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IVV vs. FNILX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVV vs. FNILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P 500 ETF (IVV) and Fidelity ZERO Large Cap Index Fund (FNILX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVV achieves a 10.85% return, which is significantly lower than FNILX's 11.56% return.


IVV

1D
-0.76%
1M
4.97%
YTD
10.85%
6M
10.87%
1Y
28.00%
3Y*
22.43%
5Y*
13.88%
10Y*
15.54%

FNILX

1D
0.26%
1M
6.04%
YTD
11.56%
6M
11.44%
1Y
28.65%
3Y*
23.01%
5Y*
14.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVV vs. FNILX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IVV
iShares Core S&P 500 ETF
10.85%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-13.46%
FNILX
Fidelity ZERO Large Cap Index Fund
11.56%17.81%25.47%27.45%-19.37%26.67%21.13%31.79%-13.60%

Correlation

The correlation between IVV and FNILX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

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

0.98

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

0.99

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2018

0.99

The correlation between IVV and FNILX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

IVV vs. FNILX — Risk / Return Rank

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

IVV
IVV Risk / Return Rank: 7070
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 7070
Sortino Ratio Rank
IVV Omega Ratio Rank: 7070
Omega Ratio Rank
IVV Calmar Ratio Rank: 6262
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
Martin Ratio Rank

FNILX
FNILX Risk / Return Rank: 7171
Overall Rank
FNILX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FNILX Sortino Ratio Rank: 6565
Sortino Ratio Rank
FNILX Omega Ratio Rank: 6464
Omega Ratio Rank
FNILX Calmar Ratio Rank: 7272
Calmar Ratio Rank
FNILX Martin Ratio Rank: 8080
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.

IVV vs. FNILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 ETF (IVV) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.


IVVFNILXDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.43

1.45

-0.01

Calmar ratioReturn relative to maximum drawdown

3.17

3.28

-0.12

Martin ratioReturn relative to average drawdown

14.71

15.01

-0.30

IVV vs. FNILX - Sharpe Ratio Comparison

The current IVV Sharpe Ratio is 2.39, which is comparable to the FNILX Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of IVV and FNILX, 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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Sharpe Ratios by Period


IVVFNILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

2.48

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.82

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.76

-0.31

Drawdowns

IVV vs. FNILX - Drawdown Comparison

The maximum IVV drawdown since its inception was -55.25%, which is greater than FNILX's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for IVV and FNILX.


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Drawdown Indicators


IVVFNILXDifference

Max Drawdown

Largest peak-to-trough decline

-55.25%

-33.76%

-21.49%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-9.01%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

-19.08%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

-25.40%

+0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-0.76%

0.00%

-0.76%

Average Drawdown

Average peak-to-trough decline

-10.78%

-5.37%

-5.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

1.97%

-0.06%

Volatility

IVV vs. FNILX - Volatility Comparison

iShares Core S&P 500 ETF (IVV) and Fidelity ZERO Large Cap Index Fund (FNILX) have volatilities of 2.87% and 2.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVVFNILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

2.88%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.90%

8.99%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.80%

11.93%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

17.25%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

20.04%

-1.99%

IVV vs. FNILX - Expense Ratio Comparison

IVV has a 0.03% expense ratio, which is higher than FNILX's 0.00% 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%.


Dividends

IVV vs. FNILX - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.06%, more than FNILX's 0.91% yield.


PositionTTM20252024202320222021202020192018201720162015
FNILX
Fidelity ZERO Large Cap Index Fund
0.91%1.01%1.09%1.34%1.53%0.95%1.20%1.17%0.53%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.06%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Frequently Asked Questions


With a correlation of 0.99, IVV and FNILX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FNILX has higher volatility (2.88%) compared to IVV (2.87%). In terms of maximum drawdown, IVV dropped -55.25% vs FNILX's -33.76%.

FNILX currently has the higher Sharpe Ratio (2.48 vs 2.39), 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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