AIG vs. FTEC

Last updated Jun 4, 2026

AIG (American International Group, Inc.) is a stock, while FTEC (Fidelity MSCI Information Technology Index ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, AIG returned 4.99%/yr vs 25.57%/yr for FTEC. At a 0.36 correlation, their price movements are largely independent.

Performance

AIG vs. FTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American International Group, Inc. (AIG) and Fidelity MSCI Information Technology Index ETF (FTEC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIG achieves a -14.70% return, which is significantly lower than FTEC's 31.89% return. Over the past 10 years, AIG has underperformed FTEC with an annualized return of 4.99%, while FTEC has yielded a comparatively higher 25.57% annualized return.

AIG

• 1D: -1.69%
• 1M: -6.46%
• YTD: -14.70%
• 6M: -4.81%
• 1Y: -13.29%
• 3Y*: 11.98%
• 5Y*: 8.75%
• 10Y*: 4.99%

FTEC

• 1D: -1.49%
• 1M: 18.21%
• YTD: 31.89%
• 6M: 30.74%
• 1Y: 60.87%
• 3Y*: 33.93%
• 5Y*: 22.49%
• 10Y*: 25.57%

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

AIG vs. FTEC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AIG American International Group, Inc.	-14.70%	20.03%	9.75%	9.79%	13.76%	53.92%	-23.08%	33.58%	-32.09%	-6.86%
FTEC Fidelity MSCI Information Technology Index ETF	31.89%	22.11%	29.40%	53.30%	-29.59%	30.49%	45.83%	48.93%	-0.39%	36.83%

Correlation

The correlation between AIG and FTEC is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.26
Correlation (10Y) Calculated over the trailing 10-year period	0.30
Correlation (All Time) Calculated using the full available price history since Oct 25, 2013	0.36

The correlation between AIG and FTEC shifts across timeframes, from -0.02 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

Return for Risk

AIG vs. FTEC — Risk / Return Rank

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

AIG

AIG Risk / Return Rank: 14
AIG Sharpe Ratio Rank: 16
AIG Sortino Ratio Rank: 17
AIG Omega Ratio Rank: 16
AIG Calmar Ratio Rank: 11
AIG Martin Ratio Rank: 8

FTEC

FTEC Risk / Return Rank: 77
FTEC Sharpe Ratio Rank: 87
FTEC Sortino Ratio Rank: 80
FTEC Omega Ratio Rank: 78
FTEC Calmar Ratio Rank: 73
FTEC Martin Ratio Rank: 65

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.

AIG vs. FTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American International Group, Inc. (AIG) and Fidelity MSCI Information Technology Index ETF (FTEC). 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.

	AIG	FTEC	Difference
Sharpe ratio: Return per unit of total volatility	-0.56	2.97	-3.54
Sortino ratio: Return per unit of downside risk	-0.65	3.65	-4.30
Omega ratio: Gain probability vs. loss probability	0.92	1.48	-0.56
Calmar ratio: Return relative to maximum drawdown	-0.79	3.76	-4.55
Martin ratio: Return relative to average drawdown	-1.37	12.10	-13.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AIG vs. FTEC - Sharpe Ratio Comparison

The current AIG Sharpe Ratio is -0.56, which is lower than the FTEC Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of AIG and FTEC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AIG	FTEC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.56	2.97	-3.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.90	-0.57
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.15	1.04	-0.89
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	0.99	-0.94

Drawdowns

AIG vs. FTEC - Drawdown Comparison

The maximum AIG drawdown since its inception was -99.64%, which is greater than FTEC's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for AIG and FTEC.

Drawdown Indicators

	AIG	FTEC	Difference
Max Drawdown Largest peak-to-trough decline	-99.64%	-34.95%	-64.69%
Max Drawdown (1Y) Largest decline over 1 year	-16.98%	-16.26%	-0.72%
Max Drawdown (3Y) Largest decline over 3 years	-16.98%	-27.30%	+10.32%
Max Drawdown (5Y) Largest decline over 5 years	-26.45%	-34.95%	+8.50%
Max Drawdown (10Y) Largest decline over 10 years	-69.58%	-34.95%	-34.63%
Current Drawdown Current decline from peak	-94.10%	-1.49%	-92.61%
Average Drawdown Average peak-to-trough decline	-51.21%	-5.56%	-45.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.70%	5.05%	+4.65%

Volatility

AIG vs. FTEC - Volatility Comparison

The current volatility for American International Group, Inc. (AIG) is 5.70%, while Fidelity MSCI Information Technology Index ETF (FTEC) has a volatility of 6.43%. This indicates that AIG experiences smaller price fluctuations and is considered to be less risky than FTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIG	FTEC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.70%	6.43%	-0.73%
Volatility (6M) Calculated over the trailing 6-month period	18.27%	16.14%	+2.13%
Volatility (1Y) Calculated over the trailing 1-year period	23.63%	20.63%	+3.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.58%	25.23%	+1.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.59%	24.69%	+7.90%

Dividends

AIG vs. FTEC - Dividend Comparison

AIG's dividend yield for the trailing twelve months is around 2.48%, more than FTEC's 0.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIG American International Group, Inc.	2.48%	2.05%	2.14%	2.07%	2.02%	2.25%	3.38%	2.49%	3.25%	2.15%	1.96%	1.31%
FTEC Fidelity MSCI Information Technology Index ETF	0.32%	0.43%	0.49%	0.77%	0.93%	0.63%	0.83%	1.03%	1.20%	0.96%	1.25%	1.27%

Frequently Asked Questions

Can I hold both AIG and FTEC in my portfolio?

AIG and FTEC have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AIG or FTEC?

FTEC has higher volatility (6.43%) compared to AIG (5.70%). In terms of maximum drawdown, AIG dropped -99.64% vs FTEC's -34.95%.

Which has better risk-adjusted returns?

FTEC currently has the higher Sharpe Ratio (2.97 vs -0.56), 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.