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ITB vs. FSHOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITB vs. FSHOX - Performance Comparison

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

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Returns By Period

In the year-to-date period, ITB achieves a 1.44% return, which is significantly lower than FSHOX's 9.98% return. Both investments have delivered pretty close results over the past 10 years, with ITB having a 14.54% annualized return and FSHOX not far ahead at 15.20%.


ITB

1D
-1.92%
1M
7.18%
YTD
1.44%
6M
-0.10%
1Y
9.29%
3Y*
6.76%
5Y*
8.38%
10Y*
14.54%

FSHOX

1D
2.00%
1M
6.25%
YTD
9.98%
6M
8.88%
1Y
18.80%
3Y*
15.43%
5Y*
11.76%
10Y*
15.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITB vs. FSHOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITB
iShares U.S. Home Construction ETF
1.44%-5.26%2.06%68.91%-26.26%49.25%26.42%48.70%-30.92%59.65%
FSHOX
Fidelity Select Construction & Housing Portfolio
9.98%5.24%15.28%30.85%-22.76%57.51%25.95%41.15%-15.87%26.25%

Correlation

The correlation between ITB and FSHOX is 0.85, 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

0.85

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

0.87

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

0.89

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

0.86

Correlation (All Time)
Calculated using the full available price history since May 5, 2006

0.87

The correlation between ITB and FSHOX has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.

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Return for Risk

ITB vs. FSHOX — Risk / Return Rank

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

ITB
ITB Risk / Return Rank: 1313
Overall Rank
ITB Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
ITB Sortino Ratio Rank: 1414
Sortino Ratio Rank
ITB Omega Ratio Rank: 1313
Omega Ratio Rank
ITB Calmar Ratio Rank: 1212
Calmar Ratio Rank
ITB Martin Ratio Rank: 1111
Martin Ratio Rank

FSHOX
FSHOX Risk / Return Rank: 1313
Overall Rank
FSHOX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
FSHOX Sortino Ratio Rank: 1616
Sortino Ratio Rank
FSHOX Omega Ratio Rank: 1212
Omega Ratio Rank
FSHOX Calmar Ratio Rank: 1313
Calmar Ratio Rank
FSHOX Martin Ratio Rank: 1111
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.

ITB vs. FSHOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Home Construction ETF (ITB) and Fidelity Select Construction & Housing Portfolio (FSHOX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ITBFSHOXDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.08

1.17

-0.09

Calmar ratioReturn relative to maximum drawdown

0.36

1.18

-0.83

Martin ratioReturn relative to average drawdown

0.68

2.99

-2.31

ITB vs. FSHOX - Sharpe Ratio Comparison

The current ITB Sharpe Ratio is 0.31, which is lower than the FSHOX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of ITB and FSHOX, 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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Drawdowns

ITB vs. FSHOX - Drawdown Comparison

The maximum ITB drawdown since its inception was -86.53%, which is greater than FSHOX's maximum drawdown of -61.68%. Use the drawdown chart below to compare losses from any high point for ITB and FSHOX.


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Drawdown Indicators


ITBFSHOXDifference

Max Drawdown

Largest peak-to-trough decline

-86.53%

-61.68%

-24.85%

Max Drawdown (1Y)

Largest decline over 1 year

-26.04%

-16.54%

-9.50%

Max Drawdown (3Y)

Largest decline over 3 years

-33.35%

-24.76%

-8.59%

Max Drawdown (5Y)

Largest decline over 5 years

-40.55%

-33.23%

-7.32%

Max Drawdown (10Y)

Largest decline over 10 years

-52.10%

-43.67%

-8.43%

Current Drawdown

Current decline from peak

-23.10%

-5.16%

-17.94%

Average Drawdown

Average peak-to-trough decline

-37.06%

-9.84%

-27.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.64%

6.54%

+7.10%

Volatility

ITB vs. FSHOX - Volatility Comparison

iShares U.S. Home Construction ETF (ITB) has a higher volatility of 8.66% compared to Fidelity Select Construction & Housing Portfolio (FSHOX) at 7.09%. This indicates that ITB's price experiences larger fluctuations and is considered to be riskier than FSHOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITBFSHOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.66%

7.09%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

21.41%

16.68%

+4.73%

Volatility (1Y)

Calculated over the trailing 1-year period

30.00%

20.60%

+9.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.37%

21.85%

+7.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.10%

22.55%

+7.55%

ITB vs. FSHOX - Expense Ratio Comparison

ITB has a 0.38% expense ratio, which is lower than FSHOX's 0.76% expense ratio.


Dividends

ITB vs. FSHOX - Dividend Comparison

ITB's dividend yield for the trailing twelve months is around 0.66%, less than FSHOX's 5.86% yield.


PositionTTM20252024202320222021202020192018201720162015
FSHOX
Fidelity Select Construction & Housing Portfolio
5.86%3.91%4.05%0.82%0.80%5.45%4.73%7.91%15.47%13.62%3.61%3.26%
ITB
iShares U.S. Home Construction ETF
0.66%1.67%0.46%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%

Frequently Asked Questions


ITB and FSHOX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ITB has higher volatility (8.66%) compared to FSHOX (7.09%). In terms of maximum drawdown, ITB dropped -86.53% vs FSHOX's -61.68%.

FSHOX currently has the higher Sharpe Ratio (0.95 vs 0.31), 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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