FISV vs. IVV
FISV (Fiserv, Inc) is a stock, while IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, FISV returned 0.38%/yr vs 15.54%/yr for IVV. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
FISV vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, FISV achieves a -18.00% return, which is significantly lower than IVV's 10.85% return. Over the past 10 years, FISV has underperformed IVV with an annualized return of 0.38%, while IVV has yielded a comparatively higher 15.54% annualized return.
FISV
- 1D
- -2.44%
- 1M
- -12.31%
- YTD
- -18.00%
- 6M
- -17.73%
- 1Y
- -66.02%
- 3Y*
- -21.51%
- 5Y*
- -13.45%
- 10Y*
- 0.38%
IVV
- 1D
- -0.76%
- 1M
- 4.97%
- YTD
- 10.85%
- 6M
- 10.87%
- 1Y
- 28.00%
- 3Y*
- 22.43%
- 5Y*
- 13.88%
- 10Y*
- 15.54%
FISV vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FISV Fiserv, Inc | -18.00% | -67.30% | 54.64% | 31.43% | -2.62% | -8.84% | -1.53% | 57.34% | 12.09% | 23.38% |
IVV iShares Core S&P 500 ETF | 10.85% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between FISV and IVV is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 22, 2000 | 0.63 |
Over the past year, the correlation between FISV and IVV has dropped to 0.31 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
FISV vs. IVV — Risk / Return Rank
FISV
IVV
FISV vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fiserv, Inc (FISV) and iShares Core S&P 500 ETF (IVV). 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.
| FISV | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.57 | ||
| Sortino ratioReturn per unit of downside risk | -4.94 | ||
| Omega ratioGain probability vs. loss probability | 0.65 | 1.43 | -0.78 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | 3.17 | -4.11 |
| Martin ratioReturn relative to average drawdown | -1.28 | 14.71 | -15.99 |
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
| FISV | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.19 | 2.39 | -3.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | 0.83 | -1.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.86 | -0.85 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.45 | -0.04 |
Drawdowns
FISV vs. IVV - Drawdown Comparison
The maximum FISV drawdown since its inception was -77.98%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for FISV and IVV.
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Drawdown Indicators
| FISV | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.98% | -55.25% | -22.73% |
Max Drawdown (1Y)Largest decline over 1 year | -70.17% | -8.89% | -61.28% |
Max Drawdown (3Y)Largest decline over 3 years | -77.98% | -18.75% | -59.23% |
Max Drawdown (5Y)Largest decline over 5 years | -77.98% | -24.53% | -53.45% |
Max Drawdown (10Y)Largest decline over 10 years | -77.98% | -33.90% | -44.08% |
Current DrawdownCurrent decline from peak | -76.84% | -0.76% | -76.08% |
Average DrawdownAverage peak-to-trough decline | -11.13% | -10.78% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 51.58% | 1.91% | +49.67% |
Volatility
FISV vs. IVV - Volatility Comparison
Fiserv, Inc (FISV) has a higher volatility of 14.44% compared to iShares Core S&P 500 ETF (IVV) at 2.87%. This indicates that FISV's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FISV | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.44% | 2.87% | +11.57% |
Volatility (6M)Calculated over the trailing 6-month period | 26.56% | 8.90% | +17.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.75% | 11.80% | +43.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.56% | 16.88% | +18.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.57% | 18.05% | +13.52% |
Dividends
FISV vs. IVV - Dividend Comparison
FISV has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.06%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FISV Fiserv, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IVV iShares Core S&P 500 ETF | 1.06% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Frequently Asked Questions
FISV and IVV have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FISV has higher volatility (14.44%) compared to IVV (2.87%). In terms of maximum drawdown, FISV dropped -77.98% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (2.39 vs -1.19), 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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