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OEF vs. IGM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OEF vs. IGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 100 ETF (OEF) and iShares Expanded Tech Sector ETF (IGM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OEF achieves a 8.71% return, which is significantly lower than IGM's 27.92% return. Over the past 10 years, OEF has underperformed IGM with an annualized return of 16.78%, while IGM has yielded a comparatively higher 25.12% annualized return.


OEF

1D
2.03%
1M
0.66%
YTD
8.71%
6M
9.60%
1Y
28.24%
3Y*
23.02%
5Y*
15.42%
10Y*
16.78%

IGM

1D
3.64%
1M
7.10%
YTD
27.92%
6M
29.29%
1Y
56.16%
3Y*
36.48%
5Y*
20.96%
10Y*
25.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OEF vs. IGM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OEF
iShares S&P 100 ETF
8.71%19.80%30.74%32.71%-21.03%29.18%21.21%31.87%-4.16%21.82%
IGM
iShares Expanded Tech Sector ETF
27.92%26.76%36.99%60.68%-35.83%25.72%45.11%41.81%2.26%37.20%

Correlation

The correlation between OEF and IGM is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.91

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

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2001

0.85

The correlation between OEF and IGM has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.

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Return for Risk

OEF vs. IGM — Risk / Return Rank

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

OEF
OEF Risk / Return Rank: 6868
Overall Rank
OEF Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
OEF Sortino Ratio Rank: 7171
Sortino Ratio Rank
OEF Omega Ratio Rank: 7474
Omega Ratio Rank
OEF Calmar Ratio Rank: 5757
Calmar Ratio Rank
OEF Martin Ratio Rank: 6464
Martin Ratio Rank

IGM
IGM Risk / Return Rank: 7878
Overall Rank
IGM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IGM Sortino Ratio Rank: 7979
Sortino Ratio Rank
IGM Omega Ratio Rank: 8080
Omega Ratio Rank
IGM Calmar Ratio Rank: 7474
Calmar Ratio Rank
IGM Martin Ratio Rank: 7070
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.

OEF vs. IGM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OEFIGMDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.39

1.42

-0.03

Calmar ratioReturn relative to maximum drawdown

2.57

3.43

-0.87

Martin ratioReturn relative to average drawdown

10.52

11.62

-1.10

OEF vs. IGM - Sharpe Ratio Comparison

The current OEF Sharpe Ratio is 2.14, which is comparable to the IGM Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of OEF and IGM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OEF vs. IGM - Drawdown Comparison

The maximum OEF drawdown since its inception was -54.11%, smaller than the maximum IGM drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for OEF and IGM.


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Drawdown Indicators


OEFIGMDifference

Max Drawdown

Largest peak-to-trough decline

-54.11%

-65.59%

+11.48%

Max Drawdown (1Y)

Largest decline over 1 year

-11.06%

-16.44%

+5.38%

Max Drawdown (3Y)

Largest decline over 3 years

-19.80%

-26.39%

+6.59%

Max Drawdown (5Y)

Largest decline over 5 years

-26.47%

-40.68%

+14.21%

Max Drawdown (10Y)

Largest decline over 10 years

-31.44%

-40.68%

+9.24%

Current Drawdown

Current decline from peak

-1.67%

-3.41%

+1.74%

Average Drawdown

Average peak-to-trough decline

-11.74%

-15.22%

+3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

4.85%

-2.16%

Volatility

OEF vs. IGM - Volatility Comparison

The current volatility for iShares S&P 100 ETF (OEF) is 4.96%, while iShares Expanded Tech Sector ETF (IGM) has a volatility of 10.54%. This indicates that OEF experiences smaller price fluctuations and is considered to be less risky than IGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OEFIGMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

10.54%

-5.58%

Volatility (6M)

Calculated over the trailing 6-month period

10.42%

18.42%

-8.00%

Volatility (1Y)

Calculated over the trailing 1-year period

13.29%

22.24%

-8.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.79%

25.97%

-8.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.49%

24.70%

-6.21%

OEF vs. IGM - Expense Ratio Comparison

OEF has a 0.20% expense ratio, which is lower than IGM's 0.39% expense ratio.


Dividends

OEF vs. IGM - Dividend Comparison

OEF's dividend yield for the trailing twelve months is around 1.04%, more than IGM's 0.17% yield.


PositionTTM20252024202320222021202020192018201720162015
IGM
iShares Expanded Tech Sector ETF
0.17%0.17%0.22%0.33%0.66%0.16%0.32%0.50%0.57%0.57%0.90%0.79%
OEF
iShares S&P 100 ETF
1.04%0.81%1.03%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%

Frequently Asked Questions


OEF and IGM have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGM has higher volatility (10.54%) compared to OEF (4.96%). In terms of maximum drawdown, OEF dropped -54.11% vs IGM's -65.59%.

On 10-year performance, IGM leads with 25.12% vs 16.78% for OEF. On fees, OEF is cheaper at 0.20% per year. On volatility, OEF has been the lower-risk option at 4.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGM has performed better with a 25.12% return vs 16.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OEF is cheaper with a 0.20% expense ratio, compared with 0.39% for IGM.

OEF has the higher dividend yield at 1.04%, compared with 0.17% for IGM.

OEF is categorized as Large Cap Blend Equities, while IGM is Technology Equities. OEF tracks S&P 100 Index, while IGM tracks S&P North American Expanded Technology Sector Index. Their fees differ too: 0.20% for OEF and 0.39% for IGM.

IGM currently has the higher Sharpe Ratio (2.54 vs 2.14), 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 OEF and IGM

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