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FDMLX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDMLX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Intrinsic Opportunities Fund (FDMLX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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FDMLX vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDMLX
Fidelity Series Intrinsic Opportunities Fund
-1.22%11.64%10.76%19.77%-3.24%27.54%11.45%17.72%-7.17%24.39%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, FDMLX achieves a -1.22% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, FDMLX has underperformed VOO with an annualized return of 11.59%, while VOO has yielded a comparatively higher 14.05% annualized 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%

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDMLX vs. VOO - Expense Ratio Comparison

FDMLX has a 0.00% expense ratio, which is lower than VOO's 0.03% 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. VOO — Risk / Return Rank

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

FDMLX
FDMLX Risk / Return Rank: 3131
Overall Rank
FDMLX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FDMLX Sortino Ratio Rank: 3333
Sortino Ratio Rank
FDMLX Omega Ratio Rank: 3131
Omega Ratio Rank
FDMLX Calmar Ratio Rank: 3030
Calmar Ratio Rank
FDMLX Martin Ratio Rank: 3232
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Intrinsic Opportunities Fund (FDMLX) and Vanguard S&P 500 ETF (VOO). 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.


FDMLXVOODifference

Sharpe ratio

Return per unit of total volatility

0.70

0.98

-0.28

Sortino ratio

Return per unit of downside risk

1.12

1.50

-0.38

Omega ratio

Gain probability vs. loss probability

1.16

1.23

-0.07

Calmar ratio

Return relative to maximum drawdown

0.85

1.53

-0.68

Martin ratio

Return relative to average drawdown

3.39

7.29

-3.91

FDMLX vs. VOO - Sharpe Ratio Comparison

The current FDMLX Sharpe Ratio is 0.70, which is comparable to the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FDMLX and VOO, 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


FDMLXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.98

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.70

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.78

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.83

-0.12

Correlation

The correlation between FDMLX and VOO is 0.81, 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. VOO - Dividend Comparison

FDMLX's dividend yield for the trailing twelve months is around 11.77%, more than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
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%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

FDMLX vs. VOO - Drawdown Comparison

The maximum FDMLX drawdown since its inception was -35.03%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FDMLX and VOO.


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Drawdown Indicators


FDMLXVOODifference

Max Drawdown

Largest peak-to-trough decline

-35.03%

-33.99%

-1.04%

Max Drawdown (1Y)

Largest decline over 1 year

-14.01%

-11.98%

-2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.52%

-24.52%

+1.00%

Max Drawdown (10Y)

Largest decline over 10 years

-35.03%

-33.99%

-1.04%

Current Drawdown

Current decline from peak

-9.01%

-6.29%

-2.72%

Average Drawdown

Average peak-to-trough decline

-4.60%

-3.72%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

2.52%

+1.01%

Volatility

FDMLX vs. VOO - Volatility Comparison

The current volatility for Fidelity Series Intrinsic Opportunities Fund (FDMLX) is 4.15%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that FDMLX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDMLXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

5.29%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.43%

9.44%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

19.76%

18.10%

+1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.87%

16.82%

+5.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.17%

17.99%

+1.18%