ITB vs. FSHOX
ITB (iShares U.S. Home Construction ETF) and FSHOX (Fidelity Select Construction & Housing Portfolio) are both funds - ITB is a Building & Construction fund tracking the Dow Jones U.S. Select Home Construction Index, while FSHOX is a Consumer Discretionary Equities fund managed by Fidelity. Over the past 10 years, ITB returned 13.44%/yr vs 14.26%/yr for FSHOX. Their correlation of 0.87 suggests significant overlap in exposure. ITB charges 0.38%/yr vs 0.76%/yr for FSHOX.
Performance
ITB vs. FSHOX - Performance Comparison
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Returns By Period
In the year-to-date period, ITB achieves a 0.36% return, which is significantly lower than FSHOX's 6.72% return. Over the past 10 years, ITB has underperformed FSHOX with an annualized return of 13.44%, while FSHOX has yielded a comparatively higher 14.26% annualized return.
ITB
- 1D
- -1.49%
- 1M
- -0.51%
- 6M
- -10.42%
- YTD
- 0.36%
- 1Y
- -1.85%
- 3Y*
- 3.64%
- 5Y*
- 8.49%
- 10Y*
- 13.44%
FSHOX
- 1D
- 0.36%
- 1M
- -1.26%
- 6M
- -0.32%
- YTD
- 6.72%
- 1Y
- 7.93%
- 3Y*
- 12.24%
- 5Y*
- 10.00%
- 10Y*
- 14.26%
ITB vs. FSHOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITB iShares U.S. Home Construction ETF | 0.36% | -5.26% | 2.06% | 68.91% | -26.26% | 49.25% | 26.42% | 48.70% | -30.92% | 59.65% |
FSHOX Fidelity Select Construction & Housing Portfolio | 6.72% | 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 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
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 0.84 to 0.88 - a consistent structural relationship.
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Return for Risk
ITB vs. FSHOX — Risk / Return Rank
ITB
FSHOX
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.
| ITB | FSHOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.07 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 0.43 | -0.51 |
| Martin ratioReturn relative to average drawdown | -0.13 | 1.08 | -1.21 |
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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
| ITB | FSHOX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -23.92% | -7.98% | -15.94% |
Average DrawdownAverage peak-to-trough decline | -37.02% | -9.83% | -27.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.00% | 6.68% | +7.32% |
Volatility
ITB vs. FSHOX - Volatility Comparison
iShares U.S. Home Construction ETF (ITB) has a higher volatility of 10.84% compared to Fidelity Select Construction & Housing Portfolio (FSHOX) at 8.15%. 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
| ITB | FSHOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.84% | 8.15% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 22.25% | 17.33% | +4.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.26% | 21.08% | +9.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.51% | 21.95% | +7.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.14% | 22.56% | +7.58% |
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 0.67%, less than FSHOX's 6.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSHOX Fidelity Select Construction & Housing Portfolio | 6.04% | 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 | 0.67% | 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 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITB has higher volatility (10.84%) compared to FSHOX (8.15%). In terms of maximum drawdown, ITB dropped -86.53% vs FSHOX's -61.68%.
FSHOX currently has the higher Sharpe Ratio (0.34 vs -0.06), 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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