IWF vs. FSPCX
IWF (iShares Russell 1000 Growth ETF) and FSPCX (Fidelity Select Insurance Portfolio) are both funds - IWF is a Large Cap Growth Equities fund tracking the Russell 1000 Growth Index, while FSPCX is a Financials Equities fund managed by Fidelity. Over the past 10 years, IWF returned 18.17%/yr vs 12.26%/yr for FSPCX. A 0.61 correlation means they provide meaningful diversification when combined. IWF charges 0.18%/yr vs 0.78%/yr for FSPCX.
Performance
IWF vs. FSPCX - Performance Comparison
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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%
IWF vs. FSPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IWF
FSPCX
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.
| IWF | FSPCX | Difference | |
|---|---|---|---|
| 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 |
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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
| IWF | FSPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.56% | -5.50% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -22.06% | -9.70% | -12.36% |
Ulcer IndexDepth 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
| IWF | FSPCX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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