IGM vs. QDIBX
IGM (iShares Expanded Tech Sector ETF) and QDIBX (Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans) are both funds - IGM is a Technology Equities fund tracking the S&P North American Technology Sector Index, while QDIBX is a Intermediate Core Bond fund managed by T. Rowe Price. Over the past 5 years, IGM returned 22.04%/yr vs 0.19%/yr for QDIBX. At a 0.15 correlation, their price movements are largely independent. IGM charges 0.46%/yr vs 0.03%/yr for QDIBX.
Performance
IGM vs. QDIBX - Performance Comparison
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Returns By Period
In the year-to-date period, IGM achieves a 31.32% return, which is significantly higher than QDIBX's -0.11% return.
IGM
- 1D
- -0.84%
- 1M
- 16.93%
- YTD
- 31.32%
- 6M
- 29.19%
- 1Y
- 62.26%
- 3Y*
- 39.18%
- 5Y*
- 22.04%
- 10Y*
- 25.19%
QDIBX
- 1D
- 0.00%
- 1M
- 0.22%
- YTD
- -0.11%
- 6M
- -0.20%
- 1Y
- 4.79%
- 3Y*
- 4.40%
- 5Y*
- 0.19%
- 10Y*
- —
IGM vs. QDIBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IGM iShares Expanded Tech Sector ETF | 31.32% | 26.76% | 36.99% | 60.68% | -35.83% | 25.72% | 45.11% | 2.62% |
QDIBX Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans | -0.11% | 7.72% | 1.66% | 6.71% | -14.11% | -0.17% | 6.77% | -0.10% |
Correlation
The correlation between IGM and QDIBX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2019 | 0.15 |
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Return for Risk
IGM vs. QDIBX — Risk / Return Rank
IGM
QDIBX
IGM vs. QDIBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech Sector ETF (IGM) and Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX). 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.
| IGM | QDIBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.23 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | 1.62 | +2.19 |
| Martin ratioReturn relative to average drawdown | 13.36 | 4.93 | +8.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGM | QDIBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.07 | 1.26 | +1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.03 | +0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.16 | +0.32 |
Drawdowns
IGM vs. QDIBX - Drawdown Comparison
The maximum IGM drawdown since its inception was -65.59%, which is greater than QDIBX's maximum drawdown of -19.63%. Use the drawdown chart below to compare losses from any high point for IGM and QDIBX.
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Drawdown Indicators
| IGM | QDIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.59% | -19.63% | -45.96% |
Max Drawdown (1Y)Largest decline over 1 year | -16.44% | -2.97% | -13.47% |
Max Drawdown (3Y)Largest decline over 3 years | -26.39% | -5.37% | -21.02% |
Max Drawdown (5Y)Largest decline over 5 years | -40.68% | -19.63% | -21.05% |
Max Drawdown (10Y)Largest decline over 10 years | -40.68% | — | — |
Current DrawdownCurrent decline from peak | -0.84% | -1.87% | +1.03% |
Average DrawdownAverage peak-to-trough decline | -15.23% | -6.39% | -8.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.67% | 0.97% | +3.70% |
Volatility
IGM vs. QDIBX - Volatility Comparison
iShares Expanded Tech Sector ETF (IGM) has a higher volatility of 6.10% compared to Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX) at 1.32%. This indicates that IGM's price experiences larger fluctuations and is considered to be riskier than QDIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGM | QDIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 1.32% | +4.78% |
Volatility (6M)Calculated over the trailing 6-month period | 16.08% | 2.62% | +13.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.43% | 3.82% | +16.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.68% | 6.59% | +19.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.54% | 6.26% | +18.28% |
IGM vs. QDIBX - Expense Ratio Comparison
IGM has a 0.46% expense ratio, which is higher than QDIBX's 0.03% expense ratio.
Dividends
IGM vs. QDIBX - Dividend Comparison
IGM's dividend yield for the trailing twelve months is around 0.12%, less than QDIBX's 3.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGM iShares Expanded Tech Sector ETF | 0.12% | 0.17% | 0.22% | 0.33% | 0.66% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% |
QDIBX Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans | 3.50% | 3.50% | 3.55% | 3.65% | 2.51% | 1.80% | 3.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IGM and QDIBX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGM has higher volatility (6.10%) compared to QDIBX (1.32%). In terms of maximum drawdown, IGM dropped -65.59% vs QDIBX's -19.63%.
IGM currently has the higher Sharpe Ratio (3.07 vs 1.26), 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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