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IGM vs. IVT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGM vs. IVT - Performance Comparison

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

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IGM vs. IVT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGM
iShares Expanded Tech Sector ETF
-8.21%26.76%36.99%60.68%-35.83%25.72%45.11%41.81%2.26%37.20%
IVT
Inventrust Properties Corp
8.86%-3.19%23.02%11.01%-10.31%2,399.18%-28.43%3.60%3.33%-26.47%

Returns By Period

In the year-to-date period, IGM achieves a -8.21% return, which is significantly lower than IVT's 8.86% return. Over the past 10 years, IGM has underperformed IVT with an annualized return of 20.88%, while IVT has yielded a comparatively higher 34.33% annualized return.


IGM

1D
4.59%
1M
-4.57%
YTD
-8.21%
6M
-5.83%
1Y
30.94%
3Y*
28.28%
5Y*
14.37%
10Y*
20.88%

IVT

1D
-0.13%
1M
-1.57%
YTD
8.86%
6M
8.20%
1Y
7.24%
3Y*
12.98%
5Y*
94.96%
10Y*
34.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IGM vs. IVT — Risk / Return Rank

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

IGM
IGM Risk / Return Rank: 7171
Overall Rank
IGM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IGM Sortino Ratio Rank: 7474
Sortino Ratio Rank
IGM Omega Ratio Rank: 7171
Omega Ratio Rank
IGM Calmar Ratio Rank: 7676
Calmar Ratio Rank
IGM Martin Ratio Rank: 6868
Martin Ratio Rank

IVT
IVT Risk / Return Rank: 5353
Overall Rank
IVT Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IVT Sortino Ratio Rank: 4747
Sortino Ratio Rank
IVT Omega Ratio Rank: 4646
Omega Ratio Rank
IVT Calmar Ratio Rank: 5757
Calmar Ratio Rank
IVT Martin Ratio Rank: 5858
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.

IGM vs. IVT - Risk-Adjusted Trends Comparison

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


IGMIVTDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.38

+0.78

Sortino ratio

Return per unit of downside risk

1.77

0.67

+1.10

Omega ratio

Gain probability vs. loss probability

1.25

1.08

+0.16

Calmar ratio

Return relative to maximum drawdown

1.87

0.69

+1.18

Martin ratio

Return relative to average drawdown

6.36

1.62

+4.74

IGM vs. IVT - Sharpe Ratio Comparison

The current IGM Sharpe Ratio is 1.16, which is higher than the IVT Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of IGM and IVT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGMIVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.38

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.23

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.00

+0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.00

+0.42

Correlation

The correlation between IGM and IVT is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IGM vs. IVT - Dividend Comparison

IGM's dividend yield for the trailing twelve months is around 0.18%, less than IVT's 3.16% yield.


TTM20252024202320222021202020192018201720162015
IGM
iShares Expanded Tech Sector ETF
0.18%0.17%0.22%0.33%0.66%0.16%0.32%0.50%0.57%0.57%0.90%0.79%
IVT
Inventrust Properties Corp
3.16%3.37%3.00%3.40%3.47%0.82%1.72%3.51%0.00%1.13%4.18%0.77%

Drawdowns

IGM vs. IVT - Drawdown Comparison

The maximum IGM drawdown since its inception was -65.59%, smaller than the maximum IVT drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for IGM and IVT.


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Drawdown Indicators


IGMIVTDifference

Max Drawdown

Largest peak-to-trough decline

-65.59%

-100.00%

+34.41%

Max Drawdown (1Y)

Largest decline over 1 year

-16.44%

-12.65%

-3.79%

Max Drawdown (5Y)

Largest decline over 5 years

-40.68%

-74.53%

+33.85%

Max Drawdown (10Y)

Largest decline over 10 years

-40.68%

-99.99%

+59.31%

Current Drawdown

Current decline from peak

-12.61%

-3.34%

-9.27%

Average Drawdown

Average peak-to-trough decline

-15.32%

-41.75%

+26.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.83%

5.35%

-0.52%

Volatility

IGM vs. IVT - Volatility Comparison

iShares Expanded Tech Sector ETF (IGM) has a higher volatility of 8.30% compared to Inventrust Properties Corp (IVT) at 4.23%. This indicates that IGM's price experiences larger fluctuations and is considered to be riskier than IVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGMIVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

4.23%

+4.07%

Volatility (6M)

Calculated over the trailing 6-month period

16.28%

10.88%

+5.40%

Volatility (1Y)

Calculated over the trailing 1-year period

26.68%

19.12%

+7.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.56%

424.08%

-398.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.41%

297,860.16%

-297,835.75%