IWD vs. FLCSX
IWD (iShares Russell 1000 Value ETF) and FLCSX (Fidelity Large Cap Stock Fund) are both Large Cap Value Equities funds. Over the past 10 years, IWD returned 11.23%/yr vs 15.32%/yr for FLCSX. Their correlation of 0.92 suggests significant overlap in exposure. IWD charges 0.18%/yr vs 0.54%/yr for FLCSX.
Performance
IWD vs. FLCSX - Performance Comparison
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Returns By Period
In the year-to-date period, IWD achieves a 14.20% return, which is significantly higher than FLCSX's 9.75% return. Over the past 10 years, IWD has underperformed FLCSX with an annualized return of 11.23%, while FLCSX has yielded a comparatively higher 15.32% annualized return.
IWD
- 1D
- -0.01%
- 1M
- 4.22%
- YTD
- 14.20%
- 6M
- 14.76%
- 1Y
- 28.16%
- 3Y*
- 18.40%
- 5Y*
- 10.17%
- 10Y*
- 11.23%
FLCSX
- 1D
- -0.25%
- 1M
- 3.26%
- YTD
- 9.75%
- 6M
- 11.60%
- 1Y
- 30.76%
- 3Y*
- 25.44%
- 5Y*
- 15.93%
- 10Y*
- 15.32%
IWD vs. FLCSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWD iShares Russell 1000 Value ETF | 14.20% | 15.68% | 14.17% | 11.34% | -7.75% | 24.95% | 2.73% | 26.12% | -8.45% | 13.45% |
FLCSX Fidelity Large Cap Stock Fund | 9.75% | 27.49% | 26.31% | 23.51% | -8.02% | 25.80% | 9.05% | 31.59% | -13.62% | 17.86% |
Correlation
The correlation between IWD and FLCSX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since May 30, 2000 | 0.92 |
The correlation between IWD and FLCSX shifts across timeframes, from 0.77 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IWD vs. FLCSX — Risk / Return Rank
IWD
FLCSX
IWD vs. FLCSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Value ETF (IWD) and Fidelity Large Cap Stock Fund (FLCSX). 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.
| IWD | FLCSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.47 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.17 | 3.32 | +0.85 |
| Martin ratioReturn relative to average drawdown | 17.46 | 15.16 | +2.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWD | FLCSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.63 | 2.60 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.95 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.82 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.50 | -0.08 |
Drawdowns
IWD vs. FLCSX - Drawdown Comparison
The maximum IWD drawdown since its inception was -60.10%, smaller than the maximum FLCSX drawdown of -63.67%. Use the drawdown chart below to compare losses from any high point for IWD and FLCSX.
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Drawdown Indicators
| IWD | FLCSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.10% | -63.67% | +3.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.79% | -9.55% | +2.76% |
Max Drawdown (3Y)Largest decline over 3 years | -15.71% | -18.82% | +3.11% |
Max Drawdown (5Y)Largest decline over 5 years | -19.04% | -21.69% | +2.65% |
Max Drawdown (10Y)Largest decline over 10 years | -38.51% | -37.11% | -1.40% |
Current DrawdownCurrent decline from peak | -0.01% | -0.25% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -13.82% | +5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 2.08% | -0.46% |
Volatility
IWD vs. FLCSX - Volatility Comparison
iShares Russell 1000 Value ETF (IWD) and Fidelity Large Cap Stock Fund (FLCSX) have volatilities of 2.90% and 2.86%, 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
| IWD | FLCSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 2.86% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 8.06% | 9.31% | -1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.77% | 12.19% | -1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 16.85% | -2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.29% | 18.66% | -1.37% |
IWD vs. FLCSX - Expense Ratio Comparison
IWD has a 0.18% expense ratio, which is lower than FLCSX's 0.54% expense ratio.
Dividends
IWD vs. FLCSX - Dividend Comparison
IWD's dividend yield for the trailing twelve months is around 1.50%, less than FLCSX's 5.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCSX Fidelity Large Cap Stock Fund | 5.92% | 6.50% | 4.26% | 2.83% | 3.07% | 4.71% | 3.93% | 5.43% | 7.63% | 3.25% | 3.61% | 4.55% |
IWD iShares Russell 1000 Value ETF | 1.50% | 1.69% | 1.87% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% |
Frequently Asked Questions
IWD and FLCSX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IWD has higher volatility (2.90%) compared to FLCSX (2.86%). In terms of maximum drawdown, IWD dropped -60.10% vs FLCSX's -63.67%.
IWD currently has the higher Sharpe Ratio (2.63 vs 2.60), 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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