SPIT vs. ILCG
SPIT (F/m Emerald Special Situations ETF) and ILCG (iShares Morningstar Growth ETF) are both Large Cap Growth Equities funds. SPIT is actively managed, while ILCG is passively managed. A 0.77 correlation means they provide meaningful diversification when combined. SPIT charges 0.89%/yr vs 0.04%/yr for ILCG.
Performance
SPIT vs. ILCG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPIT achieves a 27.92% return, which is significantly higher than ILCG's 9.21% return.
SPIT
- 1D
- -1.91%
- 1M
- 2.82%
- YTD
- 27.92%
- 6M
- 26.09%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ILCG
- 1D
- -2.86%
- 1M
- -1.80%
- YTD
- 9.21%
- 6M
- 7.82%
- 1Y
- 22.02%
- 3Y*
- 23.80%
- 5Y*
- 12.71%
- 10Y*
- 18.10%
SPIT vs. ILCG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPIT F/m Emerald Special Situations ETF | 27.92% | 5.31% |
ILCG iShares Morningstar Growth ETF | 9.21% | -0.24% |
Correlation
The correlation between SPIT and ILCG is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 6, 2025 | 0.77 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SPIT vs. ILCG — Risk / Return Rank
SPIT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ILCG
SPIT vs. ILCG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for F/m Emerald Special Situations ETF (SPIT) and iShares Morningstar Growth ETF (ILCG). 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.
| SPIT | ILCG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.23 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.41 | — |
| Martin ratioReturn relative to average drawdown | — | 4.86 | — |
Loading charts...
Drawdowns
SPIT vs. ILCG - Drawdown Comparison
The maximum SPIT drawdown since its inception was -12.49%, smaller than the maximum ILCG drawdown of -52.98%. Use the drawdown chart below to compare losses from any high point for SPIT and ILCG.
Loading charts...
Drawdown Indicators
| SPIT | ILCG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.49% | -52.98% | +40.49% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.65% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.10% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.38% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.38% | — |
Current DrawdownCurrent decline from peak | -2.09% | -5.58% | +3.49% |
Average DrawdownAverage peak-to-trough decline | -2.55% | -8.21% | +5.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.54% | — |
Volatility
SPIT vs. ILCG - Volatility Comparison
Loading charts...
Volatility by Period
| SPIT | ILCG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.83% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.51% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 26.64% | 17.70% | +8.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.64% | 22.22% | +4.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.64% | 21.63% | +5.01% |
SPIT vs. ILCG - Expense Ratio Comparison
SPIT has a 0.89% expense ratio, which is higher than ILCG's 0.04% expense ratio.
Dividends
SPIT vs. ILCG - Dividend Comparison
SPIT's dividend yield for the trailing twelve months is around 5.61%, more than ILCG's 0.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILCG iShares Morningstar Growth ETF | 0.42% | 0.47% | 0.50% | 0.69% | 0.75% | 0.34% | 0.28% | 0.54% | 0.81% | 0.89% | 0.95% | 0.99% |
SPIT F/m Emerald Special Situations ETF | 5.61% | 7.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPIT and ILCG have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ILCG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ILCG is cheaper with a 0.04% expense ratio, compared with 0.89% for SPIT.
SPIT has the higher dividend yield at 5.61%, compared with 0.42% for ILCG.
They also come from different issuers: F/m Investments and iShares. Their fees differ too: 0.89% for SPIT and 0.04% for ILCG.
Find the right allocation for SPIT and ILCG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer