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IWB vs. FHOFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWB vs. FHOFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 ETF (IWB) and Fidelity Series Large Cap Growth Index Fund (FHOFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWB achieves a 8.46% return, which is significantly higher than FHOFX's 3.89% return.


IWB

1D
0.26%
1M
0.43%
YTD
8.46%
6M
8.45%
1Y
23.94%
3Y*
21.07%
5Y*
12.59%
10Y*
14.97%

FHOFX

1D
-3.28%
1M
-0.71%
YTD
3.89%
6M
2.87%
1Y
21.07%
3Y*
23.73%
5Y*
14.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWB vs. FHOFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IWB
iShares Russell 1000 ETF
8.46%17.18%24.32%26.39%-19.19%26.32%20.77%31.06%-13.32%
FHOFX
Fidelity Series Large Cap Growth Index Fund
3.89%18.55%33.37%42.77%-29.13%27.68%38.39%36.38%-15.37%

Correlation

The correlation between IWB and FHOFX is 0.92, 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

0.92

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

0.92

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

0.94

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2018

0.94

The correlation between IWB and FHOFX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

IWB vs. FHOFX — Risk / Return Rank

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

IWB
IWB Risk / Return Rank: 6666
Overall Rank
IWB Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IWB Sortino Ratio Rank: 6464
Sortino Ratio Rank
IWB Omega Ratio Rank: 6666
Omega Ratio Rank
IWB Calmar Ratio Rank: 6060
Calmar Ratio Rank
IWB Martin Ratio Rank: 7373
Martin Ratio Rank

FHOFX
FHOFX Risk / Return Rank: 2323
Overall Rank
FHOFX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FHOFX Sortino Ratio Rank: 2525
Sortino Ratio Rank
FHOFX Omega Ratio Rank: 2727
Omega Ratio Rank
FHOFX Calmar Ratio Rank: 1818
Calmar Ratio Rank
FHOFX Martin Ratio Rank: 1919
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.

IWB vs. FHOFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 ETF (IWB) and Fidelity Series Large Cap Growth Index Fund (FHOFX). 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.


IWBFHOFXDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.36

1.25

+0.11

Calmar ratioReturn relative to maximum drawdown

2.71

1.39

+1.32

Martin ratioReturn relative to average drawdown

12.38

4.65

+7.73

IWB vs. FHOFX - Sharpe Ratio Comparison

The current IWB Sharpe Ratio is 1.98, which is higher than the FHOFX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of IWB and FHOFX, 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


IWBFHOFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.42

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.69

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.74

-0.29

Drawdowns

IWB vs. FHOFX - Drawdown Comparison

The maximum IWB drawdown since its inception was -55.38%, which is greater than FHOFX's maximum drawdown of -32.62%. Use the drawdown chart below to compare losses from any high point for IWB and FHOFX.


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Drawdown Indicators


IWBFHOFXDifference

Max Drawdown

Largest peak-to-trough decline

-55.38%

-32.62%

-22.76%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-16.13%

+7.27%

Max Drawdown (3Y)

Largest decline over 3 years

-19.09%

-23.31%

+4.22%

Max Drawdown (5Y)

Largest decline over 5 years

-25.20%

-32.62%

+7.42%

Max Drawdown (10Y)

Largest decline over 10 years

-34.60%

Current Drawdown

Current decline from peak

-2.58%

-4.71%

+2.13%

Average Drawdown

Average peak-to-trough decline

-10.85%

-7.45%

-3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

4.80%

-2.86%

Volatility

IWB vs. FHOFX - Volatility Comparison

The current volatility for iShares Russell 1000 ETF (IWB) is 3.74%, while Fidelity Series Large Cap Growth Index Fund (FHOFX) has a volatility of 4.83%. This indicates that IWB experiences smaller price fluctuations and is considered to be less risky than FHOFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWBFHOFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

4.83%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

12.14%

-2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

12.20%

15.81%

-3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

21.57%

-4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

23.16%

-5.00%

IWB vs. FHOFX - Expense Ratio Comparison

IWB has a 0.15% expense ratio, which is higher than FHOFX'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

IWB vs. FHOFX - Dividend Comparison

IWB's dividend yield for the trailing twelve months is around 0.93%, less than FHOFX's 0.94% yield.


PositionTTM20252024202320222021202020192018201720162015
FHOFX
Fidelity Series Large Cap Growth Index Fund
0.94%0.97%0.55%0.83%1.41%3.02%2.91%1.30%0.56%0.00%0.00%0.00%
IWB
iShares Russell 1000 ETF
0.93%1.00%1.14%1.31%1.56%1.09%1.37%1.71%2.06%1.64%1.89%1.95%

Frequently Asked Questions


With a correlation of 0.92, IWB and FHOFX 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.

FHOFX has higher volatility (4.83%) compared to IWB (3.74%). In terms of maximum drawdown, IWB dropped -55.38% vs FHOFX's -32.62%.

IWB currently has the higher Sharpe Ratio (1.98 vs 1.42), 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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