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 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.
Key characteristics
| FDMLX | LSAT | |
|---|---|---|
| YTD Return | 15.34% | 22.77% |
| 1Y Return | 26.21% | 30.20% |
| 3Y Return (Ann) | 9.93% | 7.05% |
| Sharpe Ratio | 1.80 | 2.60 |
| Sortino Ratio | 2.57 | 3.65 |
| Omega Ratio | 1.32 | 1.45 |
| Calmar Ratio | 3.21 | 3.53 |
| Martin Ratio | 10.30 | 15.74 |
| Ulcer Index | 2.60% | 2.14% |
| Daily Std Dev | 14.89% | 12.98% |
| Max Drawdown | -35.03% | -20.48% |
| Current Drawdown | -2.28% | -0.76% |
Correlation
The correlation between FDMLX and LSAT is 0.83, 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
In the year-to-date period, FDMLX achieves a 15.34% return, which is significantly lower than LSAT's 22.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
FDMLX vs. LSAT - Dividend Comparison
FDMLX's dividend yield for the trailing twelve months is around 1.90%, more than LSAT's 1.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDMLX Fidelity Series Intrinsic Opportunities Fund | 1.90% | 2.40% | 3.06% | 2.57% | 2.40% | 3.20% | 2.73% | 1.57% | 1.27% | 7.44% | 5.77% | 3.70% |
LSAT Leadershares Alphafactor Tactical Focused ETF | 1.51% | 1.85% | 0.36% | 3.44% | 0.31% | 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 -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. For additional features, visit the drawdowns tool.
Volatility
FDMLX vs. LSAT - Volatility Comparison
Fidelity Series Intrinsic Opportunities Fund (FDMLX) has a higher volatility of 5.63% compared to Leadershares Alphafactor Tactical Focused ETF (LSAT) at 3.80%. This indicates that FDMLX's price experiences larger fluctuations and is considered to be riskier than LSAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.