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FDMLX vs. VMVAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDMLX vs. VMVAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Intrinsic Opportunities Fund (FDMLX) and Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX). The values are adjusted to include any dividend payments, if applicable.

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FDMLX vs. VMVAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VMVAX
Vanguard Mid-Cap Value Index Fund Admiral Shares
4.50%12.06%13.63%10.12%-7.89%28.77%2.45%28.03%-12.44%17.04%

Returns By Period

In the year-to-date period, FDMLX achieves a 0.66% return, which is significantly lower than VMVAX's 4.50% return. Over the past 10 years, FDMLX has outperformed VMVAX with an annualized return of 11.80%, while VMVAX has yielded a comparatively lower 10.19% 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%

VMVAX

1D
1.57%
1M
-4.65%
YTD
4.50%
6M
6.96%
1Y
17.12%
3Y*
13.73%
5Y*
8.62%
10Y*
10.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDMLX vs. VMVAX - Expense Ratio Comparison

FDMLX has a 0.00% expense ratio, which is lower than VMVAX's 0.07% 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. VMVAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FDMLX
FDMLX Risk / Return Rank: 3636
Overall Rank
FDMLX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FDMLX Sortino Ratio Rank: 3535
Sortino Ratio Rank
FDMLX Omega Ratio Rank: 3333
Omega Ratio Rank
FDMLX Calmar Ratio Rank: 3939
Calmar Ratio Rank
FDMLX Martin Ratio Rank: 4040
Martin Ratio Rank

VMVAX
VMVAX Risk / Return Rank: 5959
Overall Rank
VMVAX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VMVAX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VMVAX Omega Ratio Rank: 5252
Omega Ratio Rank
VMVAX Calmar Ratio Rank: 6161
Calmar Ratio Rank
VMVAX Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDMLX vs. VMVAX - Risk-Adjusted Trends Comparison

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


FDMLXVMVAXDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.06

-0.26

Sortino ratio

Return per unit of downside risk

1.26

1.54

-0.29

Omega ratio

Gain probability vs. loss probability

1.17

1.22

-0.05

Calmar ratio

Return relative to maximum drawdown

1.13

1.47

-0.34

Martin ratio

Return relative to average drawdown

4.45

6.86

-2.41

FDMLX vs. VMVAX - Sharpe Ratio Comparison

The current FDMLX Sharpe Ratio is 0.80, which is comparable to the VMVAX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of FDMLX and VMVAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FDMLXVMVAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.06

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.54

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.54

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.68

+0.04

Correlation

The correlation between FDMLX and VMVAX 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. VMVAX - Dividend Comparison

FDMLX's dividend yield for the trailing twelve months is around 11.55%, more than VMVAX's 1.99% yield.


TTM20252024202320222021202020192018201720162015
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%
VMVAX
Vanguard Mid-Cap Value Index Fund Admiral Shares
1.99%2.10%2.11%2.26%2.27%1.78%2.36%2.08%2.75%1.86%1.91%2.04%

Drawdowns

FDMLX vs. VMVAX - Drawdown Comparison

The maximum FDMLX drawdown since its inception was -35.03%, smaller than the maximum VMVAX drawdown of -43.07%. Use the drawdown chart below to compare losses from any high point for FDMLX and VMVAX.


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Drawdown Indicators


FDMLXVMVAXDifference

Max Drawdown

Largest peak-to-trough decline

-35.03%

-43.07%

+8.04%

Max Drawdown (1Y)

Largest decline over 1 year

-14.01%

-12.42%

-1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-23.52%

-19.75%

-3.77%

Max Drawdown (10Y)

Largest decline over 10 years

-35.03%

-43.07%

+8.04%

Current Drawdown

Current decline from peak

-7.28%

-4.72%

-2.56%

Average Drawdown

Average peak-to-trough decline

-4.60%

-4.41%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

2.67%

+0.89%

Volatility

FDMLX vs. VMVAX - Volatility Comparison

Fidelity Series Intrinsic Opportunities Fund (FDMLX) has a higher volatility of 4.73% compared to Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) at 4.24%. This indicates that FDMLX's price experiences larger fluctuations and is considered to be riskier than VMVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDMLXVMVAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

4.24%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

8.75%

+1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

19.81%

16.36%

+3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.88%

16.09%

+5.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.18%

18.80%

+0.38%