IYJ vs. FSCHX
IYJ (iShares U.S. Industrials ETF) and FSCHX (Fidelity Select Chemicals Portfolio) are both funds - IYJ is a Industrials Equities fund tracking the Dow Jones U.S. Industrials Index, while FSCHX is a Energy Equities fund managed by Fidelity. Over the past 10 years, IYJ returned 12.57%/yr vs 6.17%/yr for FSCHX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. IYJ charges 0.38%/yr vs 0.74%/yr for FSCHX.
Performance
IYJ vs. FSCHX - Performance Comparison
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Returns By Period
In the year-to-date period, IYJ achieves a 12.88% return, which is significantly lower than FSCHX's 16.85% return. Over the past 10 years, IYJ has outperformed FSCHX with an annualized return of 12.57%, while FSCHX has yielded a comparatively lower 6.17% annualized return.
IYJ
- 1D
- 1.71%
- 1M
- 0.11%
- 6M
- 7.11%
- YTD
- 12.88%
- 1Y
- 17.95%
- 3Y*
- 16.91%
- 5Y*
- 9.36%
- 10Y*
- 12.57%
- ALL TIME*
- 8.09%
FSCHX
- 1D
- -2.48%
- 1M
- -6.34%
- 6M
- 5.73%
- YTD
- 16.85%
- 1Y
- 13.55%
- 3Y*
- 0.93%
- 5Y*
- 1.77%
- 10Y*
- 6.17%
- ALL TIME*
- 11.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $23.95M | $14.74M | $15.31M |
IYJ vs. FSCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IYJ iShares U.S. Industrials ETF | 12.88% | 11.94% | 17.82% | 19.94% | -13.53% | 17.02% | 17.37% | 32.27% | -11.69% | 23.98% |
FSCHX Fidelity Select Chemicals Portfolio | 16.85% | -8.85% | -6.17% | 12.80% | -13.81% | 31.95% | 17.52% | 8.30% | -22.30% | 31.63% |
Correlation
The correlation between IYJ and FSCHX is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2000 | 0.80 |
The correlation between IYJ and FSCHX shifts across timeframes, from 0.64 (1 year) to 0.81 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
IYJ vs. FSCHX — Risk / Return Rank
IYJ
FSCHX
IYJ vs. FSCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Industrials ETF (IYJ) and Fidelity Select Chemicals Portfolio (FSCHX). 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.
| IYJ | FSCHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.14 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | 0.92 | +0.66 |
| Martin ratioReturn relative to average drawdown | 5.80 | 2.23 | +3.57 |
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Drawdowns
IYJ vs. FSCHX - Drawdown Comparison
The maximum IYJ drawdown since its inception was -61.97%, roughly equal to the maximum FSCHX drawdown of -59.24%. Use the drawdown chart below to compare losses from any high point for IYJ and FSCHX.
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Drawdown Indicators
| IYJ | FSCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.97% | -59.24% | -2.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.39% | -13.98% | +2.59% |
Max Drawdown (3Y)Largest decline over 3 years | -19.67% | -27.38% | +7.71% |
Max Drawdown (5Y)Largest decline over 5 years | -26.24% | -27.38% | +1.14% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -51.75% | +11.55% |
Current DrawdownCurrent decline from peak | -0.47% | -8.08% | +7.61% |
Average DrawdownAverage peak-to-trough decline | -11.15% | -8.87% | -2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 5.77% | -2.67% |
Volatility
IYJ vs. FSCHX - Volatility Comparison
The current volatility for iShares U.S. Industrials ETF (IYJ) is 4.71%, while Fidelity Select Chemicals Portfolio (FSCHX) has a volatility of 5.34%. This indicates that IYJ experiences smaller price fluctuations and is considered to be less risky than FSCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYJ | FSCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 5.34% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 12.65% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.00% | 16.97% | -0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.18% | 19.97% | -1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.90% | 22.47% | -2.57% |
IYJ vs. FSCHX - Expense Ratio Comparison
IYJ has a 0.38% expense ratio, which is lower than FSCHX's 0.74% expense ratio.
Dividends
IYJ vs. FSCHX - Dividend Comparison
IYJ's dividend yield for the trailing twelve months is around 0.70%, less than FSCHX's 2.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCHX Fidelity Select Chemicals Portfolio | 2.92% | 2.23% | 8.27% | 6.33% | 11.44% | 1.18% | 1.10% | 6.97% | 15.01% | 8.05% | 4.75% | 6.58% |
IYJ iShares U.S. Industrials ETF | 0.70% | 0.83% | 0.88% | 1.05% | 1.05% | 0.76% | 1.01% | 1.32% | 1.43% | 1.29% | 1.38% | 1.53% |
Frequently Asked Questions
IYJ and FSCHX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCHX has higher volatility (5.34%) compared to IYJ (4.71%). In terms of maximum drawdown, IYJ dropped -61.97% vs FSCHX's -59.24%.
IYJ currently has the higher Sharpe Ratio (1.13 vs 0.76), 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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