SVARX vs. IGM
SVARX (Spectrum Low Volatility Fund) and IGM (iShares Expanded Tech Sector ETF) are both funds - SVARX is a Nontraditional Bonds fund managed by Advisors Preferred, while IGM is a Technology Equities fund tracking the S&P North American Expanded Technology Sector Index. Over the past 10 years, SVARX returned 6.01%/yr vs 25.12%/yr for IGM. At a 0.36 correlation, their price movements are largely independent. SVARX charges 2.34%/yr vs 0.39%/yr for IGM.
Performance
SVARX vs. IGM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SVARX achieves a 1.14% return, which is significantly lower than IGM's 27.92% return. Over the past 10 years, SVARX has underperformed IGM with an annualized return of 6.01%, while IGM has yielded a comparatively higher 25.12% annualized return.
SVARX
- 1D
- 0.17%
- 1M
- 0.46%
- YTD
- 1.14%
- 6M
- 1.70%
- 1Y
- 5.86%
- 3Y*
- 6.63%
- 5Y*
- 3.10%
- 10Y*
- 6.01%
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%
SVARX vs. IGM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SVARX Spectrum Low Volatility Fund | 1.14% | 6.22% | 2.60% | 9.67% | -4.35% | 4.10% | 19.50% | 9.42% | -0.99% | 8.25% |
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 SVARX and IGM is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2013 | 0.36 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SVARX vs. IGM — Risk / Return Rank
SVARX
IGM
SVARX vs. IGM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Spectrum Low Volatility Fund (SVARX) 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.
| SVARX | IGM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.42 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 3.43 | -1.21 |
| Martin ratioReturn relative to average drawdown | 5.07 | 11.62 | -6.55 |
Loading charts...
Drawdowns
SVARX vs. IGM - Drawdown Comparison
The maximum SVARX drawdown since its inception was -6.48%, smaller than the maximum IGM drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for SVARX and IGM.
Loading charts...
Drawdown Indicators
| SVARX | IGM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.48% | -65.59% | +59.11% |
Max Drawdown (1Y)Largest decline over 1 year | -2.55% | -16.44% | +13.89% |
Max Drawdown (3Y)Largest decline over 3 years | -2.55% | -26.39% | +23.84% |
Max Drawdown (5Y)Largest decline over 5 years | -6.48% | -40.68% | +34.20% |
Max Drawdown (10Y)Largest decline over 10 years | -6.48% | -40.68% | +34.20% |
Current DrawdownCurrent decline from peak | -1.65% | -3.41% | +1.76% |
Average DrawdownAverage peak-to-trough decline | -1.23% | -15.22% | +13.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 4.85% | -3.73% |
Volatility
SVARX vs. IGM - Volatility Comparison
The current volatility for Spectrum Low Volatility Fund (SVARX) is 0.83%, while iShares Expanded Tech Sector ETF (IGM) has a volatility of 10.54%. This indicates that SVARX 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.
Loading charts...
Volatility by Period
| SVARX | IGM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.83% | 10.54% | -9.71% |
Volatility (6M)Calculated over the trailing 6-month period | 2.20% | 18.42% | -16.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.71% | 22.24% | -19.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.10% | 25.97% | -22.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.68% | 24.70% | -21.02% |
SVARX vs. IGM - Expense Ratio Comparison
SVARX has a 2.34% expense ratio, which is higher than IGM's 0.39% expense ratio.
Dividends
SVARX vs. IGM - Dividend Comparison
SVARX's dividend yield for the trailing twelve months is around 5.88%, more than IGM's 0.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SVARX Spectrum Low Volatility Fund | 5.88% | 5.95% | 9.35% | 3.35% | 0.00% | 5.85% | 0.71% | 4.91% | 2.41% | 6.90% | 9.07% | 3.02% |
Frequently Asked Questions
SVARX and IGM have a correlation of 0.41, 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 SVARX (0.83%). In terms of maximum drawdown, SVARX dropped -6.48% vs IGM's -65.59%.
IGM currently has the higher Sharpe Ratio (2.54 vs 2.09), 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.
Find the right allocation for SVARX and IGM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer