FIS vs. IWM
FIS (Fidelity National Information Services, Inc.) is a stock, while IWM (iShares Russell 2000 ETF) is Small Cap Blend Equities fund tracking the Russell 2000 Index. Over the past 10 years, FIS returned -4.22%/yr vs 10.93%/yr for IWM. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
FIS vs. IWM - Performance Comparison
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Returns By Period
In the year-to-date period, FIS achieves a -37.99% return, which is significantly lower than IWM's 17.07% return. Over the past 10 years, FIS has underperformed IWM with an annualized return of -4.22%, while IWM has yielded a comparatively higher 10.93% annualized return.
FIS
- 1D
- -3.90%
- 1M
- -13.58%
- YTD
- -37.99%
- 6M
- -36.85%
- 1Y
- -47.70%
- 3Y*
- -7.28%
- 5Y*
- -20.74%
- 10Y*
- -4.22%
IWM
- 1D
- -1.37%
- 1M
- 3.52%
- YTD
- 17.07%
- 6M
- 15.83%
- 1Y
- 39.10%
- 3Y*
- 17.88%
- 5Y*
- 6.11%
- 10Y*
- 10.93%
FIS vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIS Fidelity National Information Services, Inc. | -37.99% | -15.85% | 36.96% | -8.21% | -36.46% | -21.90% | 2.71% | 37.19% | 10.32% | 26.04% |
IWM iShares Russell 2000 ETF | 17.07% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
Correlation
The correlation between FIS and IWM is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2001 | 0.53 |
Over the past year, the correlation between FIS and IWM has dropped to 0.25 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
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Return for Risk
FIS vs. IWM — Risk / Return Rank
FIS
IWM
FIS vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity National Information Services, Inc. (FIS) and iShares Russell 2000 ETF (IWM). 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.
| FIS | IWM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.65 | ||
| Sortino ratioReturn per unit of downside risk | -5.26 | ||
| Omega ratioGain probability vs. loss probability | 0.69 | 1.34 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | 3.56 | -4.53 |
| Martin ratioReturn relative to average drawdown | -1.71 | 12.64 | -14.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FIS | IWM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.60 | 2.05 | -3.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.62 | 0.27 | -0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.14 | 0.48 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.37 | -0.16 |
Drawdowns
FIS vs. IWM - Drawdown Comparison
The maximum FIS drawdown since its inception was -70.50%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for FIS and IWM.
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Drawdown Indicators
| FIS | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.50% | -59.05% | -11.45% |
Max Drawdown (1Y)Largest decline over 1 year | -49.36% | -11.03% | -38.33% |
Max Drawdown (3Y)Largest decline over 3 years | -53.46% | -27.50% | -25.96% |
Max Drawdown (5Y)Largest decline over 5 years | -69.64% | -31.91% | -37.73% |
Max Drawdown (10Y)Largest decline over 10 years | -70.50% | -41.13% | -29.37% |
Current DrawdownCurrent decline from peak | -70.50% | -1.49% | -69.01% |
Average DrawdownAverage peak-to-trough decline | -19.67% | -10.77% | -8.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.87% | 3.10% | +24.77% |
Volatility
FIS vs. IWM - Volatility Comparison
Fidelity National Information Services, Inc. (FIS) has a higher volatility of 12.27% compared to iShares Russell 2000 ETF (IWM) at 5.75%. This indicates that FIS's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIS | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.27% | 5.75% | +6.52% |
Volatility (6M)Calculated over the trailing 6-month period | 24.31% | 13.53% | +10.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.95% | 19.20% | +10.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.42% | 22.52% | +10.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.90% | 23.04% | +6.86% |
Dividends
FIS vs. IWM - Dividend Comparison
FIS's dividend yield for the trailing twelve months is around 4.01%, more than IWM's 0.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIS Fidelity National Information Services, Inc. | 4.01% | 2.41% | 1.78% | 3.46% | 2.77% | 1.43% | 0.99% | 1.01% | 1.25% | 1.23% | 1.37% | 1.72% |
IWM iShares Russell 2000 ETF | 0.88% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
Frequently Asked Questions
FIS and IWM have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIS has higher volatility (12.27%) compared to IWM (5.75%). In terms of maximum drawdown, FIS dropped -70.50% vs IWM's -59.05%.
IWM currently has the higher Sharpe Ratio (2.05 vs -1.60), 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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