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FIOOX vs. ILCV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIOOX and ILCV is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

FIOOX vs. ILCV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Large Cap Value Index Fund (FIOOX) and iShares Morningstar Value ETF (ILCV). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%December2025FebruaryMarchAprilMay
116.87%
174.94%
FIOOX
ILCV

Key characteristics

Sharpe Ratio

FIOOX:

0.44

ILCV:

0.61

Sortino Ratio

FIOOX:

0.73

ILCV:

0.94

Omega Ratio

FIOOX:

1.10

ILCV:

1.14

Calmar Ratio

FIOOX:

0.43

ILCV:

0.65

Martin Ratio

FIOOX:

1.49

ILCV:

2.69

Ulcer Index

FIOOX:

4.82%

ILCV:

3.59%

Daily Std Dev

FIOOX:

16.31%

ILCV:

15.77%

Max Drawdown

FIOOX:

-39.14%

ILCV:

-58.63%

Current Drawdown

FIOOX:

-8.57%

ILCV:

-6.85%

Returns By Period

In the year-to-date period, FIOOX achieves a -0.75% return, which is significantly higher than ILCV's -1.95% return. Over the past 10 years, FIOOX has underperformed ILCV with an annualized return of 5.85%, while ILCV has yielded a comparatively higher 9.00% annualized return.


FIOOX

YTD

-0.75%

1M

7.37%

6M

-3.65%

1Y

5.74%

5Y*

11.69%

10Y*

5.85%

ILCV

YTD

-1.95%

1M

7.07%

6M

-2.39%

1Y

7.59%

5Y*

13.97%

10Y*

9.00%

*Annualized

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FIOOX vs. ILCV - Expense Ratio Comparison

FIOOX has a 0.00% expense ratio, which is lower than ILCV's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

FIOOX vs. ILCV — Risk-Adjusted Performance Rank

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

FIOOX
The Risk-Adjusted Performance Rank of FIOOX is 4444
Overall Rank
The Sharpe Ratio Rank of FIOOX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of FIOOX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FIOOX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FIOOX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of FIOOX is 4343
Martin Ratio Rank

ILCV
The Risk-Adjusted Performance Rank of ILCV is 6161
Overall Rank
The Sharpe Ratio Rank of ILCV is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of ILCV is 5757
Sortino Ratio Rank
The Omega Ratio Rank of ILCV is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ILCV is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ILCV is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIOOX vs. ILCV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Large Cap Value Index Fund (FIOOX) and iShares Morningstar Value ETF (ILCV). 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.


The current FIOOX Sharpe Ratio is 0.44, which is comparable to the ILCV Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FIOOX and ILCV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.44
0.58
FIOOX
ILCV

Dividends

FIOOX vs. ILCV - Dividend Comparison

FIOOX's dividend yield for the trailing twelve months is around 3.38%, more than ILCV's 2.08% yield.


TTM20242023202220212020201920182017201620152014
FIOOX
Fidelity Series Large Cap Value Index Fund
3.38%3.30%4.31%4.39%6.12%2.59%6.82%4.99%4.09%2.48%6.87%5.87%
ILCV
iShares Morningstar Value ETF
2.08%2.00%2.27%2.32%2.01%2.96%2.70%2.93%2.32%2.76%3.01%2.44%

Drawdowns

FIOOX vs. ILCV - Drawdown Comparison

The maximum FIOOX drawdown since its inception was -39.14%, smaller than the maximum ILCV drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for FIOOX and ILCV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.57%
-6.85%
FIOOX
ILCV

Volatility

FIOOX vs. ILCV - Volatility Comparison

Fidelity Series Large Cap Value Index Fund (FIOOX) and iShares Morningstar Value ETF (ILCV) have volatilities of 8.99% and 8.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
8.99%
8.98%
FIOOX
ILCV