FDMLX vs. VOO
Compare and contrast key facts about Fidelity Series Intrinsic Opportunities Fund (FDMLX) and Vanguard S&P 500 ETF (VOO).
FDMLX is managed by Fidelity. It was launched on Dec 6, 2012. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
FDMLX vs. VOO - Performance Comparison
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FDMLX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
FDMLX
VOO
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.
| FDMLX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 0.98 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.12 | 1.50 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 1.53 | -0.68 |
Martin ratioReturn relative to average drawdown | 3.39 | 7.29 | -3.91 |
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 | VOO | Difference | |
|---|---|---|---|
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.
| 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% |
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
| FDMLX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.01% | -6.29% | -2.72% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -3.72% | -0.88% |
Ulcer IndexDepth 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
| FDMLX | VOO | Difference | |
|---|---|---|---|
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% |