PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FIVG vs. IGV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FIVGIGV
YTD Return9.09%5.25%
1Y Return26.17%47.19%
3Y Return (Ann)4.68%8.09%
5Y Return (Ann)11.19%15.94%
Sharpe Ratio1.402.38
Daily Std Dev18.25%19.63%
Max Drawdown-33.90%-92.69%
Current Drawdown-4.44%-4.31%

Correlation

0.78
-1.001.00

The correlation between FIVG and IGV is 0.78, 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.

Performance

FIVG vs. IGV - Performance Comparison

In the year-to-date period, FIVG achieves a 9.09% return, which is significantly higher than IGV's 5.25% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%120.00%OctoberNovemberDecember2024FebruaryMarch
68.40%
116.75%
FIVG
IGV

Compare stocks, funds, or ETFs


Defiance Next Gen Connectivity ETF

iShares Expanded Tech-Software Sector ET

FIVG vs. IGV - Expense Ratio Comparison

FIVG has a 0.30% expense ratio, which is lower than IGV's 0.46% expense ratio.

IGV
iShares Expanded Tech-Software Sector ET
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

FIVG vs. IGV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Next Gen Connectivity ETF (FIVG) and iShares Expanded Tech-Software Sector ET (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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FIVG
Defiance Next Gen Connectivity ETF
1.40
IGV
iShares Expanded Tech-Software Sector ET
2.38

FIVG vs. IGV - Sharpe Ratio Comparison

The current FIVG Sharpe Ratio is 1.40, which is lower than the IGV Sharpe Ratio of 2.38. The chart below compares the 12-month rolling Sharpe Ratio of FIVG and IGV.


Rolling 12-month Sharpe Ratio0.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
1.40
2.38
FIVG
IGV

Dividends

FIVG vs. IGV - Dividend Comparison

FIVG's dividend yield for the trailing twelve months is around 1.28%, more than IGV's 0.03% yield.


TTM20232022202120202019201820172016201520142013
FIVG
Defiance Next Gen Connectivity ETF
1.28%1.40%1.63%1.17%0.99%0.75%0.00%0.00%0.00%0.00%0.00%0.00%
IGV
iShares Expanded Tech-Software Sector ET
0.03%0.03%0.04%0.00%1.75%0.10%0.80%0.46%4.09%1.11%1.45%1.64%

Drawdowns

FIVG vs. IGV - Drawdown Comparison

The maximum FIVG drawdown since its inception was -33.90%, smaller than the maximum IGV drawdown of -92.69%. The drawdown chart below compares losses from any high point along the way for FIVG and IGV


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-4.44%
-4.31%
FIVG
IGV

Volatility

FIVG vs. IGV - Volatility Comparison

Defiance Next Gen Connectivity ETF (FIVG) and iShares Expanded Tech-Software Sector ET (IGV) have volatilities of 6.27% and 6.35%, 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.


4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
6.27%
6.35%
FIVG
IGV