FSHOX vs. IOO
FSHOX (Fidelity Select Construction & Housing Portfolio) and IOO (iShares Global 100 ETF) are both funds - FSHOX is a Consumer Discretionary Equities fund managed by Fidelity, while IOO is a Global Equities fund tracking the S&P Global 100 Index (Net). Over the past 10 years, FSHOX returned 15.45%/yr vs 16.63%/yr for IOO. A 0.69 correlation means they provide meaningful diversification when combined. FSHOX charges 0.76%/yr vs 0.40%/yr for IOO.
Performance
FSHOX vs. IOO - Performance Comparison
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Returns By Period
In the year-to-date period, FSHOX achieves a 9.99% return, which is significantly higher than IOO's 7.38% return. Over the past 10 years, FSHOX has underperformed IOO with an annualized return of 15.45%, while IOO has yielded a comparatively higher 16.63% annualized return.
FSHOX
- 1D
- 0.01%
- 1M
- 6.26%
- YTD
- 9.99%
- 6M
- 8.84%
- 1Y
- 16.54%
- 3Y*
- 15.44%
- 5Y*
- 11.23%
- 10Y*
- 15.45%
IOO
- 1D
- -1.40%
- 1M
- -3.92%
- YTD
- 7.38%
- 6M
- 6.92%
- 1Y
- 31.18%
- 3Y*
- 23.11%
- 5Y*
- 15.43%
- 10Y*
- 16.63%
FSHOX vs. IOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSHOX Fidelity Select Construction & Housing Portfolio | 9.99% | 5.24% | 15.28% | 30.85% | -22.76% | 57.51% | 25.95% | 41.15% | -15.87% | 26.25% |
IOO iShares Global 100 ETF | 7.38% | 27.02% | 26.54% | 27.71% | -16.34% | 26.03% | 18.61% | 30.01% | -6.22% | 23.56% |
Correlation
The correlation between FSHOX and IOO is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2000 | 0.69 |
Over the past year, the correlation between FSHOX and IOO has dropped to 0.49 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
FSHOX vs. IOO — Risk / Return Rank
FSHOX
IOO
FSHOX vs. IOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Construction & Housing Portfolio (FSHOX) and iShares Global 100 ETF (IOO). 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.
| FSHOX | IOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.39 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 3.15 | -2.01 |
| Martin ratioReturn relative to average drawdown | 2.88 | 13.53 | -10.65 |
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Drawdowns
FSHOX vs. IOO - Drawdown Comparison
The maximum FSHOX drawdown since its inception was -61.68%, which is greater than IOO's maximum drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for FSHOX and IOO.
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Drawdown Indicators
| FSHOX | IOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.68% | -55.85% | -5.83% |
Max Drawdown (1Y)Largest decline over 1 year | -16.54% | -9.94% | -6.60% |
Max Drawdown (3Y)Largest decline over 3 years | -24.76% | -19.19% | -5.57% |
Max Drawdown (5Y)Largest decline over 5 years | -33.23% | -23.52% | -9.71% |
Max Drawdown (10Y)Largest decline over 10 years | -43.67% | -31.43% | -12.24% |
Current DrawdownCurrent decline from peak | -5.16% | -5.61% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -9.84% | -11.25% | +1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.55% | 2.31% | +4.24% |
Volatility
FSHOX vs. IOO - Volatility Comparison
Fidelity Select Construction & Housing Portfolio (FSHOX) has a higher volatility of 6.85% compared to iShares Global 100 ETF (IOO) at 5.30%. This indicates that FSHOX's price experiences larger fluctuations and is considered to be riskier than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSHOX | IOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.85% | 5.30% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 16.63% | 11.51% | +5.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.64% | 14.27% | +6.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 17.17% | +4.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.56% | 17.73% | +4.83% |
FSHOX vs. IOO - Expense Ratio Comparison
FSHOX has a 0.76% expense ratio, which is higher than IOO's 0.40% expense ratio.
Dividends
FSHOX vs. IOO - Dividend Comparison
FSHOX's dividend yield for the trailing twelve months is around 5.86%, more than IOO's 0.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSHOX Fidelity Select Construction & Housing Portfolio | 5.86% | 3.91% | 4.05% | 0.82% | 0.80% | 5.45% | 4.73% | 7.91% | 15.47% | 13.62% | 3.61% | 3.26% |
IOO iShares Global 100 ETF | 0.86% | 0.92% | 1.08% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% |
Frequently Asked Questions
FSHOX and IOO have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSHOX has higher volatility (6.85%) compared to IOO (5.30%). In terms of maximum drawdown, FSHOX dropped -61.68% vs IOO's -55.85%.
IOO currently has the higher Sharpe Ratio (2.20 vs 0.92), 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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