DHI vs. IGM
DHI (D.R. Horton, Inc.) is a stock, while IGM (iShares Expanded Tech Sector ETF) is Technology Equities fund tracking the S&P North American Expanded Technology Sector Index. Over the past 10 years, DHI returned 20.27%/yr vs 25.20%/yr for IGM. At a 0.44 correlation, their price movements are largely independent.
Performance
DHI vs. IGM - Performance Comparison
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Returns By Period
In the year-to-date period, DHI achieves a 16.60% return, which is significantly lower than IGM's 22.70% return. Over the past 10 years, DHI has underperformed IGM with an annualized return of 20.27%, while IGM has yielded a comparatively higher 25.20% annualized return.
DHI
- 1D
- 0.26%
- 1M
- 14.66%
- YTD
- 16.60%
- 6M
- 14.53%
- 1Y
- 32.68%
- 3Y*
- 12.80%
- 5Y*
- 14.61%
- 10Y*
- 20.27%
IGM
- 1D
- 0.74%
- 1M
- -1.63%
- YTD
- 22.70%
- 6M
- 20.79%
- 1Y
- 44.25%
- 3Y*
- 36.26%
- 5Y*
- 19.29%
- 10Y*
- 25.20%
DHI vs. IGM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DHI D.R. Horton, Inc. | 16.60% | 4.24% | -7.24% | 72.07% | -16.83% | 58.73% | 32.23% | 54.29% | -31.26% | 89.06% |
IGM iShares Expanded Tech Sector ETF | 22.70% | 26.76% | 36.99% | 60.68% | -35.83% | 25.72% | 45.11% | 41.81% | 2.26% | 37.20% |
Correlation
The correlation between DHI and IGM is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2001 | 0.44 |
Over the past year, the correlation between DHI and IGM has dropped to 0.09 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
DHI vs. IGM — Risk / Return Rank
DHI
IGM
DHI vs. IGM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for D.R. Horton, Inc. (DHI) and iShares Expanded Tech Sector ETF (IGM). 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.
| DHI | IGM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.33 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 2.70 | -1.51 |
| Martin ratioReturn relative to average drawdown | 2.06 | 8.95 | -6.89 |
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Drawdowns
DHI vs. IGM - Drawdown Comparison
The maximum DHI drawdown since its inception was -88.84%, which is greater than IGM's maximum drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for DHI and IGM.
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Drawdown Indicators
| DHI | IGM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.84% | -65.59% | -23.25% |
Max Drawdown (1Y)Largest decline over 1 year | -27.56% | -16.44% | -11.12% |
Max Drawdown (3Y)Largest decline over 3 years | -41.28% | -26.39% | -14.89% |
Max Drawdown (5Y)Largest decline over 5 years | -44.45% | -40.68% | -3.77% |
Max Drawdown (10Y)Largest decline over 10 years | -53.62% | -40.68% | -12.94% |
Current DrawdownCurrent decline from peak | -13.56% | -7.35% | -6.21% |
Average DrawdownAverage peak-to-trough decline | -27.90% | -15.21% | -12.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.88% | 4.96% | +10.92% |
Volatility
DHI vs. IGM - Volatility Comparison
D.R. Horton, Inc. (DHI) and iShares Expanded Tech Sector ETF (IGM) have volatilities of 11.27% and 11.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DHI | IGM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.27% | 11.27% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 25.77% | 18.62% | +7.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.44% | 22.70% | +16.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.61% | 26.07% | +9.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.87% | 24.70% | +11.17% |
Dividends
DHI vs. IGM - Dividend Comparison
DHI's dividend yield for the trailing twelve months is around 1.05%, more than IGM's 0.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHI D.R. Horton, Inc. | 1.05% | 1.15% | 0.93% | 0.69% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% |
IGM iShares Expanded Tech Sector ETF | 0.14% | 0.17% | 0.22% | 0.33% | 0.66% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% |
Frequently Asked Questions
DHI and IGM have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGM has higher volatility (11.27%) compared to DHI (11.27%). In terms of maximum drawdown, DHI dropped -88.84% vs IGM's -65.59%.
IGM currently has the higher Sharpe Ratio (1.96 vs 0.83), 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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