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IGM vs. SVARX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGM vs. SVARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Expanded Tech Sector ETF (IGM) and Spectrum Low Volatility Fund (SVARX). 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 27.92% return, which is significantly higher than SVARX's 1.14% return. Over the past 10 years, IGM has outperformed SVARX with an annualized return of 25.12%, while SVARX has yielded a comparatively lower 6.01% annualized return.


IGM

1D
3.64%
1M
7.10%
YTD
27.92%
6M
29.29%
1Y
56.16%
3Y*
36.48%
5Y*
20.96%
10Y*
25.12%

SVARX

1D
0.17%
1M
0.46%
YTD
1.14%
6M
1.70%
1Y
5.86%
3Y*
6.63%
5Y*
3.10%
10Y*
6.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGM vs. SVARX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGM
iShares Expanded Tech Sector ETF
27.92%26.76%36.99%60.68%-35.83%25.72%45.11%41.81%2.26%37.20%
SVARX
Spectrum Low Volatility Fund
1.14%6.22%2.60%9.67%-4.35%4.10%19.50%9.42%-0.99%8.25%

Correlation

The correlation between IGM and SVARX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2013

0.36

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Return for Risk

IGM vs. SVARX — Risk / Return Rank

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

IGM
IGM Risk / Return Rank: 7878
Overall Rank
IGM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IGM Sortino Ratio Rank: 7979
Sortino Ratio Rank
IGM Omega Ratio Rank: 8080
Omega Ratio Rank
IGM Calmar Ratio Rank: 7474
Calmar Ratio Rank
IGM Martin Ratio Rank: 7070
Martin Ratio Rank

SVARX
SVARX Risk / Return Rank: 5656
Overall Rank
SVARX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SVARX Sortino Ratio Rank: 6262
Sortino Ratio Rank
SVARX Omega Ratio Rank: 7878
Omega Ratio Rank
SVARX Calmar Ratio Rank: 4343
Calmar Ratio Rank
SVARX Martin Ratio Rank: 2424
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. SVARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech Sector ETF (IGM) and Spectrum Low Volatility Fund (SVARX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IGMSVARXDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.42

1.44

-0.02

Calmar ratioReturn relative to maximum drawdown

3.43

2.22

+1.21

Martin ratioReturn relative to average drawdown

11.62

5.07

+6.55

IGM vs. SVARX - Sharpe Ratio Comparison

The current IGM Sharpe Ratio is 2.54, which is comparable to the SVARX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of IGM and SVARX, 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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Drawdowns

IGM vs. SVARX - Drawdown Comparison

The maximum IGM drawdown since its inception was -65.59%, which is greater than SVARX's maximum drawdown of -6.48%. Use the drawdown chart below to compare losses from any high point for IGM and SVARX.


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Drawdown Indicators


IGMSVARXDifference

Max Drawdown

Largest peak-to-trough decline

-65.59%

-6.48%

-59.11%

Max Drawdown (1Y)

Largest decline over 1 year

-16.44%

-2.55%

-13.89%

Max Drawdown (3Y)

Largest decline over 3 years

-26.39%

-2.55%

-23.84%

Max Drawdown (5Y)

Largest decline over 5 years

-40.68%

-6.48%

-34.20%

Max Drawdown (10Y)

Largest decline over 10 years

-40.68%

-6.48%

-34.20%

Current Drawdown

Current decline from peak

-3.41%

-1.65%

-1.76%

Average Drawdown

Average peak-to-trough decline

-15.22%

-1.23%

-13.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.85%

1.12%

+3.73%

Volatility

IGM vs. SVARX - Volatility Comparison

iShares Expanded Tech Sector ETF (IGM) has a higher volatility of 10.54% compared to Spectrum Low Volatility Fund (SVARX) at 0.83%. This indicates that IGM's price experiences larger fluctuations and is considered to be riskier than SVARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGMSVARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.54%

0.83%

+9.71%

Volatility (6M)

Calculated over the trailing 6-month period

18.42%

2.20%

+16.22%

Volatility (1Y)

Calculated over the trailing 1-year period

22.24%

2.71%

+19.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.97%

3.10%

+22.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.70%

3.68%

+21.02%

IGM vs. SVARX - Expense Ratio Comparison

IGM has a 0.39% expense ratio, which is lower than SVARX's 2.34% expense ratio.


Dividends

IGM vs. SVARX - Dividend Comparison

IGM's dividend yield for the trailing twelve months is around 0.17%, less than SVARX's 5.88% yield.


PositionTTM20252024202320222021202020192018201720162015
IGM
iShares Expanded Tech Sector ETF
0.17%0.17%0.22%0.33%0.66%0.16%0.32%0.50%0.57%0.57%0.90%0.79%
SVARX
Spectrum Low Volatility Fund
5.88%5.95%9.35%3.35%0.00%5.85%0.71%4.91%2.41%6.90%9.07%3.02%

Frequently Asked Questions


IGM and SVARX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGM has higher volatility (10.54%) compared to SVARX (0.83%). In terms of maximum drawdown, IGM dropped -65.59% vs SVARX's -6.48%.

IGM currently has the higher Sharpe Ratio (2.54 vs 2.09), 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.

Portfolio Optimizer

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