IUSCX vs. IGM

In the year-to-date period, IUSCX achieves a -11.67% return, which is significantly lower than IGM's 0.61% return.

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IUSCX has a 0.75% expense ratio, which is higher than IGM's 0.46% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fisher Investments Institutional Group U.S. Small Cap Equity Fund (IUSCX) and iShares Expanded Tech Sector ETF (IGM). 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.

The current IUSCX Sharpe Ratio is -0.32, which is lower than the IGM Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of IUSCX and IGM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IUSCX's dividend yield for the trailing twelve months is around 0.16%, less than IGM's 0.23% yield.

The maximum IUSCX drawdown since its inception was -37.40%, smaller than the maximum IGM drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for IUSCX and IGM.

Fisher Investments Institutional Group U.S. Small Cap Equity Fund (IUSCX) has a higher volatility of 8.14% compared to iShares Expanded Tech Sector ETF (IGM) at 6.41%. This indicates that IUSCX's price experiences larger fluctuations and is considered to be riskier than IGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.