PortfoliosLab logoPortfoliosLab logo
IGV vs. FEPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGV vs. FEPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Expanded Tech-Software Sector ET (IGV) and Fidelity Total Bond Fund (FEPIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IGV vs. FEPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGV
iShares Expanded Tech-Software Sector ET
-24.26%5.56%23.41%58.56%-35.65%12.30%52.86%34.33%12.44%42.16%
FEPIX
Fidelity Total Bond Fund
-0.50%7.45%1.71%6.79%-13.55%-0.46%9.29%9.83%-0.82%4.24%

Returns By Period

In the year-to-date period, IGV achieves a -24.26% return, which is significantly lower than FEPIX's -0.50% return. Over the past 10 years, IGV has outperformed FEPIX with an annualized return of 14.82%, while FEPIX has yielded a comparatively lower 2.43% annualized return.


IGV

1D
3.13%
1M
-1.86%
YTD
-24.26%
6M
-30.40%
1Y
-10.05%
3Y*
9.52%
5Y*
2.75%
10Y*
14.82%

FEPIX

1D
0.53%
1M
-2.35%
YTD
-0.50%
6M
0.44%
1Y
4.14%
3Y*
3.99%
5Y*
0.60%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IGV vs. FEPIX - Expense Ratio Comparison

IGV has a 0.46% expense ratio, which is lower than FEPIX's 0.50% expense ratio.


Return for Risk

IGV vs. FEPIX — Risk / Return Rank

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

IGV
IGV Risk / Return Rank: 66
Overall Rank
IGV Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IGV Sortino Ratio Rank: 66
Sortino Ratio Rank
IGV Omega Ratio Rank: 66
Omega Ratio Rank
IGV Calmar Ratio Rank: 77
Calmar Ratio Rank
IGV Martin Ratio Rank: 66
Martin Ratio Rank

FEPIX
FEPIX Risk / Return Rank: 6060
Overall Rank
FEPIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FEPIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
FEPIX Omega Ratio Rank: 4343
Omega Ratio Rank
FEPIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FEPIX Martin Ratio Rank: 5757
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.

IGV vs. FEPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech-Software Sector ET (IGV) and Fidelity Total Bond Fund (FEPIX). 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.


IGVFEPIXDifference

Sharpe ratio

Return per unit of total volatility

-0.35

1.07

-1.42

Sortino ratio

Return per unit of downside risk

-0.32

1.53

-1.86

Omega ratio

Gain probability vs. loss probability

0.96

1.18

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.31

1.81

-2.12

Martin ratio

Return relative to average drawdown

-0.81

5.50

-6.31

IGV vs. FEPIX - Sharpe Ratio Comparison

The current IGV Sharpe Ratio is -0.35, which is lower than the FEPIX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of IGV and FEPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IGVFEPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.35

1.07

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.11

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.52

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.89

-0.56

Correlation

The correlation between IGV and FEPIX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

IGV vs. FEPIX - Dividend Comparison

IGV has not paid dividends to shareholders, while FEPIX's dividend yield for the trailing twelve months is around 3.97%.


TTM20252024202320222021202020192018201720162015
IGV
iShares Expanded Tech-Software Sector ET
0.00%0.00%0.00%0.01%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%
FEPIX
Fidelity Total Bond Fund
3.97%4.31%3.74%3.74%2.49%1.87%5.17%2.97%3.14%2.92%3.55%3.25%

Drawdowns

IGV vs. FEPIX - Drawdown Comparison

The maximum IGV drawdown since its inception was -63.45%, which is greater than FEPIX's maximum drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for IGV and FEPIX.


Loading graphics...

Drawdown Indicators


IGVFEPIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.45%

-18.40%

-45.05%

Max Drawdown (1Y)

Largest decline over 1 year

-34.72%

-2.86%

-31.86%

Max Drawdown (5Y)

Largest decline over 5 years

-45.85%

-18.40%

-27.45%

Max Drawdown (10Y)

Largest decline over 10 years

-45.85%

-18.40%

-27.45%

Current Drawdown

Current decline from peak

-32.04%

-2.35%

-29.69%

Average Drawdown

Average peak-to-trough decline

-14.37%

-2.48%

-11.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.51%

0.94%

+12.57%

Volatility

IGV vs. FEPIX - Volatility Comparison

iShares Expanded Tech-Software Sector ET (IGV) has a higher volatility of 8.65% compared to Fidelity Total Bond Fund (FEPIX) at 1.58%. This indicates that IGV's price experiences larger fluctuations and is considered to be riskier than FEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IGVFEPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.65%

1.58%

+7.07%

Volatility (6M)

Calculated over the trailing 6-month period

19.69%

2.62%

+17.07%

Volatility (1Y)

Calculated over the trailing 1-year period

28.43%

4.37%

+24.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.10%

5.65%

+21.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.89%

4.71%

+21.18%