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IVV vs. FXAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVV vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P 500 ETF (IVV) and Fidelity 500 Index Fund (FXAIX). 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 10.10% return, which is significantly higher than FXAIX's 9.01% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: IVV at 15.53% and FXAIX at 15.53%.


IVV

1D
1.01%
1M
2.03%
YTD
10.10%
6M
11.31%
1Y
26.80%
3Y*
20.93%
5Y*
14.07%
10Y*
15.53%

FXAIX

1D
-1.22%
1M
1.02%
YTD
9.01%
6M
10.18%
1Y
25.55%
3Y*
20.55%
5Y*
13.85%
10Y*
15.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVV vs. FXAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVV
iShares Core S&P 500 ETF
10.10%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%
FXAIX
Fidelity 500 Index Fund
9.01%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%

Correlation

The correlation between IVV and FXAIX 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

0.99

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

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since May 4, 2011

1.00

The correlation between IVV and FXAIX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

IVV vs. FXAIX — Risk / Return Rank

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

IVV
IVV Risk / Return Rank: 7171
Overall Rank
IVV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 7070
Sortino Ratio Rank
IVV Omega Ratio Rank: 7272
Omega Ratio Rank
IVV Calmar Ratio Rank: 6565
Calmar Ratio Rank
IVV Martin Ratio Rank: 7777
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 6363
Overall Rank
FXAIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5757
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 7676
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. FXAIX - Risk-Adjusted Trends Comparison

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


IVVFXAIXDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.39

1.38

+0.02

Calmar ratioReturn relative to maximum drawdown

3.03

2.88

+0.15

Martin ratioReturn relative to average drawdown

13.62

13.04

+0.58

IVV vs. FXAIX - Sharpe Ratio Comparison

The current IVV Sharpe Ratio is 2.17, which is comparable to the FXAIX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of IVV and FXAIX, 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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Drawdowns

IVV vs. FXAIX - Drawdown Comparison

The maximum IVV drawdown since its inception was -55.25%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for IVV and FXAIX.


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Drawdown Indicators


IVVFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.25%

-33.79%

-21.46%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-8.89%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

-18.76%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

-24.50%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-33.79%

-0.11%

Current Drawdown

Current decline from peak

-1.43%

-2.42%

+0.99%

Average Drawdown

Average peak-to-trough decline

-10.76%

-3.79%

-6.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

1.96%

+0.01%

Volatility

IVV vs. FXAIX - Volatility Comparison

iShares Core S&P 500 ETF (IVV) and Fidelity 500 Index Fund (FXAIX) have volatilities of 4.75% and 4.71%, 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


IVVFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

4.71%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.82%

9.86%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.39%

12.46%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.98%

17.01%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.09%

18.11%

-0.02%

IVV vs. FXAIX - Expense Ratio Comparison

IVV has a 0.03% expense ratio, which is higher than FXAIX'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%.


Dividends

IVV vs. FXAIX - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.09%, more than FXAIX's 1.05% yield.


PositionTTM20252024202320222021202020192018201720162015
FXAIX
Fidelity 500 Index Fund
1.05%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%
IVV
iShares Core S&P 500 ETF
1.09%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 FXAIX 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.

IVV has higher volatility (4.75%) compared to FXAIX (4.71%). In terms of maximum drawdown, IVV dropped -55.25% vs FXAIX's -33.79%.

IVV currently has the higher Sharpe Ratio (2.17 vs 2.06), 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.

Portfolio Optimizer

Find the right allocation for IVV and FXAIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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