IVW vs. IQM
Compare and contrast key facts about iShares S&P 500 Growth ETF (IVW) and Franklin Intelligent Machines ETF (IQM).
IVW and IQM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVW is a passively managed fund by iShares that tracks the performance of the S&P 500/Citigroup Growth Index. It was launched on May 22, 2000. IQM is an actively managed fund by Franklin Templeton. It was launched on Feb 25, 2020.
Performance
IVW vs. IQM - Performance Comparison
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IVW vs. IQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IVW iShares S&P 500 Growth ETF | -6.94% | 21.95% | 35.82% | 29.83% | -29.50% | 31.80% | 40.06% |
IQM Franklin Intelligent Machines ETF | 3.20% | 30.76% | 31.03% | 41.06% | -33.36% | 25.18% | 78.48% |
Returns By Period
In the year-to-date period, IVW achieves a -6.94% return, which is significantly lower than IQM's 3.20% return.
IVW
- 1D
- 1.33%
- 1M
- -4.23%
- YTD
- -6.94%
- 6M
- -5.28%
- 1Y
- 23.09%
- 3Y*
- 22.24%
- 5Y*
- 12.40%
- 10Y*
- 15.78%
IQM
- 1D
- 1.99%
- 1M
- -3.98%
- YTD
- 3.20%
- 6M
- 2.05%
- 1Y
- 57.05%
- 3Y*
- 26.96%
- 5Y*
- 15.40%
- 10Y*
- —
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IVW vs. IQM - Expense Ratio Comparison
IVW has a 0.18% expense ratio, which is lower than IQM's 0.50% expense ratio.
Return for Risk
IVW vs. IQM — Risk / Return Rank
IVW
IQM
IVW vs. IQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Growth ETF (IVW) 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.
| IVW | IQM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.72 | -0.68 |
Sortino ratioReturn per unit of downside risk | 1.61 | 2.33 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.33 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 4.00 | -2.26 |
Martin ratioReturn relative to average drawdown | 6.75 | 12.47 | -5.72 |
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
| IVW | IQM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.72 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.54 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.78 | -0.37 |
Correlation
The correlation between IVW and IQM is 0.89, 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
IVW vs. IQM - Dividend Comparison
IVW's dividend yield for the trailing twelve months is around 0.43%, while IQM has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVW iShares S&P 500 Growth ETF | 0.43% | 0.40% | 0.43% | 1.03% | 0.92% | 0.46% | 0.82% | 1.63% | 1.28% | 1.30% | 1.51% | 1.51% |
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
IVW vs. IQM - Drawdown Comparison
The maximum IVW drawdown since its inception was -57.33%, which is greater than IQM's maximum drawdown of -44.91%. Use the drawdown chart below to compare losses from any high point for IVW and IQM.
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Drawdown Indicators
| IVW | IQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.33% | -44.91% | -12.42% |
Max Drawdown (1Y)Largest decline over 1 year | -13.75% | -14.71% | +0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -32.72% | -44.91% | +12.19% |
Max Drawdown (10Y)Largest decline over 10 years | -32.72% | — | — |
Current DrawdownCurrent decline from peak | -9.07% | -6.86% | -2.21% |
Average DrawdownAverage peak-to-trough decline | -17.72% | -12.55% | -5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 4.72% | -1.17% |
Volatility
IVW vs. IQM - Volatility Comparison
The current volatility for iShares S&P 500 Growth ETF (IVW) is 7.27%, while Franklin Intelligent Machines ETF (IQM) has a volatility of 12.71%. This indicates that IVW 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
| IVW | IQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.27% | 12.71% | -5.44% |
Volatility (6M)Calculated over the trailing 6-month period | 12.67% | 23.53% | -10.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.28% | 33.40% | -11.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.12% | 28.67% | -7.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.54% | 30.73% | -10.19% |