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FINSX vs. IVW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FINSX vs. IVW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor New Insights Fund Class I (FINSX) and iShares S&P 500 Growth ETF (IVW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FINSX achieves a 11.96% return, which is significantly higher than IVW's 8.67% return. Both investments have delivered pretty close results over the past 10 years, with FINSX having a 17.27% annualized return and IVW not far ahead at 17.93%.


FINSX

1D
-1.91%
1M
3.48%
YTD
11.96%
6M
10.98%
1Y
28.18%
3Y*
27.61%
5Y*
15.27%
10Y*
17.27%

IVW

1D
-2.32%
1M
-2.04%
YTD
8.67%
6M
7.44%
1Y
26.74%
3Y*
25.36%
5Y*
13.97%
10Y*
17.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FINSX vs. IVW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FINSX
Fidelity Advisor New Insights Fund Class I
11.96%21.56%35.26%36.28%-26.40%24.72%23.94%29.44%-4.38%28.40%
IVW
iShares S&P 500 Growth ETF
8.67%21.95%35.82%29.83%-29.50%31.80%33.19%30.77%-0.21%27.21%

Correlation

The correlation between FINSX and IVW 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 (3Y)
Calculated over the trailing 3-year period

0.93

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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2003

0.92

The correlation between FINSX and IVW has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.

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Return for Risk

FINSX vs. IVW — Risk / Return Rank

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

FINSX
FINSX Risk / Return Rank: 5454
Overall Rank
FINSX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FINSX Sortino Ratio Rank: 4646
Sortino Ratio Rank
FINSX Omega Ratio Rank: 4747
Omega Ratio Rank
FINSX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FINSX Martin Ratio Rank: 6868
Martin Ratio Rank

IVW
IVW Risk / Return Rank: 4545
Overall Rank
IVW Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IVW Sortino Ratio Rank: 4444
Sortino Ratio Rank
IVW Omega Ratio Rank: 4444
Omega Ratio Rank
IVW Calmar Ratio Rank: 4141
Calmar Ratio Rank
IVW Martin Ratio Rank: 4848
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.

FINSX vs. IVW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor New Insights Fund Class I (FINSX) and iShares S&P 500 Growth ETF (IVW). 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.


FINSXIVWDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.34

1.28

+0.07

Calmar ratioReturn relative to maximum drawdown

2.85

1.95

+0.89

Martin ratioReturn relative to average drawdown

12.38

7.75

+4.63

FINSX vs. IVW - Sharpe Ratio Comparison

The current FINSX Sharpe Ratio is 1.91, which is comparable to the IVW Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of FINSX and IVW, 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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Drawdowns

FINSX vs. IVW - Drawdown Comparison

The maximum FINSX drawdown since its inception was -48.25%, smaller than the maximum IVW drawdown of -57.33%. Use the drawdown chart below to compare losses from any high point for FINSX and IVW.


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Drawdown Indicators


FINSXIVWDifference

Max Drawdown

Largest peak-to-trough decline

-48.25%

-57.33%

+9.08%

Max Drawdown (1Y)

Largest decline over 1 year

-10.39%

-13.75%

+3.36%

Max Drawdown (3Y)

Largest decline over 3 years

-20.52%

-22.15%

+1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-31.85%

-32.72%

+0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-31.95%

-32.72%

+0.77%

Current Drawdown

Current decline from peak

-2.35%

-5.48%

+3.13%

Average Drawdown

Average peak-to-trough decline

-6.77%

-17.59%

+10.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

3.46%

-1.08%

Volatility

FINSX vs. IVW - Volatility Comparison

The current volatility for Fidelity Advisor New Insights Fund Class I (FINSX) is 6.86%, while iShares S&P 500 Growth ETF (IVW) has a volatility of 7.23%. This indicates that FINSX experiences smaller price fluctuations and is considered to be less risky than IVW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FINSXIVWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

7.23%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

12.28%

13.82%

-1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

15.50%

17.06%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.24%

21.35%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.38%

20.70%

-1.32%

FINSX vs. IVW - Expense Ratio Comparison

FINSX has a 0.68% expense ratio, which is higher than IVW's 0.18% expense ratio.


Dividends

FINSX vs. IVW - Dividend Comparison

FINSX's dividend yield for the trailing twelve months is around 7.87%, more than IVW's 0.37% yield.


PositionTTM20252024202320222021202020192018201720162015
FINSX
Fidelity Advisor New Insights Fund Class I
7.87%8.45%5.56%6.12%16.70%12.20%7.89%6.56%13.73%7.73%5.18%4.59%
IVW
iShares S&P 500 Growth ETF
0.37%0.40%0.43%1.03%0.92%0.46%0.82%1.63%1.28%1.30%1.51%1.51%

Frequently Asked Questions


FINSX and IVW 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.

IVW has higher volatility (7.23%) compared to FINSX (6.86%). In terms of maximum drawdown, FINSX dropped -48.25% vs IVW's -57.33%.

FINSX currently has the higher Sharpe Ratio (1.91 vs 1.58), 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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