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FOCPX vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FOCPX vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity OTC Portfolio (FOCPX) and iShares U.S. Technology ETF (IYW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with FOCPX having a 22.78% return and IYW slightly lower at 22.66%. Over the past 10 years, FOCPX has underperformed IYW with an annualized return of 22.49%, while IYW has yielded a comparatively higher 25.63% annualized return.


FOCPX

1D
2.86%
1M
-0.60%
YTD
22.78%
6M
24.57%
1Y
51.96%
3Y*
32.72%
5Y*
17.85%
10Y*
22.49%

IYW

1D
0.61%
1M
1.73%
YTD
22.66%
6M
23.40%
1Y
47.94%
3Y*
32.06%
5Y*
21.19%
10Y*
25.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FOCPX vs. IYW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FOCPX
Fidelity OTC Portfolio
22.78%22.21%38.95%42.64%-32.08%24.94%46.75%39.20%-3.30%38.61%
IYW
iShares U.S. Technology ETF
22.66%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-0.93%36.60%

Correlation

The correlation between FOCPX and IYW is 0.93, 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

0.93

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

0.95

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

0.96

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

0.95

Correlation (All Time)
Calculated using the full available price history since May 19, 2000

0.93

The correlation between FOCPX and IYW has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

FOCPX vs. IYW — Risk / Return Rank

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

FOCPX
FOCPX Risk / Return Rank: 9090
Overall Rank
FOCPX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FOCPX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FOCPX Omega Ratio Rank: 8484
Omega Ratio Rank
FOCPX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FOCPX Martin Ratio Rank: 9696
Martin Ratio Rank

IYW
IYW Risk / Return Rank: 6969
Overall Rank
IYW Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 7373
Sortino Ratio Rank
IYW Omega Ratio Rank: 7474
Omega Ratio Rank
IYW Calmar Ratio Rank: 6262
Calmar Ratio Rank
IYW Martin Ratio Rank: 5656
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.

FOCPX vs. IYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity OTC Portfolio (FOCPX) and iShares U.S. Technology ETF (IYW). 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.


FOCPXIYWDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.47

1.38

+0.10

Calmar ratioReturn relative to maximum drawdown

4.68

2.70

+1.97

Martin ratioReturn relative to average drawdown

19.87

8.68

+11.19

FOCPX vs. IYW - Sharpe Ratio Comparison

The current FOCPX Sharpe Ratio is 2.80, which is comparable to the IYW Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of FOCPX and IYW, 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

FOCPX vs. IYW - Drawdown Comparison

The maximum FOCPX drawdown since its inception was -70.25%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for FOCPX and IYW.


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Drawdown Indicators


FOCPXIYWDifference

Max Drawdown

Largest peak-to-trough decline

-70.25%

-81.90%

+11.65%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-17.81%

+6.52%

Max Drawdown (3Y)

Largest decline over 3 years

-24.82%

-26.47%

+1.65%

Max Drawdown (5Y)

Largest decline over 5 years

-37.05%

-39.44%

+2.39%

Max Drawdown (10Y)

Largest decline over 10 years

-37.05%

-39.44%

+2.39%

Current Drawdown

Current decline from peak

-4.42%

-5.81%

+1.39%

Average Drawdown

Average peak-to-trough decline

-17.00%

-34.62%

+17.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

5.54%

-2.89%

Volatility

FOCPX vs. IYW - Volatility Comparison

The current volatility for Fidelity OTC Portfolio (FOCPX) is 8.13%, while iShares U.S. Technology ETF (IYW) has a volatility of 9.41%. This indicates that FOCPX experiences smaller price fluctuations and is considered to be less risky than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FOCPXIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.13%

9.41%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

15.35%

17.67%

-2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

18.86%

21.47%

-2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.83%

26.07%

-3.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.51%

25.20%

-2.69%

FOCPX vs. IYW - Expense Ratio Comparison

FOCPX has a 0.73% expense ratio, which is higher than IYW's 0.38% expense ratio.


Dividends

FOCPX vs. IYW - Dividend Comparison

FOCPX's dividend yield for the trailing twelve months is around 6.33%, more than IYW's 0.11% yield.


PositionTTM20252024202320222021202020192018201720162015
FOCPX
Fidelity OTC Portfolio
6.33%7.78%16.76%0.05%4.06%11.53%6.23%7.58%7.93%4.86%3.24%5.41%
IYW
iShares U.S. Technology ETF
0.11%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%

Frequently Asked Questions


With a correlation of 0.93, FOCPX and IYW move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IYW has higher volatility (9.41%) compared to FOCPX (8.13%). In terms of maximum drawdown, FOCPX dropped -70.25% vs IYW's -81.90%.

FOCPX currently has the higher Sharpe Ratio (2.80 vs 2.24), 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.

Portfolio Optimizer

Find the right allocation for FOCPX and IYW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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