DRGTX vs. IGV
DRGTX (Virtus Technology Fund) and IGV (iShares Expanded Tech-Software Sector ETF) are both Technology Equities funds. Over the past 10 years, DRGTX returned 23.06%/yr vs 15.79%/yr for IGV. Their correlation of 0.86 suggests significant overlap in exposure. DRGTX charges 1.16%/yr vs 0.39%/yr for IGV.
Performance
DRGTX vs. IGV - Performance Comparison
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Returns By Period
In the year-to-date period, DRGTX achieves a 23.52% return, which is significantly higher than IGV's -11.39% return. Over the past 10 years, DRGTX has outperformed IGV with an annualized return of 23.06%, while IGV has yielded a comparatively lower 15.79% annualized return.
DRGTX
- 1D
- -2.20%
- 1M
- 0.95%
- 6M
- 21.04%
- YTD
- 23.52%
- 1Y
- 41.36%
- 3Y*
- 31.33%
- 5Y*
- 15.77%
- 10Y*
- 23.06%
IGV
- 1D
- 1.00%
- 1M
- 3.25%
- 6M
- -9.39%
- YTD
- -11.39%
- 1Y
- -14.12%
- 3Y*
- 9.29%
- 5Y*
- 3.84%
- 10Y*
- 15.79%
DRGTX vs. IGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRGTX Virtus Technology Fund | 23.52% | 25.10% | 35.67% | 65.59% | -42.58% | 12.14% | 70.02% | 29.46% | 5.06% | 47.17% |
IGV iShares Expanded Tech-Software Sector ETF | -11.39% | 5.56% | 23.41% | 58.56% | -35.65% | 12.30% | 52.86% | 34.33% | 12.44% | 42.16% |
Correlation
The correlation between DRGTX and IGV is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.86 |
Over the past year, the correlation between DRGTX and IGV has dropped to 0.60 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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Return for Risk
DRGTX vs. IGV — Risk / Return Rank
DRGTX
IGV
DRGTX vs. IGV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Technology Fund (DRGTX) and iShares Expanded Tech-Software Sector ETF (IGV). 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.
| DRGTX | IGV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.18 | ||
| Sortino ratioReturn per unit of downside risk | +2.74 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.94 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | -0.39 | +2.41 |
| Martin ratioReturn relative to average drawdown | 6.03 | -0.76 | +6.79 |
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Drawdowns
DRGTX vs. IGV - Drawdown Comparison
The maximum DRGTX drawdown since its inception was -83.33%, which is greater than IGV's maximum drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for DRGTX and IGV.
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Drawdown Indicators
| DRGTX | IGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.33% | -63.45% | -19.88% |
Max Drawdown (1Y)Largest decline over 1 year | -20.78% | -36.61% | +15.83% |
Max Drawdown (3Y)Largest decline over 3 years | -29.46% | -36.61% | +7.15% |
Max Drawdown (5Y)Largest decline over 5 years | -49.05% | -45.85% | -3.20% |
Max Drawdown (10Y)Largest decline over 10 years | -49.05% | -45.85% | -3.20% |
Current DrawdownCurrent decline from peak | -5.89% | -20.50% | +14.61% |
Average DrawdownAverage peak-to-trough decline | -29.86% | -14.48% | -15.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.95% | 18.70% | -11.75% |
Volatility
DRGTX vs. IGV - Volatility Comparison
Virtus Technology Fund (DRGTX) has a higher volatility of 10.24% compared to iShares Expanded Tech-Software Sector ETF (IGV) at 8.01%. This indicates that DRGTX's price experiences larger fluctuations and is considered to be riskier than IGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRGTX | IGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.24% | 8.01% | +2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 20.61% | 25.35% | -4.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.02% | 28.70% | -3.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.04% | 28.10% | +0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.11% | 26.41% | +0.70% |
DRGTX vs. IGV - Expense Ratio Comparison
DRGTX has a 1.16% expense ratio, which is higher than IGV's 0.39% expense ratio.
Dividends
DRGTX vs. IGV - Dividend Comparison
DRGTX's dividend yield for the trailing twelve months is around 2.03%, more than IGV's 0.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRGTX Virtus Technology Fund | 2.03% | 2.51% | 0.00% | 0.00% | 18.86% | 28.27% | 16.84% | 17.12% | 21.77% | 16.26% | 5.15% | 15.96% |
IGV iShares Expanded Tech-Software Sector ETF | 0.02% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.35% | 0.02% | 0.16% | 0.09% | 0.82% | 0.22% |
Frequently Asked Questions
DRGTX and IGV have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRGTX has higher volatility (10.24%) compared to IGV (8.01%). In terms of maximum drawdown, DRGTX dropped -83.33% vs IGV's -63.45%.
DRGTX currently has the higher Sharpe Ratio (1.68 vs -0.49), 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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