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IYJ vs. FSCHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IYJ vs. FSCHX

Last updated Jun 4, 2026

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 12.31%/yr vs 6.02%/yr for FSCHX. Their correlation of 0.80 suggests significant overlap in exposure. IYJ charges 0.38%/yr vs 0.74%/yr for FSCHX.

Performance

IYJ vs. FSCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Industrials ETF (IYJ) and Fidelity Select Chemicals Portfolio (FSCHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IYJ achieves a 5.81% return, which is significantly lower than FSCHX's 16.34% return. Over the past 10 years, IYJ has outperformed FSCHX with an annualized return of 12.31%, while FSCHX has yielded a comparatively lower 6.02% annualized return.

IYJ

1D
-0.62%
1M
0.44%
YTD
5.81%
6M
7.55%
1Y
12.86%
3Y*
16.95%
5Y*
7.87%
10Y*
12.31%

FSCHX

1D
0.29%
1M
-1.86%
YTD
16.34%
6M
17.09%
1Y
10.23%
3Y*
2.91%
5Y*
0.57%
10Y*
6.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYJ vs. FSCHX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IYJ
iShares U.S. Industrials ETF		5.81%11.94%17.82%19.94%-13.53%17.02%17.37%32.27%-11.69%23.98%
FSCHX
Fidelity Select Chemicals Portfolio		16.34%-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 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.68

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

0.74

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

0.81

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

0.81

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2000

0.80

The correlation between IYJ and FSCHX shifts across timeframes, from 0.68 (1 year) to 0.81 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares U.S. Industrials ETF

Fidelity Select Chemicals Portfolio

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Often compared with FSCHX:
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Return for Risk

IYJ vs. FSCHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IYJ
IYJ Risk / Return Rank: 2525
Overall Rank
IYJ Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IYJ Sortino Ratio Rank: 2424
Sortino Ratio Rank
IYJ Omega Ratio Rank: 2222
Omega Ratio Rank
IYJ Calmar Ratio Rank: 2424
Calmar Ratio Rank
IYJ Martin Ratio Rank: 2828
Martin Ratio Rank
FSCHX
FSCHX Risk / Return Rank: 88
Overall Rank
FSCHX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FSCHX Sortino Ratio Rank: 99
Sortino Ratio Rank
FSCHX Omega Ratio Rank: 88
Omega Ratio Rank
FSCHX Calmar Ratio Rank: 88
Calmar Ratio Rank
FSCHX Martin Ratio Rank: 77
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.

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.

IYJFSCHXDifference
Sharpe ratioReturn per unit of total volatility
0.86
0.70

+0.16

Sortino ratioReturn per unit of downside risk
1.32
1.10

+0.22

Omega ratioGain probability vs. loss probability

1.15

1.13

+0.02

Calmar ratioReturn relative to maximum drawdown

1.13

0.82

+0.31

Martin ratioReturn relative to average drawdown

4.10

2.00

+2.10

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IYJ vs. FSCHX - Sharpe Ratio Comparison

The current IYJ Sharpe Ratio is 0.86, which is comparable to the FSCHX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of IYJ and FSCHX, 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

IYJFSCHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.70

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.03

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.27

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.56

-0.19

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

IYJFSCHXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.24%

-8.48%

+5.24%

Average Drawdown

Average peak-to-trough decline

-11.21%

-8.88%

-2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

5.73%

-2.59%

Volatility

IYJ vs. FSCHX - Volatility Comparison

The current volatility for iShares U.S. Industrials ETF (IYJ) is 4.05%, while Fidelity Select Chemicals Portfolio (FSCHX) has a volatility of 4.98%. 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

IYJFSCHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

4.98%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

11.88%

11.84%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

15.05%

16.36%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.04%

19.94%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.87%

22.46%

-2.59%

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 0.78%, less than FSCHX's 2.94% yield.

PositionTTM20252024202320222021202020192018201720162015
FSCHX
Fidelity Select Chemicals Portfolio		2.94%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		0.78%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 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSCHX has higher volatility (4.98%) compared to IYJ (4.05%). In terms of maximum drawdown, IYJ dropped -61.97% vs FSCHX's -59.24%.

IYJ currently has the higher Sharpe Ratio (0.86 vs 0.70), 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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