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FNF vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNF vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity National Financial, Inc. (FNF) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FNF achieves a -14.75% return, which is significantly lower than IVV's 11.38% return. Over the past 10 years, FNF has underperformed IVV with an annualized return of 10.75%, while IVV has yielded a comparatively higher 15.53% annualized return.


FNF

1D
1.34%
1M
-10.06%
YTD
-14.75%
6M
-16.57%
1Y
-8.42%
3Y*
15.34%
5Y*
5.13%
10Y*
10.75%

IVV

1D
0.47%
1M
4.66%
YTD
11.38%
6M
11.30%
1Y
28.64%
3Y*
22.69%
5Y*
13.99%
10Y*
15.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNF vs. IVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNF
Fidelity National Financial, Inc.
-14.75%4.35%14.02%42.18%-21.64%38.04%-10.34%48.75%-17.22%65.53%
IVV
iShares Core S&P 500 ETF
11.38%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Correlation

The correlation between FNF and IVV is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

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

0.49

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

0.48

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2005

0.50

Over the past year, the correlation between FNF and IVV has dropped to 0.27 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

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Return for Risk

FNF vs. IVV — Risk / Return Rank

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

FNF
FNF Risk / Return Rank: 2626
Overall Rank
FNF Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FNF Sortino Ratio Rank: 2424
Sortino Ratio Rank
FNF Omega Ratio Rank: 2424
Omega Ratio Rank
FNF Calmar Ratio Rank: 3030
Calmar Ratio Rank
FNF Martin Ratio Rank: 2424
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 7474
Overall Rank
IVV Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 7575
Sortino Ratio Rank
IVV Omega Ratio Rank: 7575
Omega Ratio Rank
IVV Calmar Ratio Rank: 6666
Calmar Ratio Rank
IVV Martin Ratio Rank: 7979
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.

FNF vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity National Financial, Inc. (FNF) 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.


FNFIVVDifference
Sharpe ratioReturn per unit of total volatility

-2.77

Sortino ratioReturn per unit of downside risk

-3.60

Omega ratioGain probability vs. loss probability

0.97

1.44

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.35

3.24

-3.58

Martin ratioReturn relative to average drawdown

-0.90

15.05

-15.95

FNF vs. IVV - Sharpe Ratio Comparison

The current FNF Sharpe Ratio is -0.33, which is lower than the IVV Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of FNF and IVV, 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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Sharpe Ratios by Period


FNFIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

2.44

-2.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.83

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.86

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.45

-0.20

Drawdowns

FNF vs. IVV - Drawdown Comparison

The maximum FNF drawdown since its inception was -72.49%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for FNF and IVV.


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Drawdown Indicators


FNFIVVDifference

Max Drawdown

Largest peak-to-trough decline

-72.49%

-55.25%

-17.24%

Max Drawdown (1Y)

Largest decline over 1 year

-24.43%

-8.89%

-15.54%

Max Drawdown (3Y)

Largest decline over 3 years

-30.06%

-18.75%

-11.31%

Max Drawdown (5Y)

Largest decline over 5 years

-36.69%

-24.53%

-12.16%

Max Drawdown (10Y)

Largest decline over 10 years

-56.21%

-33.90%

-22.31%

Current Drawdown

Current decline from peak

-25.58%

-0.29%

-25.29%

Average Drawdown

Average peak-to-trough decline

-17.12%

-10.78%

-6.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.37%

1.91%

+7.46%

Volatility

FNF vs. IVV - Volatility Comparison

Fidelity National Financial, Inc. (FNF) has a higher volatility of 7.32% compared to iShares Core S&P 500 ETF (IVV) at 2.83%. This indicates that FNF'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


FNFIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

2.83%

+4.49%

Volatility (6M)

Calculated over the trailing 6-month period

19.40%

8.90%

+10.50%

Volatility (1Y)

Calculated over the trailing 1-year period

25.76%

11.80%

+13.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.07%

16.88%

+9.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.11%

18.05%

+10.06%

Dividends

FNF vs. IVV - Dividend Comparison

FNF's dividend yield for the trailing twelve months is around 4.35%, more than IVV's 1.06% yield.


PositionTTM20252024202320222021202020192018201720162015
FNF
Fidelity National Financial, Inc.
4.35%3.60%3.46%3.59%4.57%2.99%3.45%2.78%3.82%37.01%2.59%2.31%
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


FNF and IVV have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNF has higher volatility (7.32%) compared to IVV (2.83%). In terms of maximum drawdown, FNF dropped -72.49% vs IVV's -55.25%.

IVV currently has the higher Sharpe Ratio (2.44 vs -0.33), 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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