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FSDAX vs. ITA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSDAX vs. ITA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Defense & Aerospace Portfolio (FSDAX) and iShares U.S. Aerospace & Defense ETF (ITA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSDAX achieves a 12.70% return, which is significantly higher than ITA's 9.85% return. Both investments have delivered pretty close results over the past 10 years, with FSDAX having a 16.07% annualized return and ITA not far behind at 15.64%.


FSDAX

1D
-1.16%
1M
7.55%
YTD
12.70%
6M
10.25%
1Y
33.42%
3Y*
29.57%
5Y*
18.05%
10Y*
16.07%

ITA

1D
-1.46%
1M
4.57%
YTD
9.85%
6M
7.51%
1Y
31.18%
3Y*
28.43%
5Y*
17.33%
10Y*
15.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSDAX vs. ITA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSDAX
Fidelity Select Defense & Aerospace Portfolio
12.70%50.03%15.83%16.29%6.83%4.91%-7.87%33.75%-6.83%34.15%
ITA
iShares U.S. Aerospace & Defense ETF
9.85%48.64%15.81%14.33%9.96%9.39%-13.57%30.51%-7.22%35.24%

Correlation

The correlation between FSDAX and ITA is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.97

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

0.98

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

0.97

Correlation (All Time)
Calculated using the full available price history since May 5, 2006

0.97

The correlation between FSDAX and ITA has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

FSDAX vs. ITA — Risk / Return Rank

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

FSDAX
FSDAX Risk / Return Rank: 3333
Overall Rank
FSDAX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FSDAX Sortino Ratio Rank: 3535
Sortino Ratio Rank
FSDAX Omega Ratio Rank: 3131
Omega Ratio Rank
FSDAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FSDAX Martin Ratio Rank: 2828
Martin Ratio Rank

ITA
ITA Risk / Return Rank: 3939
Overall Rank
ITA Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ITA Sortino Ratio Rank: 4242
Sortino Ratio Rank
ITA Omega Ratio Rank: 3838
Omega Ratio Rank
ITA Calmar Ratio Rank: 4141
Calmar Ratio Rank
ITA Martin Ratio Rank: 3535
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.

FSDAX vs. ITA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Defense & Aerospace Portfolio (FSDAX) and iShares U.S. Aerospace & Defense ETF (ITA). 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.


FSDAXITADifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.27

1.25

+0.03

Calmar ratioReturn relative to maximum drawdown

2.15

1.98

+0.17

Martin ratioReturn relative to average drawdown

6.14

5.21

+0.93

FSDAX vs. ITA - Sharpe Ratio Comparison

The current FSDAX Sharpe Ratio is 1.57, which is comparable to the ITA Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of FSDAX and ITA, 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

FSDAX vs. ITA - Drawdown Comparison

The maximum FSDAX drawdown since its inception was -60.59%, roughly equal to the maximum ITA drawdown of -59.72%. Use the drawdown chart below to compare losses from any high point for FSDAX and ITA.


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Drawdown Indicators


FSDAXITADifference

Max Drawdown

Largest peak-to-trough decline

-60.59%

-59.72%

-0.87%

Max Drawdown (1Y)

Largest decline over 1 year

-16.13%

-15.82%

-0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-16.13%

-15.82%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-22.48%

-18.72%

-3.76%

Max Drawdown (10Y)

Largest decline over 10 years

-47.08%

-51.00%

+3.92%

Current Drawdown

Current decline from peak

-2.00%

-5.89%

+3.89%

Average Drawdown

Average peak-to-trough decline

-10.44%

-9.45%

-0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.64%

6.00%

-0.36%

Volatility

FSDAX vs. ITA - Volatility Comparison

Fidelity Select Defense & Aerospace Portfolio (FSDAX) and iShares U.S. Aerospace & Defense ETF (ITA) have volatilities of 8.33% and 8.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSDAXITADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.33%

8.50%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

19.02%

18.55%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

22.10%

21.95%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.64%

20.23%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.45%

23.26%

-0.81%

FSDAX vs. ITA - Expense Ratio Comparison

FSDAX has a 0.63% expense ratio, which is higher than ITA's 0.38% expense ratio.


Dividends

FSDAX vs. ITA - Dividend Comparison

FSDAX's dividend yield for the trailing twelve months is around 2.03%, more than ITA's 0.45% yield.


PositionTTM20252024202320222021202020192018201720162015
FSDAX
Fidelity Select Defense & Aerospace Portfolio
2.03%4.48%7.68%6.47%8.87%8.38%2.11%2.62%11.45%3.57%4.87%6.30%
ITA
iShares U.S. Aerospace & Defense ETF
0.45%0.55%0.85%0.93%0.95%0.82%1.07%1.54%1.13%0.91%1.07%1.04%

Frequently Asked Questions


With a correlation of 0.98, FSDAX and ITA 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.

ITA has higher volatility (8.50%) compared to FSDAX (8.33%). In terms of maximum drawdown, FSDAX dropped -60.59% vs ITA's -59.72%.

FSDAX currently has the higher Sharpe Ratio (1.57 vs 1.43), 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 FSDAX and ITA

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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