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IDV vs. FSPGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDV vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDV achieves a 12.82% return, which is significantly higher than FSPGX's 3.00% return.


IDV

1D
-0.69%
1M
-0.26%
YTD
12.82%
6M
14.44%
1Y
35.47%
3Y*
24.42%
5Y*
12.20%
10Y*
10.65%

FSPGX

1D
0.02%
1M
-2.20%
YTD
3.00%
6M
4.01%
1Y
20.62%
3Y*
22.52%
5Y*
14.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDV vs. FSPGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDV
iShares International Select Dividend ETF
12.82%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%19.74%
FSPGX
Fidelity Large Cap Growth Index Fund
3.00%18.54%33.27%42.77%-29.17%27.57%38.46%36.38%-1.79%27.70%

Correlation

The correlation between IDV and FSPGX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.39

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

0.49

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.54

The correlation between IDV and FSPGX shifts across timeframes, from 0.39 (3 years) to 0.54 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IDV vs. FSPGX — Risk / Return Rank

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

IDV
IDV Risk / Return Rank: 8787
Overall Rank
IDV Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 8888
Sortino Ratio Rank
IDV Omega Ratio Rank: 8989
Omega Ratio Rank
IDV Calmar Ratio Rank: 8585
Calmar Ratio Rank
IDV Martin Ratio Rank: 8484
Martin Ratio Rank

FSPGX
FSPGX Risk / Return Rank: 2020
Overall Rank
FSPGX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FSPGX Sortino Ratio Rank: 2121
Sortino Ratio Rank
FSPGX Omega Ratio Rank: 2222
Omega Ratio Rank
FSPGX Calmar Ratio Rank: 1616
Calmar Ratio Rank
FSPGX Martin Ratio Rank: 1717
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.

IDV vs. FSPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.


IDVFSPGXDifference
Sharpe ratioReturn per unit of total volatility

+1.53

Sortino ratioReturn per unit of downside risk

+1.90

Omega ratioGain probability vs. loss probability

1.50

1.21

+0.28

Calmar ratioReturn relative to maximum drawdown

4.18

1.19

+3.00

Martin ratioReturn relative to average drawdown

15.48

3.92

+11.56

IDV vs. FSPGX - Sharpe Ratio Comparison

The current IDV Sharpe Ratio is 2.73, which is higher than the FSPGX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of IDV and FSPGX, 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

IDV vs. FSPGX - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for IDV and FSPGX.


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Drawdown Indicators


IDVFSPGXDifference

Max Drawdown

Largest peak-to-trough decline

-70.14%

-32.66%

-37.48%

Max Drawdown (1Y)

Largest decline over 1 year

-8.52%

-16.17%

+7.65%

Max Drawdown (3Y)

Largest decline over 3 years

-11.86%

-23.32%

+11.46%

Max Drawdown (5Y)

Largest decline over 5 years

-29.19%

-32.66%

+3.47%

Max Drawdown (10Y)

Largest decline over 10 years

-42.50%

Current Drawdown

Current decline from peak

-2.37%

-5.51%

+3.14%

Average Drawdown

Average peak-to-trough decline

-15.38%

-6.36%

-9.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

4.89%

-2.59%

Volatility

IDV vs. FSPGX - Volatility Comparison

The current volatility for iShares International Select Dividend ETF (IDV) is 4.28%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 5.42%. This indicates that IDV experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDVFSPGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

5.42%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

12.42%

-1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

13.07%

15.96%

-2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.59%

21.56%

-5.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.93%

21.56%

-3.63%

IDV vs. FSPGX - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


Dividends

IDV vs. FSPGX - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 7.09%, more than FSPGX's 0.33% yield.


PositionTTM20252024202320222021202020192018201720162015
FSPGX
Fidelity Large Cap Growth Index Fund
0.33%0.34%0.37%0.73%0.86%2.22%1.76%1.04%1.32%0.22%0.00%0.00%
IDV
iShares International Select Dividend ETF
7.09%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%

Frequently Asked Questions


IDV and FSPGX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSPGX has higher volatility (5.42%) compared to IDV (4.28%). In terms of maximum drawdown, IDV dropped -70.14% vs FSPGX's -32.66%.

IDV currently has the higher Sharpe Ratio (2.73 vs 1.20), 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

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