broader market-1.000.001.002.003.00
BIGTX: 0.02
IYW: 0.38
The chart of Sortino ratio for BIGTX, currently valued at 0.19, compared to the broader market-2.000.002.004.006.008.00
BIGTX: 0.19
IYW: 0.73
The chart of Omega ratio for BIGTX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.00
BIGTX: 1.02
IYW: 1.10
The chart of Calmar ratio for BIGTX, currently valued at 0.02, compared to the broader market0.002.004.006.008.0010.00
BIGTX: 0.02
IYW: 0.43
The chart of Martin ratio for BIGTX, currently valued at 0.06, compared to the broader market0.0010.0020.0030.0040.0050.00
BIGTX: 0.06
IYW: 1.43

The current BIGTX Sharpe Ratio is 0.02, which is lower than the IYW Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of BIGTX and IYW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.02
0.38
BIGTX
IYW

Dividends

BIGTX vs. IYW - Dividend Comparison

BIGTX's dividend yield for the trailing twelve months is around 0.02%, less than IYW's 0.23% yield.


TTM20242023202220212020201920182017201620152014
BIGTX
The Texas Fund
0.02%0.06%0.05%0.15%0.00%0.07%0.08%0.22%0.00%0.00%0.00%0.00%
IYW
iShares U.S. Technology ETF
0.23%0.21%0.53%0.50%0.31%0.56%0.72%0.91%0.82%1.13%1.12%1.13%

Drawdowns

BIGTX vs. IYW - Drawdown Comparison

The maximum BIGTX drawdown since its inception was -44.48%, smaller than the maximum IYW drawdown of -81.89%. Use the drawdown chart below to compare losses from any high point for BIGTX and IYW. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.96%
-15.91%
BIGTX
IYW

Volatility

BIGTX vs. IYW - Volatility Comparison

The current volatility for The Texas Fund (BIGTX) is 11.83%, while iShares U.S. Technology ETF (IYW) has a volatility of 19.26%. This indicates that BIGTX experiences smaller price fluctuations and is considered to be less risky than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
11.83%
19.26%
BIGTX
IYW