IGV vs. DRGTX
IGV (iShares Expanded Tech-Software Sector ETF) and DRGTX (Virtus Technology Fund) are both Technology Equities funds. Over the past 10 years, IGV returned 15.70%/yr vs 24.09%/yr for DRGTX. Their correlation of 0.86 suggests significant overlap in exposure. IGV charges 0.39%/yr vs 1.16%/yr for DRGTX.
Performance
IGV vs. DRGTX - Performance Comparison
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Returns By Period
In the year-to-date period, IGV achieves a -17.37% return, which is significantly lower than DRGTX's 26.58% return. Over the past 10 years, IGV has underperformed DRGTX with an annualized return of 15.70%, while DRGTX has yielded a comparatively higher 24.09% annualized return.
IGV
- 1D
- 0.01%
- 1M
- -7.10%
- YTD
- -17.37%
- 6M
- -19.19%
- 1Y
- -17.89%
- 3Y*
- 9.05%
- 5Y*
- 2.37%
- 10Y*
- 15.70%
DRGTX
- 1D
- -0.26%
- 1M
- 5.75%
- YTD
- 26.58%
- 6M
- 24.87%
- 1Y
- 51.41%
- 3Y*
- 34.71%
- 5Y*
- 16.68%
- 10Y*
- 24.09%
IGV vs. DRGTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGV iShares Expanded Tech-Software Sector ETF | -17.37% | 5.56% | 23.41% | 58.56% | -35.65% | 12.30% | 52.86% | 34.33% | 12.44% | 42.16% |
DRGTX Virtus Technology Fund | 26.58% | 25.10% | 35.67% | 65.59% | -42.58% | 12.14% | 70.02% | 29.46% | 5.06% | 47.17% |
Correlation
The correlation between IGV and DRGTX is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.86 |
Over the past year, the correlation between IGV and DRGTX has dropped to 0.65 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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Return for Risk
IGV vs. DRGTX — Risk / Return Rank
IGV
DRGTX
IGV vs. DRGTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech-Software Sector ETF (IGV) and Virtus Technology Fund (DRGTX). 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.
| IGV | DRGTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.87 | ||
| Sortino ratioReturn per unit of downside risk | -3.54 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.37 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 2.59 | -3.08 |
| Martin ratioReturn relative to average drawdown | -1.00 | 7.89 | -8.89 |
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Drawdowns
IGV vs. DRGTX - Drawdown Comparison
The maximum IGV drawdown since its inception was -63.45%, smaller than the maximum DRGTX drawdown of -83.33%. Use the drawdown chart below to compare losses from any high point for IGV and DRGTX.
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Drawdown Indicators
| IGV | DRGTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.45% | -83.33% | +19.88% |
Max Drawdown (1Y)Largest decline over 1 year | -36.61% | -20.78% | -15.83% |
Max Drawdown (3Y)Largest decline over 3 years | -36.61% | -29.46% | -7.15% |
Max Drawdown (5Y)Largest decline over 5 years | -45.85% | -49.05% | +3.20% |
Max Drawdown (10Y)Largest decline over 10 years | -45.85% | -49.05% | +3.20% |
Current DrawdownCurrent decline from peak | -25.85% | -3.56% | -22.29% |
Average DrawdownAverage peak-to-trough decline | -14.46% | -29.90% | +15.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.94% | 6.81% | +11.13% |
Volatility
IGV vs. DRGTX - Volatility Comparison
iShares Expanded Tech-Software Sector ETF (IGV) has a higher volatility of 12.71% compared to Virtus Technology Fund (DRGTX) at 11.11%. This indicates that IGV's price experiences larger fluctuations and is considered to be riskier than DRGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGV | DRGTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.71% | 11.11% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 24.86% | 19.39% | +5.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.27% | 24.13% | +4.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.97% | 28.85% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.38% | 27.07% | -0.69% |
IGV vs. DRGTX - Expense Ratio Comparison
IGV has a 0.39% expense ratio, which is lower than DRGTX's 1.16% expense ratio.
Dividends
IGV vs. DRGTX - Dividend Comparison
IGV's dividend yield for the trailing twelve months is around 0.02%, less than DRGTX's 1.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRGTX Virtus Technology Fund | 1.98% | 2.51% | 0.00% | 0.00% | 18.86% | 28.27% | 16.84% | 17.12% | 21.77% | 16.26% | 5.15% | 15.96% |
IGV iShares Expanded Tech-Software Sector ETF | 0.02% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.35% | 0.02% | 0.16% | 0.09% | 0.82% | 0.22% |
Frequently Asked Questions
IGV and DRGTX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGV has higher volatility (12.71%) compared to DRGTX (11.11%). In terms of maximum drawdown, IGV dropped -63.45% vs DRGTX's -83.33%.
DRGTX currently has the higher Sharpe Ratio (2.24 vs -0.64), 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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