ILCV vs. FIOOX
Compare and contrast key facts about iShares Morningstar Value ETF (ILCV) and Fidelity Series Large Cap Value Index Fund (FIOOX).
ILCV is a passively managed fund by iShares that tracks the performance of the ILCV-US - Morningstar US Large-Mid Cap Broad Value Index. It was launched on Jun 28, 2004. FIOOX is managed by Fidelity. It was launched on Nov 7, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ILCV or FIOOX.
Performance
ILCV vs. FIOOX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with ILCV having a 20.60% return and FIOOX slightly lower at 20.53%. Both investments have delivered pretty close results over the past 10 years, with ILCV having a 9.72% annualized return and FIOOX not far behind at 9.33%.
ILCV
20.60%
1.21%
11.88%
28.20%
10.63%
9.72%
FIOOX
20.53%
2.49%
12.87%
28.77%
10.61%
9.33%
Key characteristics
| ILCV | FIOOX | |
|---|---|---|
| Sharpe Ratio | 2.85 | 2.70 |
| Sortino Ratio | 3.90 | 3.78 |
| Omega Ratio | 1.52 | 1.49 |
| Calmar Ratio | 0.29 | 5.39 |
| Martin Ratio | 18.61 | 16.88 |
| Ulcer Index | 1.55% | 1.74% |
| Daily Std Dev | 10.12% | 10.87% |
| Max Drawdown | -100.00% | -38.31% |
| Current Drawdown | -99.97% | -0.17% |
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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%.
Correlation
The correlation between ILCV and FIOOX is 0.96, 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.
Risk-Adjusted Performance
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.
Dividends
ILCV vs. FIOOX - Dividend Comparison
ILCV's dividend yield for the trailing twelve months is around 1.98%, more than FIOOX's 1.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILCV iShares Morningstar Value ETF | 1.98% | 2.27% | 2.32% | 2.01% | 2.96% | 2.70% | 2.93% | 2.32% | 2.76% | 3.01% | 2.44% | 2.51% |
FIOOX Fidelity Series Large Cap Value Index Fund | 1.87% | 2.24% | 2.38% | 1.95% | 2.18% | 2.54% | 2.99% | 2.36% | 1.63% | 3.16% | 5.87% | 0.34% |
Drawdowns
ILCV vs. FIOOX - Drawdown Comparison
The maximum ILCV drawdown since its inception was -100.00%, which is greater than FIOOX's maximum drawdown of -38.31%. Use the drawdown chart below to compare losses from any high point for ILCV and FIOOX. For additional features, visit the drawdowns tool.
Volatility
ILCV vs. FIOOX - Volatility Comparison
The current volatility for iShares Morningstar Value ETF (ILCV) is 3.27%, while Fidelity Series Large Cap Value Index Fund (FIOOX) has a volatility of 3.80%. This indicates that ILCV experiences smaller price fluctuations and is considered to be less risky than FIOOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.