FFOX vs. IWR
FFOX (FundX Future Fund Opportunities ETF) and IWR (iShares Russell Midcap ETF) are both Mid Cap Growth Equities funds. FFOX is actively managed, while IWR is passively managed. Over the past year, FFOX returned 16.22% vs 20.37% for IWR. Their correlation of 0.89 suggests significant overlap in exposure. FFOX charges 1.02%/yr vs 0.19%/yr for IWR.
Performance
FFOX vs. IWR - Performance Comparison
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Returns By Period
In the year-to-date period, FFOX achieves a 7.08% return, which is significantly lower than IWR's 13.37% return.
FFOX
- 1D
- 1.25%
- 1M
- 4.36%
- YTD
- 7.08%
- 6M
- 4.87%
- 1Y
- 16.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWR
- 1D
- 0.67%
- 1M
- 2.77%
- YTD
- 13.37%
- 6M
- 11.57%
- 1Y
- 20.37%
- 3Y*
- 17.19%
- 5Y*
- 7.88%
- 10Y*
- 11.97%
FFOX vs. IWR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FFOX FundX Future Fund Opportunities ETF | 7.08% | 10.29% |
IWR iShares Russell Midcap ETF | 13.37% | 7.79% |
Correlation
The correlation between FFOX and IWR is 0.89, 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 | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2025 | 0.89 |
The correlation between FFOX and IWR has been stable across timeframes, ranging from 0.89 to 0.89 - a consistent structural relationship.
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Return for Risk
FFOX vs. IWR — Risk / Return Rank
FFOX
IWR
FFOX vs. IWR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FundX Future Fund Opportunities ETF (FFOX) and iShares Russell Midcap ETF (IWR). 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.
| FFOX | IWR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.26 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.51 | -1.19 |
| Martin ratioReturn relative to average drawdown | 4.96 | 9.58 | -4.62 |
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Drawdowns
FFOX vs. IWR - Drawdown Comparison
The maximum FFOX drawdown since its inception was -12.41%, smaller than the maximum IWR drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for FFOX and IWR.
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Drawdown Indicators
| FFOX | IWR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.41% | -58.78% | +46.37% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -8.17% | -4.24% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.09% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.18% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.59% | — |
Current DrawdownCurrent decline from peak | -0.44% | -0.80% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -2.22% | -7.79% | +5.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.13% | +1.15% |
Volatility
FFOX vs. IWR - Volatility Comparison
FundX Future Fund Opportunities ETF (FFOX) has a higher volatility of 5.26% compared to iShares Russell Midcap ETF (IWR) at 4.58%. This indicates that FFOX's price experiences larger fluctuations and is considered to be riskier than IWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFOX | IWR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 4.58% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 13.96% | 10.46% | +3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.64% | 13.82% | +3.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 18.29% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 19.36% | -1.87% |
FFOX vs. IWR - Expense Ratio Comparison
FFOX has a 1.02% expense ratio, which is higher than IWR's 0.19% expense ratio.
Dividends
FFOX vs. IWR - Dividend Comparison
FFOX's dividend yield for the trailing twelve months is around 1.69%, more than IWR's 1.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFOX FundX Future Fund Opportunities ETF | 1.69% | 1.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWR iShares Russell Midcap ETF | 1.17% | 1.29% | 1.27% | 1.43% | 1.59% | 1.04% | 1.28% | 1.43% | 1.98% | 1.52% | 1.72% | 1.59% |
Frequently Asked Questions
FFOX and IWR have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FFOX has higher volatility (5.26%) compared to IWR (4.58%). In terms of maximum drawdown, FFOX dropped -12.41% vs IWR's -58.78%.
On 1-year performance, IWR leads with 20.37% vs 16.22% for FFOX. On fees, IWR is cheaper at 0.19% per year. On volatility, IWR has been the lower-risk option at 4.58%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IWR has performed better with a 20.37% return vs 16.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IWR is cheaper with a 0.19% expense ratio, compared with 1.02% for FFOX.
FFOX has the higher dividend yield at 1.69%, compared with 1.17% for IWR.
They also come from different issuers: FundX and iShares. Their fees differ too: 1.02% for FFOX and 0.19% for IWR.
IWR currently has the higher Sharpe Ratio (1.49 vs 0.93), 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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