PortfoliosLab logoPortfoliosLab logo
IMCB vs. SGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMCB vs. SGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Mid-Cap ETF (IMCB) and iShares 0-3 Month Treasury Bond ETF (SGOV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IMCB achieves a 15.00% return, which is significantly higher than SGOV's 1.50% return.


IMCB

1D
1.17%
1M
4.93%
YTD
15.00%
6M
15.90%
1Y
24.63%
3Y*
17.94%
5Y*
9.00%
10Y*
11.35%

SGOV

1D
0.00%
1M
0.29%
YTD
1.50%
6M
1.80%
1Y
3.95%
3Y*
4.72%
5Y*
3.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMCB vs. SGOV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IMCB
iShares Morningstar Mid-Cap ETF
15.00%10.25%15.10%16.37%-16.09%22.81%29.09%
SGOV
iShares 0-3 Month Treasury Bond ETF
1.50%4.24%5.27%5.12%1.58%0.04%0.05%

Correlation

The correlation between IMCB and SGOV is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

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

-0.01

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

-0.01

Correlation (All Time)
Calculated using the full available price history since May 29, 2020

-0.03

Compare stocks, funds, or ETFs

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


Return for Risk

IMCB vs. SGOV — Risk / Return Rank

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

IMCB
IMCB Risk / Return Rank: 5959
Overall Rank
IMCB Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IMCB Sortino Ratio Rank: 5757
Sortino Ratio Rank
IMCB Omega Ratio Rank: 5454
Omega Ratio Rank
IMCB Calmar Ratio Rank: 6161
Calmar Ratio Rank
IMCB Martin Ratio Rank: 6666
Martin Ratio Rank

SGOV
SGOV Risk / Return Rank: 100100
Overall Rank
SGOV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SGOV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SGOV Omega Ratio Rank: 100100
Omega Ratio Rank
SGOV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SGOV Martin Ratio Rank: 100100
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.

IMCB vs. SGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Mid-Cap ETF (IMCB) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.


IMCBSGOVDifference

Sharpe ratio

Return per unit of total volatility

1.94

20.28

-18.34

Sortino ratio

Return per unit of downside risk

2.75

275.69

-272.94

Omega ratio

Gain probability vs. loss probability

1.34

195.55

-194.21

Calmar ratio

Return relative to maximum drawdown

3.08

399.50

-396.41

Martin ratio

Return relative to average drawdown

12.25

4,485.48

-4,473.23

IMCB vs. SGOV - Sharpe Ratio Comparison

The current IMCB Sharpe Ratio is 1.94, which is lower than the SGOV Sharpe Ratio of 20.28. The chart below compares the historical Sharpe Ratios of IMCB and SGOV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IMCBSGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

20.28

-18.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

14.72

-14.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

12.48

-11.98

Drawdowns

IMCB vs. SGOV - Drawdown Comparison

The maximum IMCB drawdown since its inception was -58.80%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for IMCB and SGOV.


Loading charts...

Drawdown Indicators


IMCBSGOVDifference

Max Drawdown

Largest peak-to-trough decline

-58.80%

-0.03%

-58.77%

Max Drawdown (1Y)

Largest decline over 1 year

-8.05%

-0.01%

-8.04%

Max Drawdown (3Y)

Largest decline over 3 years

-19.80%

-0.01%

-19.79%

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

-0.03%

-25.12%

Max Drawdown (10Y)

Largest decline over 10 years

-40.99%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.73%

-0.00%

-7.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

0.00%

+2.03%

Volatility

IMCB vs. SGOV - Volatility Comparison

iShares Morningstar Mid-Cap ETF (IMCB) has a higher volatility of 3.37% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that IMCB's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IMCBSGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

0.05%

+3.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

0.13%

+9.48%

Volatility (1Y)

Calculated over the trailing 1-year period

12.75%

0.20%

+12.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.57%

0.24%

+17.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

0.24%

+19.41%

IMCB vs. SGOV - Expense Ratio Comparison

IMCB has a 0.04% expense ratio, which is lower than SGOV's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IMCB vs. SGOV - Dividend Comparison

IMCB's dividend yield for the trailing twelve months is around 1.21%, less than SGOV's 3.86% yield.


PositionTTM20252024202320222021202020192018201720162015
IMCB
iShares Morningstar Mid-Cap ETF
1.21%1.42%1.43%1.55%1.70%1.08%1.12%1.32%1.80%1.31%1.79%1.47%
SGOV
iShares 0-3 Month Treasury Bond ETF
3.86%4.10%5.10%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IMCB and SGOV have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMCB has higher volatility (3.37%) compared to SGOV (0.05%). In terms of maximum drawdown, IMCB dropped -58.80% vs SGOV's -0.03%.

On 5-year performance, IMCB leads with 9.00% vs 3.53% for SGOV. On fees, IMCB is cheaper at 0.04% per year. On volatility, SGOV has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IMCB has performed better with a 9.00% return vs 3.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IMCB is cheaper with a 0.04% expense ratio, compared with 0.09% for SGOV.

SGOV has the higher dividend yield at 3.86%, compared with 1.21% for IMCB.

IMCB is categorized as Mid Cap Blend Equities, while SGOV is Ultrashort Bond. IMCB tracks IMCB-US - Morningstar U.S. Mid Cap Index, while SGOV tracks ICE 0-3 Month US Treasury Securities Index. Their fees differ too: 0.04% for IMCB and 0.09% for SGOV.

SGOV currently has the higher Sharpe Ratio (20.28 vs 1.94), 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

Find the right allocation for IMCB and SGOV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer