PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
FDMLX vs. LSAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

FDMLX vs. LSAT

Last updated May 12, 2025

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 Investment Management. It was launched on Oct 27, 2020.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDMLX or LSAT.

Correlation

The correlation between FDMLX and LSAT is 0.80, 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.

Performance

FDMLX vs. LSAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Intrinsic Opportunities Fund (FDMLX) and Leadershares Alphafactor Tactical Focused ETF (LSAT). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

FDMLX:

13.15%

LSAT:

4.18%

Max Drawdown

FDMLX:

-0.49%

LSAT:

-0.01%

Current Drawdown

FDMLX:

0.00%

LSAT:

-0.01%

Returns By Period

FDMLX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

LSAT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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

FDMLX vs. LSAT - Expense Ratio Comparison

FDMLX has a 0.00% expense ratio, which is lower than LSAT's 0.99% expense ratio.

LSAT
Leadershares Alphafactor Tactical Focused ETF
FDMLX
Fidelity Series Intrinsic Opportunities Fund

Risk-Adjusted Performance

FDMLX vs. LSAT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FDMLX
The Risk-Adjusted Performance Rank of FDMLX is 55
Overall Rank
The Sharpe Ratio Rank of FDMLX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of FDMLX is 44
Sortino Ratio Rank
The Omega Ratio Rank of FDMLX is 55
Omega Ratio Rank
The Calmar Ratio Rank of FDMLX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of FDMLX is 33
Martin Ratio Rank
LSAT
The Risk-Adjusted Performance Rank of LSAT is 4646
Overall Rank
The Sharpe Ratio Rank of LSAT is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of LSAT is 4848
Sortino Ratio Rank
The Omega Ratio Rank of LSAT is 4747
Omega Ratio Rank
The Calmar Ratio Rank of LSAT is 5151
Calmar Ratio Rank
The Martin Ratio Rank of LSAT is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FDMLX vs. LSAT - Risk-Adjusted Performance 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.

No data
No data
No data
No data
No data

Loading data...

Dividends

FDMLX vs. LSAT - Dividend Comparison

FDMLX's dividend yield for the trailing twelve months is around 2.34%, while LSAT has not paid dividends to shareholders.

TTM20242023202220212020201920182017201620152014
FDMLX
Fidelity Series Intrinsic Opportunities Fund		2.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LSAT
Leadershares Alphafactor Tactical Focused ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FDMLX vs. LSAT - Drawdown Comparison

The maximum FDMLX drawdown since its inception was -0.49%, which is greater than LSAT's maximum drawdown of -0.01%. Use the drawdown chart below to compare losses from any high point for FDMLX and LSAT. For additional features, visit the drawdowns tool.

Loading data...

Volatility

FDMLX vs. LSAT - Volatility Comparison

Loading data...