ITOT vs. IQM
Compare and contrast key facts about iShares Core S&P Total U.S. Stock Market ETF (ITOT) and Franklin Intelligent Machines ETF (IQM).
ITOT and IQM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004. IQM is an actively managed fund by Franklin Templeton. It was launched on Feb 25, 2020.
Performance
ITOT vs. IQM - Performance Comparison
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ITOT vs. IQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | -3.15% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 30.57% |
IQM Franklin Intelligent Machines ETF | 3.22% | 30.76% | 31.03% | 41.06% | -33.36% | 25.18% | 78.48% |
Returns By Period
In the year-to-date period, ITOT achieves a -3.15% return, which is significantly lower than IQM's 3.22% return.
ITOT
- 1D
- 0.16%
- 1M
- -3.24%
- YTD
- -3.15%
- 6M
- -1.32%
- 1Y
- 17.82%
- 3Y*
- 18.06%
- 5Y*
- 10.65%
- 10Y*
- 13.71%
IQM
- 1D
- 0.02%
- 1M
- -0.85%
- YTD
- 3.22%
- 6M
- 1.44%
- 1Y
- 53.79%
- 3Y*
- 27.23%
- 5Y*
- 15.41%
- 10Y*
- —
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ITOT vs. IQM - Expense Ratio Comparison
ITOT has a 0.03% expense ratio, which is lower than IQM's 0.50% expense ratio.
Return for Risk
ITOT vs. IQM — Risk / Return Rank
ITOT
IQM
ITOT vs. IQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market ETF (ITOT) and Franklin Intelligent Machines ETF (IQM). 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.
| ITOT | IQM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.62 | -0.66 |
Sortino ratioReturn per unit of downside risk | 1.47 | 2.23 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.31 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 3.88 | -2.37 |
Martin ratioReturn relative to average drawdown | 7.10 | 12.05 | -4.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITOT | IQM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.62 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.54 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.78 | -0.25 |
Correlation
The correlation between ITOT and IQM is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ITOT vs. IQM - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 1.12%, while IQM has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.12% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
IQM Franklin Intelligent Machines ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.17% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ITOT vs. IQM - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.20%, which is greater than IQM's maximum drawdown of -44.91%. Use the drawdown chart below to compare losses from any high point for ITOT and IQM.
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Drawdown Indicators
| ITOT | IQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -44.91% | -10.29% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -14.71% | +5.81% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -44.91% | +19.55% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | — | — |
Current DrawdownCurrent decline from peak | -5.36% | -6.84% | +1.48% |
Average DrawdownAverage peak-to-trough decline | -7.02% | -12.55% | +5.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 4.74% | -2.11% |
Volatility
ITOT vs. IQM - Volatility Comparison
The current volatility for iShares Core S&P Total U.S. Stock Market ETF (ITOT) is 5.43%, while Franklin Intelligent Machines ETF (IQM) has a volatility of 12.54%. This indicates that ITOT experiences smaller price fluctuations and is considered to be less risky than IQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITOT | IQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 12.54% | -7.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 23.50% | -13.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.68% | 33.39% | -14.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 28.66% | -11.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 30.72% | -12.48% |