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IWL vs. FZALX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWL vs. FZALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Top 200 ETF (IWL) and Fidelity Advisor Mega Cap Stock Fund Class Z (FZALX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWL achieves a 10.03% return, which is significantly lower than FZALX's 10.54% return. Both investments have delivered pretty close results over the past 10 years, with IWL having a 16.38% annualized return and FZALX not far ahead at 16.71%.


IWL

1D
-0.83%
1M
5.18%
YTD
10.03%
6M
10.03%
1Y
28.50%
3Y*
23.42%
5Y*
14.59%
10Y*
16.38%

FZALX

1D
-0.32%
1M
3.44%
YTD
10.54%
6M
12.47%
1Y
31.53%
3Y*
25.73%
5Y*
16.44%
10Y*
16.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWL vs. FZALX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWL
iShares Russell Top 200 ETF
10.03%19.09%27.12%29.77%-19.89%27.79%22.10%31.42%-3.30%22.90%
FZALX
Fidelity Advisor Mega Cap Stock Fund Class Z
10.54%27.07%26.13%26.63%-8.89%26.44%13.06%31.25%-7.31%18.01%

Correlation

The correlation between IWL and FZALX is 0.94, 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

0.94

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

0.94

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

0.93

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

0.91

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2013

0.91

The correlation between IWL and FZALX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

IWL vs. FZALX — Risk / Return Rank

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

IWL
IWL Risk / Return Rank: 6767
Overall Rank
IWL Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IWL Sortino Ratio Rank: 6868
Sortino Ratio Rank
IWL Omega Ratio Rank: 6969
Omega Ratio Rank
IWL Calmar Ratio Rank: 5858
Calmar Ratio Rank
IWL Martin Ratio Rank: 6969
Martin Ratio Rank

FZALX
FZALX Risk / Return Rank: 8181
Overall Rank
FZALX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FZALX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FZALX Omega Ratio Rank: 7575
Omega Ratio Rank
FZALX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FZALX Martin Ratio Rank: 8686
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.

IWL vs. FZALX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Top 200 ETF (IWL) and Fidelity Advisor Mega Cap Stock Fund Class Z (FZALX). 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.


IWLFZALXDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.42

1.49

-0.07

Calmar ratioReturn relative to maximum drawdown

2.91

3.61

-0.70

Martin ratioReturn relative to average drawdown

12.92

16.39

-3.46

IWL vs. FZALX - Sharpe Ratio Comparison

The current IWL Sharpe Ratio is 2.35, which is comparable to the FZALX Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of IWL and FZALX, 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


IWLFZALXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

2.71

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.99

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.92

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.86

+0.02

Drawdowns

IWL vs. FZALX - Drawdown Comparison

The maximum IWL drawdown since its inception was -32.71%, smaller than the maximum FZALX drawdown of -35.23%. Use the drawdown chart below to compare losses from any high point for IWL and FZALX.


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Drawdown Indicators


IWLFZALXDifference

Max Drawdown

Largest peak-to-trough decline

-32.71%

-35.23%

+2.52%

Max Drawdown (1Y)

Largest decline over 1 year

-9.83%

-8.99%

-0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-19.15%

-18.49%

-0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-25.65%

-23.25%

-2.40%

Max Drawdown (10Y)

Largest decline over 10 years

-32.71%

-35.23%

+2.52%

Current Drawdown

Current decline from peak

-0.83%

-0.32%

-0.51%

Average Drawdown

Average peak-to-trough decline

-3.88%

-3.78%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

1.98%

+0.23%

Volatility

IWL vs. FZALX - Volatility Comparison

iShares Russell Top 200 ETF (IWL) has a higher volatility of 2.98% compared to Fidelity Advisor Mega Cap Stock Fund Class Z (FZALX) at 2.73%. This indicates that IWL's price experiences larger fluctuations and is considered to be riskier than FZALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWLFZALXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.98%

2.73%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.15%

9.06%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

12.19%

11.98%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.17%

16.70%

+0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

18.14%

-0.06%

IWL vs. FZALX - Expense Ratio Comparison

IWL has a 0.15% expense ratio, which is lower than FZALX's 0.51% expense ratio.


Dividends

IWL vs. FZALX - Dividend Comparison

IWL's dividend yield for the trailing twelve months is around 0.82%, less than FZALX's 3.65% yield.


PositionTTM20252024202320222021202020192018201720162015
FZALX
Fidelity Advisor Mega Cap Stock Fund Class Z
3.65%4.04%2.83%2.17%4.51%4.92%8.14%13.19%21.94%16.56%2.12%4.33%
IWL
iShares Russell Top 200 ETF
0.82%0.90%1.04%1.30%1.54%1.12%1.30%1.96%1.93%1.69%1.96%2.14%

Frequently Asked Questions


With a correlation of 0.94, IWL and FZALX 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.

IWL has higher volatility (2.98%) compared to FZALX (2.73%). In terms of maximum drawdown, IWL dropped -32.71% vs FZALX's -35.23%.

FZALX currently has the higher Sharpe Ratio (2.71 vs 2.35), 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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