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ITB vs. FSHOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ITB and FSHOX 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.


-0.50.00.51.0
Correlation: 0.7

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.

50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
108.05%
287.17%
ITB
FSHOX

Key characteristics

Sharpe Ratio

ITB:

-0.46

FSHOX:

-0.10

Sortino Ratio

ITB:

-0.51

FSHOX:

0.02

Omega Ratio

ITB:

0.94

FSHOX:

1.00

Calmar Ratio

ITB:

-0.39

FSHOX:

-0.08

Martin Ratio

ITB:

-0.90

FSHOX:

-0.22

Ulcer Index

ITB:

14.57%

FSHOX:

9.76%

Daily Std Dev

ITB:

28.34%

FSHOX:

22.19%

Max Drawdown

ITB:

-86.53%

FSHOX:

-60.78%

Current Drawdown

ITB:

-28.88%

FSHOX:

-20.41%

Returns By Period

In the year-to-date period, ITB achieves a -11.12% return, which is significantly lower than FSHOX's -7.96% return. Over the past 10 years, ITB has outperformed FSHOX with an annualized return of 13.73%, while FSHOX has yielded a comparatively lower 7.24% annualized return.


ITB

YTD

-11.12%

1M

-5.88%

6M

-23.22%

1Y

-11.74%

5Y*

23.98%

10Y*

13.73%

FSHOX

YTD

-7.96%

1M

-3.45%

6M

-14.50%

1Y

-1.73%

5Y*

19.42%

10Y*

7.24%

*Annualized

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ITB vs. FSHOX - Expense Ratio Comparison

ITB has a 0.42% expense ratio, which is lower than FSHOX's 0.76% expense ratio.


Expense ratio chart for FSHOX: current value is 0.76%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSHOX: 0.76%
Expense ratio chart for ITB: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ITB: 0.42%

Risk-Adjusted Performance

ITB vs. FSHOX — Risk-Adjusted Performance Rank

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

ITB
The Risk-Adjusted Performance Rank of ITB is 55
Overall Rank
The Sharpe Ratio Rank of ITB is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ITB is 55
Sortino Ratio Rank
The Omega Ratio Rank of ITB is 66
Omega Ratio Rank
The Calmar Ratio Rank of ITB is 44
Calmar Ratio Rank
The Martin Ratio Rank of ITB is 66
Martin Ratio Rank

FSHOX
The Risk-Adjusted Performance Rank of FSHOX is 1616
Overall Rank
The Sharpe Ratio Rank of FSHOX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of FSHOX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of FSHOX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of FSHOX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of FSHOX is 1717
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.

ITB vs. FSHOX - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for ITB, currently valued at -0.46, compared to the broader market-1.000.001.002.003.004.00
ITB: -0.46
FSHOX: -0.10
The chart of Sortino ratio for ITB, currently valued at -0.51, compared to the broader market-2.000.002.004.006.008.00
ITB: -0.51
FSHOX: 0.02
The chart of Omega ratio for ITB, currently valued at 0.94, compared to the broader market0.501.001.502.002.50
ITB: 0.94
FSHOX: 1.00
The chart of Calmar ratio for ITB, currently valued at -0.39, compared to the broader market0.002.004.006.008.0010.0012.00
ITB: -0.39
FSHOX: -0.08
The chart of Martin ratio for ITB, currently valued at -0.90, compared to the broader market0.0020.0040.0060.00
ITB: -0.90
FSHOX: -0.22

The current ITB Sharpe Ratio is -0.46, which is lower than the FSHOX Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of ITB and FSHOX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.46
-0.10
ITB
FSHOX

Dividends

ITB vs. FSHOX - Dividend Comparison

ITB's dividend yield for the trailing twelve months is around 1.08%, more than FSHOX's 0.78% yield.


TTM20242023202220212020201920182017201620152014
ITB
iShares U.S. Home Construction ETF
1.08%0.46%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%0.34%
FSHOX
Fidelity Select Construction & Housing Portfolio
0.78%0.71%0.82%0.80%0.49%0.84%0.96%1.16%0.47%0.77%2.07%4.92%

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 -60.78%. Use the drawdown chart below to compare losses from any high point for ITB and FSHOX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.88%
-20.41%
ITB
FSHOX

Volatility

ITB vs. FSHOX - Volatility Comparison

iShares U.S. Home Construction ETF (ITB) has a higher volatility of 13.00% compared to Fidelity Select Construction & Housing Portfolio (FSHOX) at 12.10%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.00%
12.10%
ITB
FSHOX