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ILCV vs. FIOOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ILCV and FIOOX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

ILCV vs. FIOOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Value ETF (ILCV) and Fidelity Series Large Cap Value Index Fund (FIOOX). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%NovemberDecember2025FebruaryMarchApril
171.66%
113.92%
ILCV
FIOOX

Key characteristics

Sharpe Ratio

ILCV:

0.44

FIOOX:

0.30

Sortino Ratio

ILCV:

0.71

FIOOX:

0.53

Omega Ratio

ILCV:

1.10

FIOOX:

1.08

Calmar Ratio

ILCV:

0.46

FIOOX:

0.29

Martin Ratio

ILCV:

2.00

FIOOX:

1.07

Ulcer Index

ILCV:

3.43%

FIOOX:

4.60%

Daily Std Dev

ILCV:

15.76%

FIOOX:

16.28%

Max Drawdown

ILCV:

-58.63%

FIOOX:

-39.14%

Current Drawdown

ILCV:

-7.96%

FIOOX:

-9.81%

Returns By Period

In the year-to-date period, ILCV achieves a -3.12% return, which is significantly lower than FIOOX's -2.10% return. Over the past 10 years, ILCV has outperformed FIOOX with an annualized return of 8.91%, while FIOOX has yielded a comparatively lower 5.74% annualized return.


ILCV

YTD

-3.12%

1M

-4.62%

6M

-3.71%

1Y

7.25%

5Y*

13.43%

10Y*

8.91%

FIOOX

YTD

-2.10%

1M

-4.66%

6M

-4.80%

1Y

5.17%

5Y*

11.38%

10Y*

5.74%

*Annualized

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ILCV vs. FIOOX - Expense Ratio Comparison

ILCV has a 0.04% expense ratio, which is higher than FIOOX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for ILCV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ILCV: 0.04%
Expense ratio chart for FIOOX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIOOX: 0.00%

Risk-Adjusted Performance

ILCV vs. FIOOX — Risk-Adjusted Performance Rank

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

ILCV
The Risk-Adjusted Performance Rank of ILCV is 5454
Overall Rank
The Sharpe Ratio Rank of ILCV is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of ILCV is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ILCV is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ILCV is 5858
Calmar Ratio Rank
The Martin Ratio Rank of ILCV is 5959
Martin Ratio Rank

FIOOX
The Risk-Adjusted Performance Rank of FIOOX is 4242
Overall Rank
The Sharpe Ratio Rank of FIOOX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FIOOX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FIOOX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FIOOX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of FIOOX is 4242
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.

ILCV vs. FIOOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Value ETF (ILCV) and Fidelity Series Large Cap Value Index Fund (FIOOX). 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 ILCV, currently valued at 0.44, compared to the broader market-1.000.001.002.003.004.00
ILCV: 0.44
FIOOX: 0.30
The chart of Sortino ratio for ILCV, currently valued at 0.70, compared to the broader market-2.000.002.004.006.008.00
ILCV: 0.71
FIOOX: 0.53
The chart of Omega ratio for ILCV, currently valued at 1.10, compared to the broader market0.501.001.502.00
ILCV: 1.10
FIOOX: 1.08
The chart of Calmar ratio for ILCV, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.00
ILCV: 0.46
FIOOX: 0.29
The chart of Martin ratio for ILCV, currently valued at 2.00, compared to the broader market0.0020.0040.0060.00
ILCV: 2.00
FIOOX: 1.07

The current ILCV Sharpe Ratio is 0.44, which is higher than the FIOOX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of ILCV and FIOOX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.44
0.30
ILCV
FIOOX

Dividends

ILCV vs. FIOOX - Dividend Comparison

ILCV's dividend yield for the trailing twelve months is around 2.11%, less than FIOOX's 2.16% yield.


TTM20242023202220212020201920182017201620152014
ILCV
iShares Morningstar Value ETF
2.11%2.00%2.27%2.32%2.01%2.96%2.70%2.93%2.32%2.76%3.01%2.44%
FIOOX
Fidelity Series Large Cap Value Index Fund
2.16%2.10%2.24%2.38%1.95%2.18%2.54%2.99%2.36%1.63%3.16%5.87%

Drawdowns

ILCV vs. FIOOX - Drawdown Comparison

The maximum ILCV drawdown since its inception was -58.63%, which is greater than FIOOX's maximum drawdown of -39.14%. Use the drawdown chart below to compare losses from any high point for ILCV and FIOOX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.96%
-9.81%
ILCV
FIOOX

Volatility

ILCV vs. FIOOX - Volatility Comparison

iShares Morningstar Value ETF (ILCV) and Fidelity Series Large Cap Value Index Fund (FIOOX) have volatilities of 11.87% and 11.88%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.87%
11.88%
ILCV
FIOOX