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FCPGX vs. IWV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCPGX vs. IWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Small Cap Growth Fund (FCPGX) and iShares Russell 3000 ETF (IWV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCPGX achieves a 17.99% return, which is significantly higher than IWV's 11.36% return. Both investments have delivered pretty close results over the past 10 years, with FCPGX having a 14.76% annualized return and IWV not far ahead at 14.85%.


FCPGX

1D
-0.48%
1M
1.35%
YTD
17.99%
6M
14.58%
1Y
37.19%
3Y*
20.62%
5Y*
8.07%
10Y*
14.76%

IWV

1D
0.52%
1M
4.56%
YTD
11.36%
6M
11.08%
1Y
28.12%
3Y*
22.07%
5Y*
12.64%
10Y*
14.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCPGX vs. IWV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCPGX
Fidelity Small Cap Growth Fund
17.99%11.20%20.56%19.02%-25.34%10.50%36.41%36.31%-4.57%28.99%
IWV
iShares Russell 3000 ETF
11.36%16.96%23.49%25.82%-19.28%25.54%20.55%30.66%-5.43%20.97%

Correlation

The correlation between FCPGX and IWV is 0.85, 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

0.85

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

0.85

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

0.88

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

0.87

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2004

0.89

The correlation between FCPGX and IWV has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.

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Return for Risk

FCPGX vs. IWV — Risk / Return Rank

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

FCPGX
FCPGX Risk / Return Rank: 4343
Overall Rank
FCPGX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FCPGX Sortino Ratio Rank: 3434
Sortino Ratio Rank
FCPGX Omega Ratio Rank: 3232
Omega Ratio Rank
FCPGX Calmar Ratio Rank: 5656
Calmar Ratio Rank
FCPGX Martin Ratio Rank: 5757
Martin Ratio Rank

IWV
IWV Risk / Return Rank: 7272
Overall Rank
IWV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IWV Sortino Ratio Rank: 7272
Sortino Ratio Rank
IWV Omega Ratio Rank: 7272
Omega Ratio Rank
IWV Calmar Ratio Rank: 6565
Calmar Ratio Rank
IWV Martin Ratio Rank: 7777
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.

FCPGX vs. IWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Growth Fund (FCPGX) and iShares Russell 3000 ETF (IWV). 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.


FCPGXIWVDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.30

1.42

-0.12

Calmar ratioReturn relative to maximum drawdown

2.86

3.18

-0.32

Martin ratioReturn relative to average drawdown

11.49

14.64

-3.14

FCPGX vs. IWV - Sharpe Ratio Comparison

The current FCPGX Sharpe Ratio is 1.77, which is comparable to the IWV Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of FCPGX and IWV, 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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Sharpe Ratios by Period


FCPGXIWVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

2.33

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.74

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.81

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.45

+0.08

Drawdowns

FCPGX vs. IWV - Drawdown Comparison

The maximum FCPGX drawdown since its inception was -59.11%, which is greater than IWV's maximum drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for FCPGX and IWV.


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Drawdown Indicators


FCPGXIWVDifference

Max Drawdown

Largest peak-to-trough decline

-59.11%

-55.61%

-3.50%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-8.89%

-4.23%

Max Drawdown (3Y)

Largest decline over 3 years

-28.69%

-19.28%

-9.41%

Max Drawdown (5Y)

Largest decline over 5 years

-39.04%

-25.11%

-13.93%

Max Drawdown (10Y)

Largest decline over 10 years

-39.04%

-35.22%

-3.82%

Current Drawdown

Current decline from peak

-0.87%

-0.25%

-0.62%

Average Drawdown

Average peak-to-trough decline

-10.70%

-10.59%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

1.93%

+1.33%

Volatility

FCPGX vs. IWV - Volatility Comparison

Fidelity Small Cap Growth Fund (FCPGX) has a higher volatility of 6.52% compared to iShares Russell 3000 ETF (IWV) at 2.91%. This indicates that FCPGX's price experiences larger fluctuations and is considered to be riskier than IWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCPGXIWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

2.91%

+3.61%

Volatility (6M)

Calculated over the trailing 6-month period

16.19%

9.10%

+7.09%

Volatility (1Y)

Calculated over the trailing 1-year period

21.19%

12.11%

+9.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.48%

17.24%

+6.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.84%

18.40%

+4.44%

FCPGX vs. IWV - Expense Ratio Comparison

FCPGX has a 1.00% expense ratio, which is higher than IWV's 0.20% expense ratio.


Dividends

FCPGX vs. IWV - Dividend Comparison

FCPGX's dividend yield for the trailing twelve months is around 5.41%, more than IWV's 0.85% yield.


PositionTTM20252024202320222021202020192018201720162015
FCPGX
Fidelity Small Cap Growth Fund
5.41%6.38%1.37%0.00%0.00%19.27%8.19%5.31%14.35%6.88%1.53%4.32%
IWV
iShares Russell 3000 ETF
0.85%0.96%1.08%1.30%1.56%1.04%1.30%1.69%1.97%1.58%1.79%1.99%

Frequently Asked Questions


FCPGX and IWV have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCPGX has higher volatility (6.52%) compared to IWV (2.91%). In terms of maximum drawdown, FCPGX dropped -59.11% vs IWV's -55.61%.

IWV currently has the higher Sharpe Ratio (2.33 vs 1.77), 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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