FDMLX vs. IWS
Compare and contrast key facts about Fidelity Series Intrinsic Opportunities Fund (FDMLX) and iShares Russell Mid-Cap Value ETF (IWS).
FDMLX is managed by Fidelity. It was launched on Dec 6, 2012. IWS is a passively managed fund by iShares that tracks the performance of the Russell Midcap Value Index. It was launched on Jul 17, 2001.
Performance
FDMLX vs. IWS - Performance Comparison
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FDMLX vs. IWS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDMLX Fidelity Series Intrinsic Opportunities Fund | 0.66% | 11.64% | 10.76% | 19.77% | -3.24% | 27.54% | 11.45% | 17.72% | -7.17% | 24.39% |
IWS iShares Russell Mid-Cap Value ETF | 4.34% | 10.82% | 12.91% | 12.52% | -12.29% | 28.10% | 4.83% | 26.73% | -12.43% | 13.14% |
Returns By Period
In the year-to-date period, FDMLX achieves a 0.66% return, which is significantly lower than IWS's 4.34% return. Over the past 10 years, FDMLX has outperformed IWS with an annualized return of 11.80%, while IWS has yielded a comparatively lower 9.58% annualized return.
FDMLX
- 1D
- 1.90%
- 1M
- -5.89%
- YTD
- 0.66%
- 6M
- 1.73%
- 1Y
- 15.42%
- 3Y*
- 13.29%
- 5Y*
- 9.26%
- 10Y*
- 11.80%
IWS
- 1D
- 0.67%
- 1M
- -4.66%
- YTD
- 4.34%
- 6M
- 5.73%
- 1Y
- 18.08%
- 3Y*
- 13.19%
- 5Y*
- 7.61%
- 10Y*
- 9.58%
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FDMLX vs. IWS - Expense Ratio Comparison
FDMLX has a 0.00% expense ratio, which is lower than IWS's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FDMLX vs. IWS — Risk / Return Rank
FDMLX
IWS
FDMLX vs. IWS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Intrinsic Opportunities Fund (FDMLX) and iShares Russell Mid-Cap Value ETF (IWS). 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.
| FDMLX | IWS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.99 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.48 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.37 | -0.24 |
Martin ratioReturn relative to average drawdown | 4.45 | 6.29 | -1.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FDMLX | IWS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.99 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.44 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.50 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.41 | +0.31 |
Correlation
The correlation between FDMLX and IWS is 0.90, 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
FDMLX vs. IWS - Dividend Comparison
FDMLX's dividend yield for the trailing twelve months is around 11.55%, more than IWS's 1.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDMLX Fidelity Series Intrinsic Opportunities Fund | 11.55% | 11.63% | 12.75% | 24.60% | 65.08% | 18.63% | 4.18% | 4.94% | 9.28% | 4.53% | 1.51% | 5.76% |
IWS iShares Russell Mid-Cap Value ETF | 1.47% | 1.53% | 1.50% | 1.76% | 1.93% | 1.39% | 1.87% | 1.97% | 2.53% | 1.96% | 2.10% | 2.14% |
Drawdowns
FDMLX vs. IWS - Drawdown Comparison
The maximum FDMLX drawdown since its inception was -35.03%, smaller than the maximum IWS drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for FDMLX and IWS.
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Drawdown Indicators
| FDMLX | IWS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.03% | -62.40% | +27.37% |
Max Drawdown (1Y)Largest decline over 1 year | -14.01% | -13.33% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -23.52% | -21.23% | -2.29% |
Max Drawdown (10Y)Largest decline over 10 years | -35.03% | -43.83% | +8.80% |
Current DrawdownCurrent decline from peak | -7.28% | -4.66% | -2.62% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -8.07% | +3.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 2.91% | +0.65% |
Volatility
FDMLX vs. IWS - Volatility Comparison
The current volatility for Fidelity Series Intrinsic Opportunities Fund (FDMLX) is 4.73%, while iShares Russell Mid-Cap Value ETF (IWS) has a volatility of 5.26%. This indicates that FDMLX experiences smaller price fluctuations and is considered to be less risky than IWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDMLX | IWS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 5.26% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 10.16% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.81% | 18.29% | +1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.88% | 17.33% | +4.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.18% | 19.34% | -0.16% |