FDMLX vs. LSAT
Compare and contrast key facts about Fidelity Series Intrinsic Opportunities Fund (FDMLX) and Leadershares Alphafactor Tactical Focused ETF (LSAT).
FDMLX is managed by Fidelity. It was launched on Dec 6, 2012. LSAT is an actively managed fund by Redwood. It was launched on Oct 27, 2020.
Performance
FDMLX vs. LSAT - Performance Comparison
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FDMLX vs. LSAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FDMLX Fidelity Series Intrinsic Opportunities Fund | -1.22% | 11.64% | 10.76% | 19.77% | -3.24% | 27.54% | 17.31% |
LSAT Leadershares Alphafactor Tactical Focused ETF | 1.40% | -1.54% | 18.16% | 13.64% | -12.99% | 25.10% | 20.47% |
Returns By Period
In the year-to-date period, FDMLX achieves a -1.22% return, which is significantly lower than LSAT's 1.40% return.
FDMLX
- 1D
- -0.38%
- 1M
- -7.73%
- YTD
- -1.22%
- 6M
- 0.11%
- 1Y
- 13.59%
- 3Y*
- 12.58%
- 5Y*
- 9.07%
- 10Y*
- 11.59%
LSAT
- 1D
- 1.77%
- 1M
- -1.78%
- YTD
- 1.40%
- 6M
- -2.97%
- 1Y
- 0.13%
- 3Y*
- 9.21%
- 5Y*
- 5.57%
- 10Y*
- —
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FDMLX vs. LSAT - Expense Ratio Comparison
FDMLX has a 0.00% expense ratio, which is lower than LSAT's 0.99% expense ratio.
Return for Risk
FDMLX vs. LSAT — Risk / Return Rank
FDMLX
LSAT
FDMLX vs. LSAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Intrinsic Opportunities Fund (FDMLX) and Leadershares Alphafactor Tactical Focused ETF (LSAT). 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 | LSAT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 0.01 | +0.69 |
Sortino ratioReturn per unit of downside risk | 1.12 | 0.13 | +0.98 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.02 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 0.07 | +0.79 |
Martin ratioReturn relative to average drawdown | 3.39 | 0.21 | +3.18 |
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 | LSAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 0.01 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.34 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.65 | +0.06 |
Correlation
The correlation between FDMLX and LSAT is 0.82, 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. LSAT - Dividend Comparison
FDMLX's dividend yield for the trailing twelve months is around 11.77%, more than LSAT's 1.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDMLX Fidelity Series Intrinsic Opportunities Fund | 11.77% | 11.63% | 12.75% | 24.60% | 65.08% | 18.63% | 4.18% | 4.94% | 9.28% | 4.53% | 1.51% | 5.76% |
LSAT Leadershares Alphafactor Tactical Focused ETF | 1.87% | 1.90% | 1.31% | 1.85% | 0.36% | 3.44% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FDMLX vs. LSAT - Drawdown Comparison
The maximum FDMLX drawdown since its inception was -35.03%, which is greater than LSAT's maximum drawdown of -20.48%. Use the drawdown chart below to compare losses from any high point for FDMLX and LSAT.
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Drawdown Indicators
| FDMLX | LSAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.03% | -20.48% | -14.55% |
Max Drawdown (1Y)Largest decline over 1 year | -14.01% | -13.54% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -23.52% | -20.48% | -3.04% |
Max Drawdown (10Y)Largest decline over 10 years | -35.03% | — | — |
Current DrawdownCurrent decline from peak | -9.01% | -6.77% | -2.24% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -5.68% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 4.22% | -0.69% |
Volatility
FDMLX vs. LSAT - Volatility Comparison
Fidelity Series Intrinsic Opportunities Fund (FDMLX) and Leadershares Alphafactor Tactical Focused ETF (LSAT) have volatilities of 4.15% and 4.05%, 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.
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Volatility by Period
| FDMLX | LSAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 4.05% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.43% | 9.35% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.76% | 17.26% | +2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.87% | 16.28% | +5.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.17% | 16.90% | +2.27% |