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IXG vs. FNCL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IXG vs. FNCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Financials ETF (IXG) and Fidelity MSCI Financials Index ETF (FNCL). The values are adjusted to include any dividend payments, if applicable.

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IXG vs. FNCL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXG
iShares Global Financials ETF
-5.62%28.54%25.69%14.97%-8.97%25.07%-2.99%24.60%-16.33%23.78%
FNCL
Fidelity MSCI Financials Index ETF
-9.17%14.94%30.44%14.10%-12.28%34.92%-2.19%31.59%-13.44%19.99%

Returns By Period

In the year-to-date period, IXG achieves a -5.62% return, which is significantly higher than FNCL's -9.17% return. Over the past 10 years, IXG has underperformed FNCL with an annualized return of 11.63%, while FNCL has yielded a comparatively higher 12.25% annualized return.


IXG

1D
2.87%
1M
-4.83%
YTD
-5.62%
6M
-1.42%
1Y
13.11%
3Y*
21.31%
5Y*
11.87%
10Y*
11.63%

FNCL

1D
2.23%
1M
-3.42%
YTD
-9.17%
6M
-7.18%
1Y
2.69%
3Y*
17.96%
5Y*
9.30%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IXG vs. FNCL - Expense Ratio Comparison

IXG has a 0.46% expense ratio, which is higher than FNCL's 0.08% expense ratio.


Return for Risk

IXG vs. FNCL — Risk / Return Rank

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

IXG
IXG Risk / Return Rank: 4343
Overall Rank
IXG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IXG Sortino Ratio Rank: 4040
Sortino Ratio Rank
IXG Omega Ratio Rank: 4343
Omega Ratio Rank
IXG Calmar Ratio Rank: 4444
Calmar Ratio Rank
IXG Martin Ratio Rank: 4444
Martin Ratio Rank

FNCL
FNCL Risk / Return Rank: 1717
Overall Rank
FNCL Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FNCL Sortino Ratio Rank: 1515
Sortino Ratio Rank
FNCL Omega Ratio Rank: 1616
Omega Ratio Rank
FNCL Calmar Ratio Rank: 1818
Calmar Ratio Rank
FNCL Martin Ratio Rank: 1818
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.

IXG vs. FNCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Financials ETF (IXG) and Fidelity MSCI Financials Index ETF (FNCL). 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.


IXGFNCLDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.14

+0.59

Sortino ratio

Return per unit of downside risk

1.09

0.32

+0.77

Omega ratio

Gain probability vs. loss probability

1.16

1.05

+0.11

Calmar ratio

Return relative to maximum drawdown

1.07

0.26

+0.80

Martin ratio

Return relative to average drawdown

3.96

0.79

+3.17

IXG vs. FNCL - Sharpe Ratio Comparison

The current IXG Sharpe Ratio is 0.73, which is higher than the FNCL Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of IXG and FNCL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IXGFNCLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.14

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.48

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.55

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.52

-0.29

Correlation

The correlation between IXG and FNCL is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IXG vs. FNCL - Dividend Comparison

IXG's dividend yield for the trailing twelve months is around 2.16%, more than FNCL's 1.75% yield.


TTM20252024202320222021202020192018201720162015
IXG
iShares Global Financials ETF
2.16%2.04%2.64%2.62%3.71%1.69%2.13%2.87%3.14%2.12%2.21%2.79%
FNCL
Fidelity MSCI Financials Index ETF
1.75%1.45%1.52%1.91%2.29%1.75%2.26%2.17%2.37%1.60%1.81%2.17%

Drawdowns

IXG vs. FNCL - Drawdown Comparison

The maximum IXG drawdown since its inception was -78.42%, which is greater than FNCL's maximum drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for IXG and FNCL.


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Drawdown Indicators


IXGFNCLDifference

Max Drawdown

Largest peak-to-trough decline

-78.42%

-44.38%

-34.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-14.78%

+1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-27.20%

-25.68%

-1.52%

Max Drawdown (10Y)

Largest decline over 10 years

-43.47%

-44.38%

+0.91%

Current Drawdown

Current decline from peak

-8.13%

-11.94%

+3.81%

Average Drawdown

Average peak-to-trough decline

-19.88%

-6.89%

-12.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

4.92%

-1.48%

Volatility

IXG vs. FNCL - Volatility Comparison

iShares Global Financials ETF (IXG) has a higher volatility of 5.96% compared to Fidelity MSCI Financials Index ETF (FNCL) at 4.88%. This indicates that IXG's price experiences larger fluctuations and is considered to be riskier than FNCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXGFNCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

4.88%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

10.50%

11.75%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

18.12%

20.02%

-1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

19.34%

-2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

22.35%

-2.20%