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FSAEX vs. IVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSAEX vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series All-Sector Equity Fund (FSAEX) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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FSAEX vs. IVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSAEX
Fidelity Series All-Sector Equity Fund
-8.21%19.80%26.86%30.61%-18.55%26.89%26.23%32.18%-6.56%21.64%
IVV
iShares Core S&P 500 ETF
-4.38%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Returns By Period

In the year-to-date period, FSAEX achieves a -8.21% return, which is significantly lower than IVV's -4.38% return. Both investments have delivered pretty close results over the past 10 years, with FSAEX having a 14.62% annualized return and IVV not far behind at 14.02%.


FSAEX

1D
-0.56%
1M
-8.01%
YTD
-8.21%
6M
-6.24%
1Y
16.80%
3Y*
18.69%
5Y*
11.91%
10Y*
14.62%

IVV

1D
2.88%
1M
-4.99%
YTD
-4.38%
6M
-1.80%
1Y
17.69%
3Y*
18.29%
5Y*
11.76%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSAEX vs. IVV - Expense Ratio Comparison

FSAEX has a 0.00% expense ratio, which is lower than IVV's 0.03% 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%.


Return for Risk

FSAEX vs. IVV — Risk / Return Rank

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

FSAEX
FSAEX Risk / Return Rank: 5353
Overall Rank
FSAEX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FSAEX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FSAEX Omega Ratio Rank: 5555
Omega Ratio Rank
FSAEX Calmar Ratio Rank: 5151
Calmar Ratio Rank
FSAEX Martin Ratio Rank: 5959
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 6565
Overall Rank
IVV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6262
Sortino Ratio Rank
IVV Omega Ratio Rank: 6666
Omega Ratio Rank
IVV Calmar Ratio Rank: 6565
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
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.

FSAEX vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series All-Sector Equity Fund (FSAEX) 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.


FSAEXIVVDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.97

-0.04

Sortino ratio

Return per unit of downside risk

1.42

1.49

-0.06

Omega ratio

Gain probability vs. loss probability

1.21

1.23

-0.01

Calmar ratio

Return relative to maximum drawdown

1.24

1.53

-0.29

Martin ratio

Return relative to average drawdown

5.64

7.32

-1.68

FSAEX vs. IVV - Sharpe Ratio Comparison

The current FSAEX Sharpe Ratio is 0.93, which is comparable to the IVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of FSAEX and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSAEXIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.97

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.70

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.78

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.42

+0.25

Correlation

The correlation between FSAEX and IVV is 0.98, 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.


Dividends

FSAEX vs. IVV - Dividend Comparison

FSAEX's dividend yield for the trailing twelve months is around 9.12%, more than IVV's 1.23% yield.


TTM20252024202320222021202020192018201720162015
FSAEX
Fidelity Series All-Sector Equity Fund
9.12%7.36%8.95%5.50%11.89%20.94%12.13%8.60%41.30%14.60%17.85%9.61%
IVV
iShares Core S&P 500 ETF
1.23%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Drawdowns

FSAEX vs. IVV - Drawdown Comparison

The maximum FSAEX drawdown since its inception was -34.55%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for FSAEX and IVV.


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Drawdown Indicators


FSAEXIVVDifference

Max Drawdown

Largest peak-to-trough decline

-34.55%

-55.25%

+20.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.03%

-12.06%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-24.66%

-24.53%

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-34.55%

-33.90%

-0.65%

Current Drawdown

Current decline from peak

-9.83%

-6.26%

-3.57%

Average Drawdown

Average peak-to-trough decline

-4.59%

-10.85%

+6.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.53%

+0.11%

Volatility

FSAEX vs. IVV - Volatility Comparison

The current volatility for Fidelity Series All-Sector Equity Fund (FSAEX) is 4.62%, while iShares Core S&P 500 ETF (IVV) has a volatility of 5.30%. This indicates that FSAEX experiences smaller price fluctuations and is considered to be less risky 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


FSAEXIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

5.30%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

9.45%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

18.64%

18.31%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.84%

16.89%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

18.04%

+0.72%