FDVLX vs. OEF
Compare and contrast key facts about Fidelity Value Fund (FDVLX) and iShares S&P 100 ETF (OEF).
FDVLX is managed by Fidelity. It was launched on Dec 1, 1978. OEF is a passively managed fund by iShares that tracks the performance of the S&P 100 Index. It was launched on Oct 23, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDVLX or OEF.
Key characteristics
| FDVLX | OEF | |
|---|---|---|
| YTD Return | 14.90% | 30.71% |
| 1Y Return | 27.39% | 37.79% |
| 3Y Return (Ann) | 7.61% | 11.81% |
| 5Y Return (Ann) | 13.83% | 17.46% |
| 10Y Return (Ann) | 10.20% | 14.25% |
| Sharpe Ratio | 1.99 | 3.03 |
| Sortino Ratio | 2.85 | 3.97 |
| Omega Ratio | 1.35 | 1.57 |
| Calmar Ratio | 1.43 | 4.11 |
| Martin Ratio | 10.93 | 18.30 |
| Ulcer Index | 2.99% | 2.19% |
| Daily Std Dev | 16.44% | 13.21% |
| Max Drawdown | -93.13% | -54.11% |
| Current Drawdown | -1.61% | -0.13% |
Correlation
The correlation between FDVLX and OEF 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
FDVLX vs. OEF - Performance Comparison
In the year-to-date period, FDVLX achieves a 14.90% return, which is significantly lower than OEF's 30.71% return. Over the past 10 years, FDVLX has underperformed OEF with an annualized return of 10.20%, while OEF has yielded a comparatively higher 14.25% annualized 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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FDVLX vs. OEF - Expense Ratio Comparison
FDVLX has a 0.79% expense ratio, which is higher than OEF's 0.20% expense ratio.
Risk-Adjusted Performance
FDVLX vs. OEF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Value Fund (FDVLX) and iShares S&P 100 ETF (OEF). 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
FDVLX vs. OEF - Dividend Comparison
FDVLX's dividend yield for the trailing twelve months is around 0.90%, less than OEF's 0.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDVLX Fidelity Value Fund | 0.90% | 1.04% | 0.70% | 1.37% | 0.98% | 1.15% | 1.39% | 1.36% | 1.23% | 12.17% | 2.94% | 1.83% |
OEF iShares S&P 100 ETF | 0.99% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% | 1.85% | 1.96% |
Drawdowns
FDVLX vs. OEF - Drawdown Comparison
The maximum FDVLX drawdown since its inception was -93.13%, which is greater than OEF's maximum drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for FDVLX and OEF. For additional features, visit the drawdowns tool.
Volatility
FDVLX vs. OEF - Volatility Comparison
Fidelity Value Fund (FDVLX) has a higher volatility of 4.95% compared to iShares S&P 100 ETF (OEF) at 4.20%. This indicates that FDVLX's price experiences larger fluctuations and is considered to be riskier than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.