PortfoliosLab logo
IVV vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IVV and FXAIX is 1.00, 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

IVV:

0.69

FXAIX:

0.73

Sortino Ratio

IVV:

1.10

FXAIX:

1.13

Omega Ratio

IVV:

1.16

FXAIX:

1.17

Calmar Ratio

IVV:

0.73

FXAIX:

0.77

Martin Ratio

IVV:

2.79

FXAIX:

2.95

Ulcer Index

IVV:

4.89%

FXAIX:

4.81%

Daily Std Dev

IVV:

19.55%

FXAIX:

19.68%

Max Drawdown

IVV:

-55.25%

FXAIX:

-33.79%

Current Drawdown

IVV:

-2.99%

FXAIX:

-2.32%

Returns By Period

In the year-to-date period, IVV achieves a 1.48% return, which is significantly lower than FXAIX's 2.20% return. Both investments have delivered pretty close results over the past 10 years, with IVV having a 12.77% annualized return and FXAIX not far behind at 12.69%.


IVV

YTD

1.48%

1M

12.65%

6M

1.07%

1Y

13.31%

3Y*

16.77%

5Y*

16.76%

10Y*

12.77%

FXAIX

YTD

2.20%

1M

13.03%

6M

1.76%

1Y

14.17%

3Y*

17.07%

5Y*

16.77%

10Y*

12.69%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Core S&P 500 ETF

Fidelity 500 Index Fund

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%.


Risk-Adjusted Performance

IVV vs. FXAIX — Risk-Adjusted Performance Rank

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

IVV
The Risk-Adjusted Performance Rank of IVV is 6868
Overall Rank
The Sharpe Ratio Rank of IVV is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 6767
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 7171
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 7070
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 6969
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 7272
Overall Rank
The Sharpe Ratio Rank of FXAIX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IVV vs. FXAIX - Risk-Adjusted Performance 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.


The current IVV Sharpe Ratio is 0.69, which is comparable to the FXAIX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of IVV and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

IVV vs. FXAIX - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.30%, less than FXAIX's 1.54% yield.


TTM20242023202220212020201920182017201620152014
IVV
iShares Core S&P 500 ETF
1.30%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%
FXAIX
Fidelity 500 Index Fund
1.54%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

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. For additional features, visit the drawdowns tool.


Loading data...

Volatility

IVV vs. FXAIX - Volatility Comparison

The current volatility for iShares Core S&P 500 ETF (IVV) is 4.62%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 5.47%. This indicates that IVV experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...