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IWF vs. FSPCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWF vs. FSPCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 Growth ETF (IWF) and Fidelity Select Insurance Portfolio (FSPCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWF achieves a 2.87% return, which is significantly higher than FSPCX's -0.79% return. Over the past 10 years, IWF has outperformed FSPCX with an annualized return of 18.17%, while FSPCX has yielded a comparatively lower 12.26% annualized return.


IWF

1D
0.03%
1M
-2.22%
YTD
2.87%
6M
3.39%
1Y
20.40%
3Y*
22.33%
5Y*
13.90%
10Y*
18.17%

FSPCX

1D
0.03%
1M
2.47%
YTD
-0.79%
6M
-0.60%
1Y
-0.58%
3Y*
14.50%
5Y*
11.71%
10Y*
12.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWF vs. FSPCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWF
iShares Russell 1000 Growth ETF
2.87%18.33%33.12%42.59%-29.31%27.43%38.25%35.86%-1.67%29.95%
FSPCX
Fidelity Select Insurance Portfolio
-0.79%3.45%28.44%12.98%7.75%29.26%0.00%30.06%-11.99%15.50%

Correlation

The correlation between IWF and FSPCX is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.13

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

0.35

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

0.44

Correlation (All Time)
Calculated using the full available price history since May 26, 2000

0.61

The correlation between IWF and FSPCX shifts across timeframes, from -0.02 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IWF vs. FSPCX — Risk / Return Rank

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

IWF
IWF Risk / Return Rank: 3333
Overall Rank
IWF Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IWF Sortino Ratio Rank: 3535
Sortino Ratio Rank
IWF Omega Ratio Rank: 3636
Omega Ratio Rank
IWF Calmar Ratio Rank: 2727
Calmar Ratio Rank
IWF Martin Ratio Rank: 3030
Martin Ratio Rank

FSPCX
FSPCX Risk / Return Rank: 44
Overall Rank
FSPCX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FSPCX Sortino Ratio Rank: 44
Sortino Ratio Rank
FSPCX Omega Ratio Rank: 44
Omega Ratio Rank
FSPCX Calmar Ratio Rank: 44
Calmar Ratio Rank
FSPCX Martin Ratio Rank: 44
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.

IWF vs. FSPCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth ETF (IWF) and Fidelity Select Insurance Portfolio (FSPCX). 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.


IWFFSPCXDifference
Sharpe ratioReturn per unit of total volatility

+1.20

Sortino ratioReturn per unit of downside risk

+1.57

Omega ratioGain probability vs. loss probability

1.21

1.01

+0.20

Calmar ratioReturn relative to maximum drawdown

1.16

-0.01

+1.18

Martin ratioReturn relative to average drawdown

3.83

-0.03

+3.86

IWF vs. FSPCX - Sharpe Ratio Comparison

The current IWF Sharpe Ratio is 1.19, which is higher than the FSPCX Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of IWF and FSPCX, 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

IWF vs. FSPCX - Drawdown Comparison

The maximum IWF drawdown since its inception was -64.25%, smaller than the maximum FSPCX drawdown of -69.48%. Use the drawdown chart below to compare losses from any high point for IWF and FSPCX.


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Drawdown Indicators


IWFFSPCXDifference

Max Drawdown

Largest peak-to-trough decline

-64.25%

-69.48%

+5.23%

Max Drawdown (1Y)

Largest decline over 1 year

-16.27%

-9.98%

-6.29%

Max Drawdown (3Y)

Largest decline over 3 years

-23.36%

-11.69%

-11.67%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

-16.65%

-16.07%

Max Drawdown (10Y)

Largest decline over 10 years

-32.72%

-43.68%

+10.96%

Current Drawdown

Current decline from peak

-5.56%

-5.50%

-0.06%

Average Drawdown

Average peak-to-trough decline

-22.06%

-9.70%

-12.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

4.98%

-0.05%

Volatility

IWF vs. FSPCX - Volatility Comparison

The current volatility for iShares Russell 1000 Growth ETF (IWF) is 5.36%, while Fidelity Select Insurance Portfolio (FSPCX) has a volatility of 5.74%. This indicates that IWF experiences smaller price fluctuations and is considered to be less risky than FSPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWFFSPCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

5.74%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

11.31%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

15.95%

15.53%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.46%

17.59%

+3.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.00%

20.12%

+0.88%

IWF vs. FSPCX - Expense Ratio Comparison

IWF has a 0.18% expense ratio, which is lower than FSPCX's 0.78% expense ratio.


Dividends

IWF vs. FSPCX - Dividend Comparison

IWF's dividend yield for the trailing twelve months is around 0.35%, less than FSPCX's 4.74% yield.


PositionTTM20252024202320222021202020192018201720162015
FSPCX
Fidelity Select Insurance Portfolio
4.74%3.35%8.72%8.48%0.74%8.40%8.80%6.90%32.69%12.52%2.81%3.11%
IWF
iShares Russell 1000 Growth ETF
0.35%0.36%0.46%0.67%0.91%0.49%0.66%0.99%1.27%1.10%1.43%1.37%

Frequently Asked Questions


IWF and FSPCX have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSPCX has higher volatility (5.74%) compared to IWF (5.36%). In terms of maximum drawdown, IWF dropped -64.25% vs FSPCX's -69.48%.

IWF currently has the higher Sharpe Ratio (1.19 vs -0.01), 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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