IYG vs. AKRIX

Last updated Apr 2, 2026

Compare and contrast key facts about iShares U.S. Financial Services ETF (IYG) and Akre Focus Fund (AKRIX).

IYG is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Financial Services TR. It was launched on Jun 12, 2000. AKRIX is managed by Akre. It was launched on Aug 31, 2009.

Performance

IYG vs. AKRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Financial Services ETF (IYG) and Akre Focus Fund (AKRIX). The values are adjusted to include any dividend payments, if applicable.

IYG vs. AKRIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IYG iShares U.S. Financial Services ETF	-9.82%	19.85%	31.94%	16.07%	-16.76%	30.36%	0.99%	37.62%	-12.56%	24.47%
AKRIX Akre Focus Fund	0.00%	3.83%	18.27%	28.75%	-22.74%	24.56%	20.70%	35.38%	5.54%	30.87%

Returns By Period

IYG

• 1D: 0.10%
• 1M: -2.91%
• YTD: -9.82%
• 6M: -5.92%
• 1Y: 6.93%
• 3Y*: 19.75%
• 5Y*: 9.12%
• 10Y*: 13.56%

AKRIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IYG vs. AKRIX - Expense Ratio Comparison

IYG has a 0.42% expense ratio, which is lower than AKRIX's 1.04% expense ratio.

AKRIX

Akre Focus Fund

IYG

iShares U.S. Financial Services ETF

Return for Risk

IYG vs. AKRIX — Risk / Return Rank

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

IYG

IYG Risk / Return Rank: 21
IYG Sharpe Ratio Rank: 20
IYG Sortino Ratio Rank: 20
IYG Omega Ratio Rank: 21
IYG Calmar Ratio Rank: 21
IYG Martin Ratio Rank: 21

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.

IYG vs. AKRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Financial Services ETF (IYG) and Akre Focus Fund (AKRIX). 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.

	IYG	AKRIX	Difference
Sharpe ratio Return per unit of total volatility	0.33	—	—
Sortino ratio Return per unit of downside risk	0.58	—	—
Omega ratio Gain probability vs. loss probability	1.09	—	—
Calmar ratio Return relative to maximum drawdown	0.43	—	—
Martin ratio Return relative to average drawdown	1.27	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IYG	AKRIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.33	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	—	—

Correlation

The correlation between IYG and AKRIX is 0.74, 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

IYG vs. AKRIX - Dividend Comparison

IYG's dividend yield for the trailing twelve months is around 1.18%, less than AKRIX's 4.49% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IYG iShares U.S. Financial Services ETF	1.18%	1.00%	1.16%	1.77%	2.07%	1.25%	1.71%	1.59%	1.81%	1.24%	1.28%	1.33%
AKRIX Akre Focus Fund	4.49%	4.49%	4.84%	3.42%	6.49%	3.54%	0.00%	2.92%	0.54%	0.60%	0.18%	0.00%

Drawdowns

Drawdown Indicators

	IYG	AKRIX	Difference
Max Drawdown Largest peak-to-trough decline	-81.84%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-15.90%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.62%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-44.32%	—	—
Current Drawdown Current decline from peak	-12.96%	—	—
Average Drawdown Average peak-to-trough decline	-20.83%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	5.31%	—	—

Volatility

Volatility by Period

	IYG	AKRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.14%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.44%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.88%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.49%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.61%	—	—