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IHE vs. FPHAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IHE vs. FPHAX - Performance Comparison

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

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Returns By Period

In the year-to-date period, IHE achieves a 6.47% return, which is significantly lower than FPHAX's 6.98% return. Over the past 10 years, IHE has underperformed FPHAX with an annualized return of 7.81%, while FPHAX has yielded a comparatively higher 11.40% annualized return.


IHE

1D
1.16%
1M
1.80%
YTD
6.47%
6M
8.51%
1Y
40.15%
3Y*
17.47%
5Y*
9.98%
10Y*
7.81%

FPHAX

1D
0.22%
1M
4.33%
YTD
6.98%
6M
7.84%
1Y
40.09%
3Y*
17.20%
5Y*
12.94%
10Y*
11.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IHE vs. FPHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHE
iShares U.S. Pharmaceuticals ETF
6.47%31.69%8.13%1.06%-4.87%13.07%13.66%15.47%-7.76%10.64%
FPHAX
Fidelity Select Pharmaceuticals Portfolio
6.98%30.41%9.39%12.54%0.94%11.79%11.16%31.73%5.41%10.70%

Correlation

The correlation between IHE and FPHAX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.85

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

0.85

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

0.86

Correlation (All Time)
Calculated using the full available price history since May 8, 2006

0.89

The correlation between IHE and FPHAX has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.

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Return for Risk

IHE vs. FPHAX — Risk / Return Rank

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

IHE
IHE Risk / Return Rank: 7474
Overall Rank
IHE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IHE Sortino Ratio Rank: 7575
Sortino Ratio Rank
IHE Omega Ratio Rank: 6565
Omega Ratio Rank
IHE Calmar Ratio Rank: 8585
Calmar Ratio Rank
IHE Martin Ratio Rank: 7575
Martin Ratio Rank

FPHAX
FPHAX Risk / Return Rank: 5353
Overall Rank
FPHAX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FPHAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FPHAX Omega Ratio Rank: 4141
Omega Ratio Rank
FPHAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FPHAX Martin Ratio Rank: 4949
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.

IHE vs. FPHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Pharmaceuticals ETF (IHE) and Fidelity Select Pharmaceuticals Portfolio (FPHAX). 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.


IHEFPHAXDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.40

1.34

+0.06

Calmar ratioReturn relative to maximum drawdown

4.76

3.88

+0.88

Martin ratioReturn relative to average drawdown

14.35

10.11

+4.23

IHE vs. FPHAX - Sharpe Ratio Comparison

The current IHE Sharpe Ratio is 2.36, which is comparable to the FPHAX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of IHE and FPHAX, 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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Sharpe Ratios by Period


IHEFPHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

1.99

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.72

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.64

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.54

-0.04

Drawdowns

IHE vs. FPHAX - Drawdown Comparison

The maximum IHE drawdown since its inception was -38.20%, roughly equal to the maximum FPHAX drawdown of -38.26%. Use the drawdown chart below to compare losses from any high point for IHE and FPHAX.


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Drawdown Indicators


IHEFPHAXDifference

Max Drawdown

Largest peak-to-trough decline

-38.20%

-38.26%

+0.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.47%

-10.33%

+1.86%

Max Drawdown (3Y)

Largest decline over 3 years

-15.92%

-28.82%

+12.90%

Max Drawdown (5Y)

Largest decline over 5 years

-16.03%

-28.82%

+12.79%

Max Drawdown (10Y)

Largest decline over 10 years

-29.59%

-28.82%

-0.77%

Current Drawdown

Current decline from peak

-2.80%

-2.57%

-0.23%

Average Drawdown

Average peak-to-trough decline

-7.92%

-9.18%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

3.96%

-1.15%

Volatility

IHE vs. FPHAX - Volatility Comparison

iShares U.S. Pharmaceuticals ETF (IHE) and Fidelity Select Pharmaceuticals Portfolio (FPHAX) have volatilities of 5.53% and 5.34%, 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


IHEFPHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

5.34%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

14.11%

-1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

17.07%

20.14%

-3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

18.03%

-1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

17.86%

+0.19%

IHE vs. FPHAX - Expense Ratio Comparison

IHE has a 0.42% expense ratio, which is lower than FPHAX's 0.75% expense ratio.


Dividends

IHE vs. FPHAX - Dividend Comparison

IHE's dividend yield for the trailing twelve months is around 1.65%, less than FPHAX's 5.20% yield.


PositionTTM20252024202320222021202020192018201720162015
FPHAX
Fidelity Select Pharmaceuticals Portfolio
5.20%5.68%1.90%8.08%5.18%11.09%8.85%8.33%1.65%1.62%1.07%12.63%
IHE
iShares U.S. Pharmaceuticals ETF
1.65%1.76%1.73%1.39%2.01%1.49%1.19%1.40%1.25%1.36%0.92%1.93%

Frequently Asked Questions


IHE and FPHAX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IHE has higher volatility (5.53%) compared to FPHAX (5.34%). In terms of maximum drawdown, IHE dropped -38.20% vs FPHAX's -38.26%.

IHE currently has the higher Sharpe Ratio (2.36 vs 1.99), 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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