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FEMV vs. IWS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEMV vs. IWS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Enhanced Mid Cap Value ETF (FEMV) and iShares Russell Mid-Cap Value ETF (IWS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FEMV

1D
0.00%
1M
4.12%
6M
YTD
1Y
3Y*
5Y*
10Y*

IWS

1D
-0.20%
1M
4.27%
6M
14.03%
YTD
18.23%
1Y
25.68%
3Y*
16.64%
5Y*
9.65%
10Y*
10.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEMV vs. IWS - Yearly Performance Comparison


Correlation

The correlation between FEMV and IWS is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 30, 2026

0.91

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Return for Risk

FEMV vs. IWS — Risk / Return Rank

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

FEMV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IWS
IWS Risk / Return Rank: 7474
Overall Rank
IWS Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IWS Sortino Ratio Rank: 7474
Sortino Ratio Rank
IWS Omega Ratio Rank: 6868
Omega Ratio Rank
IWS Calmar Ratio Rank: 7979
Calmar Ratio Rank
IWS Martin Ratio Rank: 8080
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.

FEMV vs. IWS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Enhanced Mid Cap Value ETF (FEMV) and iShares Russell Mid-Cap Value ETF (IWS). 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.


FEMVIWSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

3.42

Martin ratioReturn relative to average drawdown

12.83

FEMV vs. IWS - Sharpe Ratio Comparison


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Drawdowns

FEMV vs. IWS - Drawdown Comparison

The maximum FEMV drawdown since its inception was -2.69%, smaller than the maximum IWS drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for FEMV and IWS.


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Drawdown Indicators


FEMVIWSDifference

Max Drawdown

Largest peak-to-trough decline

-2.69%

-62.40%

+59.71%

Max Drawdown (1Y)

Largest decline over 1 year

-7.53%

Max Drawdown (3Y)

Largest decline over 3 years

-20.57%

Max Drawdown (5Y)

Largest decline over 5 years

-21.23%

Max Drawdown (10Y)

Largest decline over 10 years

-43.83%

Current Drawdown

Current decline from peak

0.00%

-0.20%

+0.20%

Average Drawdown

Average peak-to-trough decline

-0.55%

-7.99%

+7.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

Volatility

FEMV vs. IWS - Volatility Comparison


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Volatility by Period


FEMVIWSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

Volatility (1Y)

Calculated over the trailing 1-year period

12.25%

13.56%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.25%

17.33%

-5.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.25%

19.30%

-7.05%

FEMV vs. IWS - Expense Ratio Comparison

Both FEMV and IWS have an expense ratio of 0.23%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

FEMV vs. IWS - Dividend Comparison

FEMV's dividend yield for the trailing twelve months is around 0.26%, less than IWS's 1.31% yield.


PositionTTM20252024202320222021202020192018201720162015
FEMV
Fidelity Enhanced Mid Cap Value ETF
0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWS
iShares Russell Mid-Cap Value ETF
1.31%1.53%1.50%1.76%1.93%1.39%1.87%1.97%2.53%1.96%2.10%2.14%

Frequently Asked Questions


With a correlation of 0.91, FEMV and IWS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.23% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FEMV and IWS have the same expense ratio: 0.23% per year.

IWS has the higher dividend yield at 1.31%, compared with 0.26% for FEMV.

They also come from different issuers: Fidelity and iShares.

Portfolio Optimizer

Find the right allocation for FEMV and IWS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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