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IGM vs. IQM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGM and IQM is 0.85, 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

IGM vs. IQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Expanded Tech Sector ETF (IGM) and Franklin Intelligent Machines ETF (IQM). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%NovemberDecember2025FebruaryMarchApril
138.57%
143.21%
IGM
IQM

Key characteristics

Sharpe Ratio

IGM:

0.44

IQM:

0.30

Sortino Ratio

IGM:

0.80

IQM:

0.66

Omega Ratio

IGM:

1.11

IQM:

1.09

Calmar Ratio

IGM:

0.48

IQM:

0.35

Martin Ratio

IGM:

1.64

IQM:

1.04

Ulcer Index

IGM:

7.70%

IQM:

10.08%

Daily Std Dev

IGM:

28.93%

IQM:

34.70%

Max Drawdown

IGM:

-65.59%

IQM:

-44.91%

Current Drawdown

IGM:

-16.16%

IQM:

-18.43%

Returns By Period

In the year-to-date period, IGM achieves a -10.92% return, which is significantly higher than IQM's -11.63% return.


IGM

YTD

-10.92%

1M

-6.50%

6M

-6.29%

1Y

10.42%

5Y*

18.55%

10Y*

18.31%

IQM

YTD

-11.63%

1M

-4.08%

6M

-7.08%

1Y

7.76%

5Y*

20.92%

10Y*

N/A

*Annualized

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IGM vs. IQM - Expense Ratio Comparison

IGM has a 0.46% expense ratio, which is lower than IQM's 0.50% expense ratio.


Expense ratio chart for IQM: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IQM: 0.50%
Expense ratio chart for IGM: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IGM: 0.46%

Risk-Adjusted Performance

IGM vs. IQM — Risk-Adjusted Performance Rank

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

IGM
The Risk-Adjusted Performance Rank of IGM is 5858
Overall Rank
The Sharpe Ratio Rank of IGM is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of IGM is 5959
Sortino Ratio Rank
The Omega Ratio Rank of IGM is 5757
Omega Ratio Rank
The Calmar Ratio Rank of IGM is 6363
Calmar Ratio Rank
The Martin Ratio Rank of IGM is 5555
Martin Ratio Rank

IQM
The Risk-Adjusted Performance Rank of IQM is 4848
Overall Rank
The Sharpe Ratio Rank of IQM is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of IQM is 5050
Sortino Ratio Rank
The Omega Ratio Rank of IQM is 4949
Omega Ratio Rank
The Calmar Ratio Rank of IQM is 5252
Calmar Ratio Rank
The Martin Ratio Rank of IQM is 4444
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.

IGM vs. IQM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech Sector ETF (IGM) 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.


The chart of Sharpe ratio for IGM, currently valued at 0.44, compared to the broader market-1.000.001.002.003.004.00
IGM: 0.44
IQM: 0.30
The chart of Sortino ratio for IGM, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.00
IGM: 0.80
IQM: 0.66
The chart of Omega ratio for IGM, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
IGM: 1.11
IQM: 1.09
The chart of Calmar ratio for IGM, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.0012.00
IGM: 0.48
IQM: 0.35
The chart of Martin ratio for IGM, currently valued at 1.64, compared to the broader market0.0020.0040.0060.00
IGM: 1.64
IQM: 1.04

The current IGM Sharpe Ratio is 0.44, which is higher than the IQM Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of IGM and IQM, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.44
0.30
IGM
IQM

Dividends

IGM vs. IQM - Dividend Comparison

IGM's dividend yield for the trailing twelve months is around 0.26%, while IQM has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
IGM
iShares Expanded Tech Sector ETF
0.26%0.22%0.52%0.53%0.16%0.32%0.50%0.57%0.57%0.90%0.79%0.88%
IQM
Franklin Intelligent Machines ETF
0.00%0.00%0.00%0.00%0.17%0.01%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IGM vs. IQM - Drawdown Comparison

The maximum IGM drawdown since its inception was -65.59%, which is greater than IQM's maximum drawdown of -44.91%. Use the drawdown chart below to compare losses from any high point for IGM and IQM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.16%
-18.43%
IGM
IQM

Volatility

IGM vs. IQM - Volatility Comparison

The current volatility for iShares Expanded Tech Sector ETF (IGM) is 18.80%, while Franklin Intelligent Machines ETF (IQM) has a volatility of 20.90%. This indicates that IGM 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.80%
20.90%
IGM
IQM