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IHE vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IHE and FXAIX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

IHE vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Pharmaceuticals ETF (IHE) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
1.43%
7.21%
IHE
FXAIX

Key characteristics

Sharpe Ratio

IHE:

0.49

FXAIX:

1.46

Sortino Ratio

IHE:

0.76

FXAIX:

1.99

Omega Ratio

IHE:

1.09

FXAIX:

1.27

Calmar Ratio

IHE:

0.62

FXAIX:

2.21

Martin Ratio

IHE:

1.31

FXAIX:

9.02

Ulcer Index

IHE:

4.64%

FXAIX:

2.07%

Daily Std Dev

IHE:

12.51%

FXAIX:

12.74%

Max Drawdown

IHE:

-38.20%

FXAIX:

-33.79%

Current Drawdown

IHE:

-0.43%

FXAIX:

-3.04%

Returns By Period

In the year-to-date period, IHE achieves a 10.38% return, which is significantly higher than FXAIX's 1.45% return. Over the past 10 years, IHE has underperformed FXAIX with an annualized return of 4.15%, while FXAIX has yielded a comparatively higher 12.81% annualized return.


IHE

YTD

10.38%

1M

4.06%

6M

1.43%

1Y

6.49%

5Y*

10.34%

10Y*

4.15%

FXAIX

YTD

1.45%

1M

-0.82%

6M

7.21%

1Y

18.87%

5Y*

16.92%

10Y*

12.81%

*Annualized

Compare stocks, funds, or ETFs

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IHE vs. FXAIX - Expense Ratio Comparison

IHE has a 0.42% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Expense ratio chart for IHE: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

IHE vs. FXAIX — Risk-Adjusted Performance Rank

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

IHE
The Risk-Adjusted Performance Rank of IHE is 2323
Overall Rank
The Sharpe Ratio Rank of IHE is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of IHE is 2121
Sortino Ratio Rank
The Omega Ratio Rank of IHE is 2020
Omega Ratio Rank
The Calmar Ratio Rank of IHE is 3333
Calmar Ratio Rank
The Martin Ratio Rank of IHE is 1919
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 8282
Overall Rank
The Sharpe Ratio Rank of FXAIX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IHE vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Pharmaceuticals ETF (IHE) and Fidelity 500 Index Fund (FXAIX). 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.


The chart of Sharpe ratio for IHE, currently valued at 0.49, compared to the broader market0.002.004.000.491.46
The chart of Sortino ratio for IHE, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.0010.0012.000.761.99
The chart of Omega ratio for IHE, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.27
The chart of Calmar ratio for IHE, currently valued at 0.61, compared to the broader market0.005.0010.0015.000.622.21
The chart of Martin ratio for IHE, currently valued at 1.31, compared to the broader market0.0020.0040.0060.0080.00100.001.319.02
IHE
FXAIX

The current IHE Sharpe Ratio is 0.49, which is lower than the FXAIX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of IHE and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.49
1.46
IHE
FXAIX

Dividends

IHE vs. FXAIX - Dividend Comparison

IHE's dividend yield for the trailing twelve months is around 1.57%, more than FXAIX's 1.23% yield.


TTM20242023202220212020201920182017201620152014
IHE
iShares U.S. Pharmaceuticals ETF
1.57%1.73%1.39%2.01%1.49%1.19%1.40%1.25%1.36%0.92%1.93%1.20%
FXAIX
Fidelity 500 Index Fund
1.23%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

IHE vs. FXAIX - Drawdown Comparison

The maximum IHE drawdown since its inception was -38.20%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for IHE and FXAIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.43%
-3.04%
IHE
FXAIX

Volatility

IHE vs. FXAIX - Volatility Comparison

iShares U.S. Pharmaceuticals ETF (IHE) has a higher volatility of 3.54% compared to Fidelity 500 Index Fund (FXAIX) at 3.10%. This indicates that IHE's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.54%
3.10%
IHE
FXAIX

Recent discussions

Performance Calculations and Importing Data

Hello,

I am going to be signing up for a paid plan and I am wondering a few things.

First off, the performance calculation on the graph. The information says that it the calculation takes into account splits and dividends. I am assuming that dividends paid are added to the total performance?

Second. The import data is not listed on the "Plus" subscription. It is listed on the "Pro subscription". With my free account I can import a .csv file. How does the "Pro" subscription differ from "Plus" when it comes to importing data?

Thanks,

Travis

Travis Plain

February 23, 25 Posted in general
26

Dividends

On simplysafe dividend website the annual dividend yield for my protfolio shows 1.98% and here it should over 13%, its completely off, not sure who to believe.

Farshad

January 11, 25 Posted in general
479

Transactional Portfolio Use

I am trying to understand how to make the best use of transactional portfolios. At first I thought it is useful when tracking the performance of a self-managed fund. You add cash to it, transact in equities, adding each transaction to the portfolio. It then shows you its performance wrt. to a benchmark. The broker does this for you anyway, but the whole reason I started evaluating Portfolioslab is so that I can separate my single broker account into thematic baskets ("thematic funds") and track their performance individually.

The transactional portfolio in Portfolioslab does not seem to work that way. It does not consider the changes in cash position, ie. any profit/loss made on equity transactions. It does not seem to be suited for track the assets of a fund, so to speak. What good is transactional portfolio then?

EG

May 14, 24 Posted in general
511