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IGM vs. QDIBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGM vs. QDIBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Expanded Tech Sector ETF (IGM) and Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGM vs. QDIBX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

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

IGM
IGM Risk / Return Rank: 7979
Overall Rank
IGM Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IGM Sortino Ratio Rank: 8383
Sortino Ratio Rank
IGM Omega Ratio Rank: 8181
Omega Ratio Rank
IGM Calmar Ratio Rank: 7474
Calmar Ratio Rank
IGM Martin Ratio Rank: 7070
Martin Ratio Rank

QDIBX
QDIBX Risk / Return Rank: 1919
Overall Rank
QDIBX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
QDIBX Sortino Ratio Rank: 2020
Sortino Ratio Rank
QDIBX Omega Ratio Rank: 1919
Omega Ratio Rank
QDIBX Calmar Ratio Rank: 2020
Calmar Ratio Rank
QDIBX Martin Ratio Rank: 1818
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. 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.


IGMQDIBXDifference
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

IGM vs. QDIBX - Sharpe Ratio Comparison

The current IGM Sharpe Ratio is 3.07, which is higher than the QDIBX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of IGM and QDIBX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IGMQDIBXDifference

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


IGMQDIBXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.84%

-1.87%

+1.03%

Average Drawdown

Average peak-to-trough decline

-15.23%

-6.39%

-8.84%

Ulcer Index

Depth 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


IGMQDIBXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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