FDMLX vs. FSMVX

In the year-to-date period, FDMLX achieves a -1.13% return, which is significantly higher than FSMVX's -3.13% return. Over the past 10 years, FDMLX has outperformed FSMVX with an annualized return of 9.94%, while FSMVX has yielded a comparatively lower 7.06% annualized return.

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FDMLX has a 0.00% expense ratio, which is lower than FSMVX's 0.57% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Intrinsic Opportunities Fund (FDMLX) and Fidelity Mid Cap Value Fund (FSMVX). 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.

The current FDMLX Sharpe Ratio is -0.00, which is lower than the FSMVX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of FDMLX and FSMVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FDMLX's dividend yield for the trailing twelve months is around 12.89%, less than FSMVX's 14.40% yield.

The maximum FDMLX drawdown since its inception was -35.03%, smaller than the maximum FSMVX drawdown of -62.92%. Use the drawdown chart below to compare losses from any high point for FDMLX and FSMVX.

Fidelity Series Intrinsic Opportunities Fund (FDMLX) and Fidelity Mid Cap Value Fund (FSMVX) have volatilities of 6.13% and 6.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.