OEF vs. IQM
Compare and contrast key facts about iShares S&P 100 ETF (OEF) and Franklin Intelligent Machines ETF (IQM).
OEF and IQM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. OEF is a passively managed fund by iShares that tracks the performance of the S&P 100 Index. It was launched on Oct 23, 2000. IQM is an actively managed fund by Franklin Templeton. It was launched on Feb 25, 2020.
Performance
OEF vs. IQM - Performance Comparison
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OEF vs. IQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | -6.33% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 31.03% |
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, OEF achieves a -6.33% return, which is significantly lower than IQM's 3.20% return.
OEF
- 1D
- 0.72%
- 1M
- -4.08%
- YTD
- -6.33%
- 6M
- -3.65%
- 1Y
- 19.18%
- 3Y*
- 20.95%
- 5Y*
- 13.32%
- 10Y*
- 15.05%
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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OEF vs. IQM - Expense Ratio Comparison
OEF has a 0.20% expense ratio, which is lower than IQM's 0.50% expense ratio.
Return for Risk
OEF vs. IQM — Risk / Return Rank
OEF
IQM
OEF vs. IQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) 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.
| OEF | IQM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.72 | -0.72 |
Sortino ratioReturn per unit of downside risk | 1.54 | 2.33 | -0.78 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.33 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 4.00 | -2.37 |
Martin ratioReturn relative to average drawdown | 6.46 | 12.47 | -6.01 |
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
| OEF | IQM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.72 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.54 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.78 | -0.37 |
Correlation
The correlation between OEF and IQM is 0.84, 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
OEF vs. IQM - Dividend Comparison
OEF's dividend yield for the trailing twelve months is around 0.98%, while IQM has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 0.98% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
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
OEF vs. IQM - Drawdown Comparison
The maximum OEF drawdown since its inception was -54.11%, which is greater than IQM's maximum drawdown of -44.91%. Use the drawdown chart below to compare losses from any high point for OEF and IQM.
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Drawdown Indicators
| OEF | IQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.11% | -44.91% | -9.20% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -14.71% | +2.78% |
Max Drawdown (5Y)Largest decline over 5 years | -26.47% | -44.91% | +18.44% |
Max Drawdown (10Y)Largest decline over 10 years | -31.44% | — | — |
Current DrawdownCurrent decline from peak | -7.55% | -6.86% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -11.83% | -12.55% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 4.72% | -1.71% |
Volatility
OEF vs. IQM - Volatility Comparison
The current volatility for iShares S&P 100 ETF (OEF) is 5.64%, while Franklin Intelligent Machines ETF (IQM) has a volatility of 12.71%. This indicates that OEF 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
| OEF | IQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 12.71% | -7.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.10% | 23.53% | -13.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.35% | 33.40% | -14.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.69% | 28.67% | -10.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 30.73% | -12.32% |