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BTAL vs. IQM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTAL vs. IQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGF U.S. Market Neutral Anti-Beta Fund (BTAL) and Franklin Intelligent Machines ETF (IQM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTAL achieves a -21.75% return, which is significantly lower than IQM's 35.15% return.


BTAL

1D
3.11%
1M
-7.70%
YTD
-21.75%
6M
-20.50%
1Y
-36.96%
3Y*
-13.01%
5Y*
-5.21%
10Y*
-5.50%

IQM

1D
-6.20%
1M
3.59%
YTD
35.15%
6M
31.71%
1Y
66.07%
3Y*
35.52%
5Y*
20.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTAL vs. IQM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
-21.75%-20.17%12.83%-15.11%20.48%-6.81%-20.57%
IQM
Franklin Intelligent Machines ETF
35.15%30.76%31.03%41.06%-33.36%25.18%76.92%

Correlation

The correlation between BTAL and IQM is -0.84, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.84

Correlation (3Y)
Calculated over the trailing 3-year period

-0.72

Correlation (5Y)
Calculated over the trailing 5-year period

-0.73

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2020

-0.60

Over the past year, the inverse relationship between BTAL and IQM has strengthened: their correlation has moved from -0.60 to -0.84, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

BTAL vs. IQM — Risk / Return Rank

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

BTAL
BTAL Risk / Return Rank: 00
Overall Rank
BTAL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 00
Sortino Ratio Rank
BTAL Omega Ratio Rank: 00
Omega Ratio Rank
BTAL Calmar Ratio Rank: 11
Calmar Ratio Rank
BTAL Martin Ratio Rank: 00
Martin Ratio Rank

IQM
IQM Risk / Return Rank: 7070
Overall Rank
IQM Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IQM Sortino Ratio Rank: 5555
Sortino Ratio Rank
IQM Omega Ratio Rank: 6161
Omega Ratio Rank
IQM Calmar Ratio Rank: 8686
Calmar Ratio Rank
IQM Martin Ratio Rank: 7777
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.

BTAL vs. IQM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AGF U.S. Market Neutral Anti-Beta Fund (BTAL) and Franklin Intelligent Machines ETF (IQM). 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.


BTALIQMDifference
Sharpe ratioReturn per unit of total volatility

-3.74

Sortino ratioReturn per unit of downside risk

-5.06

Omega ratioGain probability vs. loss probability

0.74

1.35

-0.62

Calmar ratioReturn relative to maximum drawdown

-0.98

4.52

-5.50

Martin ratioReturn relative to average drawdown

-1.85

14.13

-15.97

BTAL vs. IQM - Sharpe Ratio Comparison

The current BTAL Sharpe Ratio is -1.62, which is lower than the IQM Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of BTAL and IQM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BTAL vs. IQM - Drawdown Comparison

The maximum BTAL drawdown since its inception was -52.70%, which is greater than IQM's maximum drawdown of -44.91%. Use the drawdown chart below to compare losses from any high point for BTAL and IQM.


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Drawdown Indicators


BTALIQMDifference

Max Drawdown

Largest peak-to-trough decline

-52.70%

-44.91%

-7.79%

Max Drawdown (1Y)

Largest decline over 1 year

-37.81%

-14.71%

-23.10%

Max Drawdown (3Y)

Largest decline over 3 years

-47.83%

-30.42%

-17.41%

Max Drawdown (5Y)

Largest decline over 5 years

-47.83%

-44.91%

-2.92%

Max Drawdown (10Y)

Largest decline over 10 years

-52.70%

Current Drawdown

Current decline from peak

-51.23%

-6.20%

-45.03%

Average Drawdown

Average peak-to-trough decline

-22.05%

-12.18%

-9.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.21%

4.69%

+16.52%

Volatility

BTAL vs. IQM - Volatility Comparison

The current volatility for AGF U.S. Market Neutral Anti-Beta Fund (BTAL) is 9.28%, while Franklin Intelligent Machines ETF (IQM) has a volatility of 15.34%. This indicates that BTAL experiences smaller price fluctuations and is considered to be less risky than IQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTALIQMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.28%

15.34%

-6.06%

Volatility (6M)

Calculated over the trailing 6-month period

16.73%

26.16%

-9.43%

Volatility (1Y)

Calculated over the trailing 1-year period

22.83%

31.47%

-8.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.10%

29.56%

-10.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

31.10%

-13.74%

BTAL vs. IQM - Expense Ratio Comparison

BTAL has a 1.40% expense ratio, which is higher than IQM's 0.50% expense ratio.


Dividends

BTAL vs. IQM - Dividend Comparison

BTAL's dividend yield for the trailing twelve months is around 3.18%, while IQM has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
3.18%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%
IQM
Franklin Intelligent Machines ETF
0.00%0.00%0.00%0.00%0.00%0.17%0.01%0.00%0.00%

Frequently Asked Questions


BTAL and IQM have a correlation of -0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IQM has higher volatility (15.34%) compared to BTAL (9.28%). In terms of maximum drawdown, BTAL dropped -52.70% vs IQM's -44.91%.

On 5-year performance, IQM leads with 20.13% vs -5.21% for BTAL. On fees, IQM is cheaper at 0.50% per year. On volatility, BTAL has been the lower-risk option at 9.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IQM has performed better with a 20.13% return vs -5.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IQM is cheaper with a 0.50% expense ratio, compared with 1.40% for BTAL.

BTAL has the higher dividend yield at 3.18%, compared with 0.00% for IQM.

BTAL is categorized as Equity Market Neutral, while IQM is Large Cap Growth Equities. They also come from different issuers: AGF and Franklin Templeton. Their fees differ too: 1.40% for BTAL and 0.50% for IQM.

IQM currently has the higher Sharpe Ratio (2.11 vs -1.62), 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.

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