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FSK vs. IWS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FSK vs. IWS

Last updated Jun 13, 2026

FSK (FS KKR Capital Corp.) is a stock, while IWS (iShares Russell Mid-Cap Value ETF) is Mid Cap Value Equities fund tracking the Russell Midcap Value Index. Over the past 10 years, FSK returned 2.76%/yr vs 10.51%/yr for IWS. A 0.52 correlation means they provide meaningful diversification when combined.

Performance

FSK vs. IWS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FS KKR Capital Corp. (FSK) and iShares Russell Mid-Cap Value ETF (IWS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSK achieves a -21.66% return, which is significantly lower than IWS's 16.45% return. Over the past 10 years, FSK has underperformed IWS with an annualized return of 2.76%, while IWS has yielded a comparatively higher 10.51% annualized return.

FSK

1D
2.22%
1M
0.73%
YTD
-21.66%
6M
-24.66%
1Y
-38.11%
3Y*
-3.98%
5Y*
-0.35%
10Y*
2.76%

IWS

1D
1.16%
1M
5.35%
YTD
16.45%
6M
15.28%
1Y
29.26%
3Y*
16.65%
5Y*
8.67%
10Y*
10.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSK vs. IWS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FSK
FS KKR Capital Corp.		-21.66%-20.38%25.71%33.04%-4.71%41.59%-10.27%33.89%-20.23%-21.23%
IWS
iShares Russell Mid-Cap Value ETF		16.45%10.82%12.91%12.52%-12.29%28.10%4.83%26.73%-12.43%13.14%

Correlation

The correlation between FSK and IWS is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.37

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

0.49

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

0.57

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

0.53

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2014

0.52

The correlation between FSK and IWS shifts across timeframes, from 0.37 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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FS KKR Capital Corp.

iShares Russell Mid-Cap Value ETF

Often compared with FSK:
FSK vs. OBDCFSK vs. MAINFSK vs. PSECFSK vs. SCMFSK vs. SPYFSK vs. PRTFSK vs. SCHD
Often compared with IWS:
IWS vs. IWPIWS vs. IWNIWS vs. IMCVIWS vs. IWDIWS vs. FIMVXIWS vs. IVVIWS vs. VBR

Return for Risk

FSK vs. IWS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FSK
FSK Risk / Return Rank: 88
Overall Rank
FSK Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FSK Sortino Ratio Rank: 44
Sortino Ratio Rank
FSK Omega Ratio Rank: 44
Omega Ratio Rank
FSK Calmar Ratio Rank: 1414
Calmar Ratio Rank
FSK Martin Ratio Rank: 1717
Martin Ratio Rank
IWS
IWS Risk / Return Rank: 7676
Overall Rank
IWS Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IWS Sortino Ratio Rank: 7575
Sortino Ratio Rank
IWS Omega Ratio Rank: 6969
Omega Ratio Rank
IWS Calmar Ratio Rank: 8080
Calmar Ratio Rank
IWS Martin Ratio Rank: 8181
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.

FSK vs. IWS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FS KKR Capital Corp. (FSK) and iShares Russell Mid-Cap Value ETF (IWS). 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.

FSKIWSDifference
Sharpe ratioReturn per unit of total volatility
-1.26
2.05

-3.31

Sortino ratioReturn per unit of downside risk
-1.77
2.91

-4.68

Omega ratioGain probability vs. loss probability

0.77

1.36

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.76

3.68

-4.44

Martin ratioReturn relative to average drawdown

-1.18

13.82

-15.00

FSK vs. IWS - Sharpe Ratio Comparison

The current FSK Sharpe Ratio is -1.26, which is lower than the IWS Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of FSK and IWS, 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

FSK vs. IWS - Drawdown Comparison

The maximum FSK drawdown since its inception was -67.20%, which is greater than IWS's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for FSK and IWS.

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Drawdown Indicators

FSKIWSDifference

Max Drawdown

Largest peak-to-trough decline

-67.20%

-62.40%

-4.80%

Max Drawdown (1Y)

Largest decline over 1 year

-51.01%

-7.53%

-43.48%

Max Drawdown (3Y)

Largest decline over 3 years

-51.03%

-20.57%

-30.46%

Max Drawdown (5Y)

Largest decline over 5 years

-51.03%

-21.23%

-29.80%

Max Drawdown (10Y)

Largest decline over 10 years

-67.20%

-43.83%

-23.37%

Current Drawdown

Current decline from peak

-43.69%

0.00%

-43.69%

Average Drawdown

Average peak-to-trough decline

-13.53%

-8.01%

-5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.88%

2.00%

+30.88%

Volatility

FSK vs. IWS - Volatility Comparison

FS KKR Capital Corp. (FSK) has a higher volatility of 7.10% compared to iShares Russell Mid-Cap Value ETF (IWS) at 4.29%. This indicates that FSK's price experiences larger fluctuations and is considered to be riskier than IWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FSKIWSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

4.29%

+2.81%

Volatility (6M)

Calculated over the trailing 6-month period

26.75%

9.97%

+16.78%

Volatility (1Y)

Calculated over the trailing 1-year period

30.85%

13.53%

+17.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.11%

17.36%

+6.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.93%

19.37%

+8.56%

Dividends

FSK vs. IWS - Dividend Comparison

FSK's dividend yield for the trailing twelve months is around 23.33%, more than IWS's 1.32% yield.

PositionTTM20252024202320222021202020192018201720162015
FSK
FS KKR Capital Corp.		23.33%18.91%13.35%14.77%15.20%11.80%15.46%12.40%16.41%11.68%8.65%9.91%
IWS
iShares Russell Mid-Cap Value ETF		1.32%1.53%1.50%1.76%1.93%1.39%1.87%1.97%2.53%1.96%2.10%2.14%

Frequently Asked Questions

FSK and IWS have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSK has higher volatility (7.10%) compared to IWS (4.29%). In terms of maximum drawdown, FSK dropped -67.20% vs IWS's -62.40%.

IWS currently has the higher Sharpe Ratio (2.05 vs -1.26), 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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