QDIBX vs. IGM
QDIBX (Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans) and IGM (iShares Expanded Tech Sector ETF) are both funds - QDIBX is a Intermediate Core Bond fund managed by T. Rowe Price, while IGM is a Technology Equities fund tracking the S&P North American Expanded Technology Sector Index. Over the past 5 years, QDIBX returned 0.04%/yr vs 20.27%/yr for IGM. At a 0.15 correlation, their price movements are largely independent. QDIBX charges 0.03%/yr vs 0.39%/yr for IGM.
Performance
QDIBX vs. IGM - Performance Comparison
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Returns By Period
In the year-to-date period, QDIBX achieves a 0.11% return, which is significantly lower than IGM's 27.17% return.
QDIBX
- 1D
- 0.11%
- 1M
- 0.79%
- YTD
- 0.11%
- 6M
- 0.34%
- 1Y
- 4.19%
- 3Y*
- 4.47%
- 5Y*
- 0.04%
- 10Y*
- —
IGM
- 1D
- -0.29%
- 1M
- 4.46%
- YTD
- 27.17%
- 6M
- 26.06%
- 1Y
- 54.93%
- 3Y*
- 37.32%
- 5Y*
- 20.27%
- 10Y*
- 25.31%
QDIBX vs. IGM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QDIBX Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans | 0.11% | 7.72% | 1.66% | 6.71% | -14.11% | -0.17% | 6.77% | -0.10% |
IGM iShares Expanded Tech Sector ETF | 27.17% | 26.76% | 36.99% | 60.68% | -35.83% | 25.72% | 45.11% | 3.07% |
Correlation
The correlation between QDIBX and IGM is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2019 | 0.15 |
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Return for Risk
QDIBX vs. IGM — Risk / Return Rank
QDIBX
IGM
QDIBX vs. IGM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX) 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.
| QDIBX | IGM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.41 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 3.36 | -1.90 |
| Martin ratioReturn relative to average drawdown | 4.09 | 11.27 | -7.18 |
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Drawdowns
QDIBX vs. IGM - Drawdown Comparison
The maximum QDIBX drawdown since its inception was -19.63%, smaller than the maximum IGM drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for QDIBX and IGM.
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Drawdown Indicators
| QDIBX | IGM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.63% | -65.59% | +45.96% |
Max Drawdown (1Y)Largest decline over 1 year | -2.97% | -16.44% | +13.47% |
Max Drawdown (3Y)Largest decline over 3 years | -5.37% | -26.39% | +21.02% |
Max Drawdown (5Y)Largest decline over 5 years | -19.63% | -40.68% | +21.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.68% | — |
Current DrawdownCurrent decline from peak | -1.65% | -3.97% | +2.32% |
Average DrawdownAverage peak-to-trough decline | -6.35% | -15.21% | +8.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 4.89% | -3.83% |
Volatility
QDIBX vs. IGM - Volatility Comparison
The current volatility for Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX) is 1.01%, while iShares Expanded Tech Sector ETF (IGM) has a volatility of 10.86%. This indicates that QDIBX 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
| QDIBX | IGM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 10.86% | -9.85% |
Volatility (6M)Calculated over the trailing 6-month period | 2.65% | 18.33% | -15.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.73% | 22.49% | -18.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.59% | 26.02% | -19.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.25% | 24.72% | -18.47% |
QDIBX vs. IGM - Expense Ratio Comparison
QDIBX has a 0.03% expense ratio, which is lower than IGM's 0.39% expense ratio.
Dividends
QDIBX vs. IGM - Dividend Comparison
QDIBX's dividend yield for the trailing twelve months is around 3.49%, more than IGM's 0.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGM iShares Expanded Tech Sector ETF | 0.13% | 0.17% | 0.22% | 0.33% | 0.66% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% |
QDIBX Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans | 3.49% | 3.50% | 3.55% | 3.65% | 2.51% | 1.80% | 3.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QDIBX and IGM have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGM has higher volatility (10.86%) compared to QDIBX (1.01%). In terms of maximum drawdown, QDIBX dropped -19.63% vs IGM's -65.59%.
IGM currently has the higher Sharpe Ratio (2.46 vs 1.16), 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.
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