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ITB vs. FSHOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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ITB vs. FSHOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITB
iShares U.S. Home Construction ETF
-5.79%-5.26%2.06%68.91%-26.26%49.25%26.42%48.70%-30.92%59.65%
FSHOX
Fidelity Select Construction & Housing Portfolio
-3.21%5.24%15.28%30.85%-22.76%57.51%25.95%41.15%-15.87%26.25%

Returns By Period

In the year-to-date period, ITB achieves a -5.79% return, which is significantly lower than FSHOX's -3.21% return. Both investments have delivered pretty close results over the past 10 years, with ITB having a 13.58% annualized return and FSHOX not far ahead at 13.80%.


ITB

1D
2.80%
1M
-15.62%
YTD
-5.79%
6M
-15.27%
1Y
-3.74%
3Y*
9.80%
5Y*
6.35%
10Y*
13.58%

FSHOX

1D
-0.98%
1M
-13.82%
YTD
-3.21%
6M
-7.81%
1Y
8.36%
3Y*
13.51%
5Y*
9.42%
10Y*
13.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


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: 1010
Overall Rank
ITB Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ITB Sortino Ratio Rank: 1111
Sortino Ratio Rank
ITB Omega Ratio Rank: 1010
Omega Ratio Rank
ITB Calmar Ratio Rank: 1010
Calmar Ratio Rank
ITB Martin Ratio Rank: 1010
Martin Ratio Rank

FSHOX
FSHOX Risk / Return Rank: 1717
Overall Rank
FSHOX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FSHOX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FSHOX Omega Ratio Rank: 1616
Omega Ratio Rank
FSHOX Calmar Ratio Rank: 1616
Calmar Ratio Rank
FSHOX Martin Ratio Rank: 1515
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.


ITBFSHOXDifference

Sharpe ratio

Return per unit of total volatility

-0.12

0.44

-0.56

Sortino ratio

Return per unit of downside risk

0.04

0.81

-0.77

Omega ratio

Gain probability vs. loss probability

1.00

1.09

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.12

0.44

-0.56

Martin ratio

Return relative to average drawdown

-0.28

1.38

-1.65

ITB vs. FSHOX - Sharpe Ratio Comparison

The current ITB Sharpe Ratio is -0.12, which is lower than the FSHOX Sharpe Ratio of 0.44. 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.


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Sharpe Ratios by Period


ITBFSHOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

0.44

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.44

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.62

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.56

-0.45

Correlation

The correlation between ITB and FSHOX is 0.87, 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.


Dividends

ITB vs. FSHOX - Dividend Comparison

ITB's dividend yield for the trailing twelve months is around 1.25%, less than FSHOX's 4.04% yield.


TTM20252024202320222021202020192018201720162015
ITB
iShares U.S. Home Construction ETF
1.25%1.67%0.46%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%
FSHOX
Fidelity Select Construction & Housing Portfolio
4.04%3.91%4.05%0.82%0.80%5.45%4.73%7.91%15.47%13.62%3.61%3.26%

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

-24.45%

-16.54%

-7.91%

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

-28.58%

-16.54%

-12.04%

Average Drawdown

Average peak-to-trough decline

-37.20%

-9.85%

-27.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.43%

5.31%

+5.12%

Volatility

ITB vs. FSHOX - Volatility Comparison

iShares U.S. Home Construction ETF (ITB) has a higher volatility of 7.95% compared to Fidelity Select Construction & Housing Portfolio (FSHOX) at 6.83%. 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

7.95%

6.83%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

19.21%

13.61%

+5.60%

Volatility (1Y)

Calculated over the trailing 1-year period

30.44%

21.59%

+8.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.08%

21.41%

+7.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.81%

22.30%

+7.51%