FELC vs. IHG
FELC (Fidelity Enhanced Large Cap Core ETF) is Large Cap Blend Equities fund actively managed by Fidelity, while IHG (InterContinental Hotels Group PLC) is a stock. Over the past year, FELC returned 24.68% vs 53.39% for IHG. At a 0.45 correlation, their price movements are largely independent.
Performance
FELC vs. IHG - Performance Comparison
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Returns By Period
In the year-to-date period, FELC achieves a 8.65% return, which is significantly lower than IHG's 22.41% return.
FELC
- 1D
- -1.46%
- 1M
- -0.92%
- YTD
- 8.65%
- 6M
- 7.63%
- 1Y
- 24.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IHG
- 1D
- 0.49%
- 1M
- 11.62%
- YTD
- 22.41%
- 6M
- 20.51%
- 1Y
- 53.39%
- 3Y*
- 38.24%
- 5Y*
- 21.44%
- 10Y*
- 18.38%
FELC vs. IHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FELC Fidelity Enhanced Large Cap Core ETF | 8.65% | 17.09% | 25.25% | 6.06% |
IHG InterContinental Hotels Group PLC | 22.41% | 14.53% | 39.13% | 18.17% |
Correlation
The correlation between FELC and IHG is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2023 | 0.45 |
The correlation between FELC and IHG shifts across timeframes, from 0.35 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FELC vs. IHG — Risk / Return Rank
FELC
IHG
FELC vs. IHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Enhanced Large Cap Core ETF (FELC) and InterContinental Hotels Group PLC (IHG). 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.
| FELC | IHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 4.11 | -1.39 |
| Martin ratioReturn relative to average drawdown | 12.19 | 12.48 | -0.29 |
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Drawdowns
FELC vs. IHG - Drawdown Comparison
The maximum FELC drawdown since its inception was -18.59%, smaller than the maximum IHG drawdown of -77.84%. Use the drawdown chart below to compare losses from any high point for FELC and IHG.
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Drawdown Indicators
| FELC | IHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.59% | -77.84% | +59.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -13.04% | +3.95% |
Max Drawdown (3Y)Largest decline over 3 years | — | -28.92% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.89% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.29% | — |
Current DrawdownCurrent decline from peak | -2.90% | -0.08% | -2.82% |
Average DrawdownAverage peak-to-trough decline | -1.91% | -13.83% | +11.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 4.29% | -2.26% |
Volatility
FELC vs. IHG - Volatility Comparison
The current volatility for Fidelity Enhanced Large Cap Core ETF (FELC) is 4.96%, while InterContinental Hotels Group PLC (IHG) has a volatility of 5.37%. This indicates that FELC experiences smaller price fluctuations and is considered to be less risky than IHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FELC | IHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 5.37% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 18.83% | -8.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.62% | 25.41% | -12.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 26.75% | -11.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.29% | 30.34% | -15.05% |
Dividends
FELC vs. IHG - Dividend Comparison
FELC's dividend yield for the trailing twelve months is around 0.86%, less than IHG's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FELC Fidelity Enhanced Large Cap Core ETF | 0.86% | 0.92% | 1.03% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IHG InterContinental Hotels Group PLC | 1.08% | 1.23% | 1.26% | 1.57% | 2.22% | 0.00% | 0.00% | 5.52% | 1.97% | 8.04% | 30.47% | 2.72% |
Frequently Asked Questions
FELC and IHG have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IHG has higher volatility (5.37%) compared to FELC (4.96%). In terms of maximum drawdown, FELC dropped -18.59% vs IHG's -77.84%.
IHG currently has the higher Sharpe Ratio (2.12 vs 1.97), 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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