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ITOT vs. FSKAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ITOT vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P Total U.S. Stock Market ETF (ITOT) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

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ITOT vs. FSKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITOT
iShares Core S&P Total U.S. Stock Market ETF
-4.00%17.00%23.80%26.12%-19.47%25.68%20.71%30.67%-5.33%21.37%
FSKAX
Fidelity Total Market Index Fund
-6.77%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%

Returns By Period

In the year-to-date period, ITOT achieves a -4.00% return, which is significantly higher than FSKAX's -6.77% return. Both investments have delivered pretty close results over the past 10 years, with ITOT having a 13.57% annualized return and FSKAX not far behind at 13.23%.


ITOT

1D
2.98%
1M
-4.92%
YTD
-4.00%
6M
-1.67%
1Y
18.07%
3Y*
17.83%
5Y*
10.46%
10Y*
13.57%

FSKAX

1D
-0.47%
1M
-7.69%
YTD
-6.77%
6M
-4.56%
1Y
14.73%
3Y*
16.72%
5Y*
10.13%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ITOT vs. FSKAX - Expense Ratio Comparison

ITOT has a 0.03% expense ratio, which is higher than FSKAX's 0.02% 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%.


Return for Risk

ITOT vs. FSKAX — Risk / Return Rank

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

ITOT
ITOT Risk / Return Rank: 6565
Overall Rank
ITOT Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 6262
Sortino Ratio Rank
ITOT Omega Ratio Rank: 6565
Omega Ratio Rank
ITOT Calmar Ratio Rank: 6464
Calmar Ratio Rank
ITOT Martin Ratio Rank: 7474
Martin Ratio Rank

FSKAX
FSKAX Risk / Return Rank: 4545
Overall Rank
FSKAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 4848
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 5252
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.

ITOT vs. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market ETF (ITOT) and Fidelity Total Market Index Fund (FSKAX). 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.


ITOTFSKAXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.83

+0.14

Sortino ratio

Return per unit of downside risk

1.49

1.29

+0.20

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.51

1.04

+0.47

Martin ratio

Return relative to average drawdown

7.22

5.05

+2.17

ITOT vs. FSKAX - Sharpe Ratio Comparison

The current ITOT Sharpe Ratio is 0.97, which is comparable to the FSKAX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of ITOT and FSKAX, 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


ITOTFSKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.83

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.59

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.72

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.78

-0.24

Correlation

The correlation between ITOT and FSKAX is 0.99, 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

ITOT vs. FSKAX - Dividend Comparison

ITOT's dividend yield for the trailing twelve months is around 1.13%, more than FSKAX's 1.09% yield.


TTM20252024202320222021202020192018201720162015
ITOT
iShares Core S&P Total U.S. Stock Market ETF
1.13%1.11%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%
FSKAX
Fidelity Total Market Index Fund
1.09%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%

Drawdowns

ITOT vs. FSKAX - Drawdown Comparison

The maximum ITOT drawdown since its inception was -55.20%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for ITOT and FSKAX.


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Drawdown Indicators


ITOTFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.20%

-35.01%

-20.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-12.42%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-25.39%

+0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

-35.01%

+0.01%

Current Drawdown

Current decline from peak

-6.18%

-8.92%

+2.74%

Average Drawdown

Average peak-to-trough decline

-7.02%

-4.05%

-2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.57%

+0.02%

Volatility

ITOT vs. FSKAX - Volatility Comparison

iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a higher volatility of 5.47% compared to Fidelity Total Market Index Fund (FSKAX) at 4.42%. This indicates that ITOT's price experiences larger fluctuations and is considered to be riskier than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITOTFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

4.42%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

9.40%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

18.67%

18.50%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

17.38%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

18.42%

-0.17%