IHG vs. FELC

Last updated Apr 2, 2026

Compare and contrast key facts about InterContinental Hotels Group PLC (IHG) and Fidelity Enhanced Large Cap Core ETF (FELC).

FELC is an actively managed fund by Fidelity. It was launched on Apr 19, 2007.

Performance

IHG vs. FELC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in InterContinental Hotels Group PLC (IHG) and Fidelity Enhanced Large Cap Core ETF (FELC). The values are adjusted to include any dividend payments, if applicable.

IHG vs. FELC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IHG InterContinental Hotels Group PLC	-5.07%	14.53%	39.13%	17.73%
FELC Fidelity Enhanced Large Cap Core ETF	-3.95%	17.09%	25.25%	5.68%

Returns By Period

In the year-to-date period, IHG achieves a -5.07% return, which is significantly lower than FELC's -3.95% return.

IHG

• 1D: 0.17%
• 1M: -0.07%
• YTD: -5.07%
• 6M: 10.15%
• 1Y: 24.06%
• 3Y*: 27.73%
• 5Y*: 15.48%
• 10Y*: 18.50%

FELC

• 1D: 0.80%
• 1M: -4.23%
• YTD: -3.95%
• 6M: -1.59%
• 1Y: 17.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IHG vs. FELC — Risk / Return Rank

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

IHG

IHG Risk / Return Rank: 69
IHG Sharpe Ratio Rank: 71
IHG Sortino Ratio Rank: 67
IHG Omega Ratio Rank: 61
IHG Calmar Ratio Rank: 74
IHG Martin Ratio Rank: 74

FELC

FELC Risk / Return Rank: 59
FELC Sharpe Ratio Rank: 53
FELC Sortino Ratio Rank: 56
FELC Omega Ratio Rank: 60
FELC Calmar Ratio Rank: 58
FELC Martin Ratio Rank: 67

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.

IHG vs. FELC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for InterContinental Hotels Group PLC (IHG) and Fidelity Enhanced Large Cap Core ETF (FELC). 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.

	IHG	FELC	Difference
Sharpe ratio Return per unit of total volatility	0.90	0.98	-0.09
Sortino ratio Return per unit of downside risk	1.50	1.50	0.00
Omega ratio Gain probability vs. loss probability	1.17	1.23	-0.06
Calmar ratio Return relative to maximum drawdown	1.84	1.53	+0.30
Martin ratio Return relative to average drawdown	4.53	7.11	-2.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IHG vs. FELC - Sharpe Ratio Comparison

The current IHG Sharpe Ratio is 0.90, which is comparable to the FELC Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of IHG and FELC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IHG	FELC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	0.98	-0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	1.20	-0.58

Correlation

The correlation between IHG and FELC is 0.47, 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.

Dividends

IHG vs. FELC - Dividend Comparison

IHG's dividend yield for the trailing twelve months is around 1.29%, more than FELC's 0.98% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IHG InterContinental Hotels Group PLC	1.29%	1.23%	1.26%	1.57%	2.22%	0.00%	0.00%	5.52%	1.97%	8.04%	30.47%	2.72%
FELC Fidelity Enhanced Large Cap Core ETF	0.98%	0.92%	1.03%	0.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IHG vs. FELC - Drawdown Comparison

The maximum IHG drawdown since its inception was -77.84%, which is greater than FELC's maximum drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for IHG and FELC.

Drawdown Indicators

	IHG	FELC	Difference
Max Drawdown Largest peak-to-trough decline	-77.84%	-18.59%	-59.25%
Max Drawdown (1Y) Largest decline over 1 year	-13.04%	-12.01%	-1.03%
Max Drawdown (5Y) Largest decline over 5 years	-34.44%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-59.29%	—	—
Current Drawdown Current decline from peak	-9.81%	-5.68%	-4.13%
Average Drawdown Average peak-to-trough decline	-13.95%	-1.99%	-11.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.29%	2.59%	+2.70%

Volatility

IHG vs. FELC - Volatility Comparison

InterContinental Hotels Group PLC (IHG) has a higher volatility of 6.78% compared to Fidelity Enhanced Large Cap Core ETF (FELC) at 5.34%. This indicates that IHG's price experiences larger fluctuations and is considered to be riskier than FELC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IHG	FELC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.78%	5.34%	+1.44%
Volatility (6M) Calculated over the trailing 6-month period	17.53%	9.62%	+7.91%
Volatility (1Y) Calculated over the trailing 1-year period	26.99%	18.22%	+8.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.60%	15.42%	+11.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.50%	15.42%	+16.08%