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FSLSX vs. FIUSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSLSX vs. FIUSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Value Strategies Fund (FSLSX) and Delaware Opportunity Fund (FIUSX). The values are adjusted to include any dividend payments, if applicable.

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FSLSX vs. FIUSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSLSX
Fidelity Value Strategies Fund
3.45%0.24%9.25%20.54%-7.37%33.32%8.24%34.54%-16.90%17.49%
FIUSX
Delaware Opportunity Fund
5.51%12.60%14.07%11.68%-9.62%30.95%0.88%29.58%-15.71%18.67%

Returns By Period

In the year-to-date period, FSLSX achieves a 3.45% return, which is significantly lower than FIUSX's 5.51% return. Both investments have delivered pretty close results over the past 10 years, with FSLSX having a 10.15% annualized return and FIUSX not far behind at 9.80%.


FSLSX

1D
-0.87%
1M
-8.93%
YTD
3.45%
6M
0.11%
1Y
12.54%
3Y*
10.48%
5Y*
7.61%
10Y*
10.15%

FIUSX

1D
-0.89%
1M
-6.21%
YTD
5.51%
6M
8.16%
1Y
24.63%
3Y*
15.29%
5Y*
9.33%
10Y*
9.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSLSX vs. FIUSX - Expense Ratio Comparison

FSLSX has a 0.86% expense ratio, which is lower than FIUSX's 1.15% expense ratio.


Return for Risk

FSLSX vs. FIUSX — Risk / Return Rank

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

FSLSX
FSLSX Risk / Return Rank: 2323
Overall Rank
FSLSX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FSLSX Sortino Ratio Rank: 2222
Sortino Ratio Rank
FSLSX Omega Ratio Rank: 2222
Omega Ratio Rank
FSLSX Calmar Ratio Rank: 2323
Calmar Ratio Rank
FSLSX Martin Ratio Rank: 2424
Martin Ratio Rank

FIUSX
FIUSX Risk / Return Rank: 7878
Overall Rank
FIUSX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FIUSX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FIUSX Omega Ratio Rank: 7676
Omega Ratio Rank
FIUSX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FIUSX Martin Ratio Rank: 8383
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.

FSLSX vs. FIUSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Value Strategies Fund (FSLSX) and Delaware Opportunity Fund (FIUSX). 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.


FSLSXFIUSXDifference

Sharpe ratio

Return per unit of total volatility

0.53

1.38

-0.85

Sortino ratio

Return per unit of downside risk

0.88

1.98

-1.10

Omega ratio

Gain probability vs. loss probability

1.12

1.29

-0.16

Calmar ratio

Return relative to maximum drawdown

0.68

1.74

-1.07

Martin ratio

Return relative to average drawdown

2.58

8.42

-5.84

FSLSX vs. FIUSX - Sharpe Ratio Comparison

The current FSLSX Sharpe Ratio is 0.53, which is lower than the FIUSX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of FSLSX and FIUSX, 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


FSLSXFIUSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

1.38

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.52

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.48

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.44

+0.08

Correlation

The correlation between FSLSX and FIUSX is 0.88, 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

FSLSX vs. FIUSX - Dividend Comparison

FSLSX has not paid dividends to shareholders, while FIUSX's dividend yield for the trailing twelve months is around 10.93%.


TTM20252024202320222021202020192018201720162015
FSLSX
Fidelity Value Strategies Fund
0.00%0.00%10.41%2.49%2.13%7.29%0.84%4.84%14.59%6.57%19.71%1.26%
FIUSX
Delaware Opportunity Fund
10.93%11.53%12.68%2.85%8.96%5.62%1.60%40.65%12.11%6.00%4.23%1.14%

Drawdowns

FSLSX vs. FIUSX - Drawdown Comparison

The maximum FSLSX drawdown since its inception was -69.87%, which is greater than FIUSX's maximum drawdown of -56.30%. Use the drawdown chart below to compare losses from any high point for FSLSX and FIUSX.


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Drawdown Indicators


FSLSXFIUSXDifference

Max Drawdown

Largest peak-to-trough decline

-69.87%

-56.30%

-13.57%

Max Drawdown (1Y)

Largest decline over 1 year

-15.25%

-12.92%

-2.33%

Max Drawdown (5Y)

Largest decline over 5 years

-26.81%

-21.69%

-5.12%

Max Drawdown (10Y)

Largest decline over 10 years

-47.98%

-46.38%

-1.60%

Current Drawdown

Current decline from peak

-9.79%

-6.66%

-3.13%

Average Drawdown

Average peak-to-trough decline

-8.30%

-9.50%

+1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

2.67%

+1.33%

Volatility

FSLSX vs. FIUSX - Volatility Comparison

Fidelity Value Strategies Fund (FSLSX) and Delaware Opportunity Fund (FIUSX) have volatilities of 5.26% and 5.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSLSXFIUSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

5.06%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

14.98%

10.09%

+4.89%

Volatility (1Y)

Calculated over the trailing 1-year period

23.86%

18.52%

+5.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.43%

18.11%

+2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.87%

20.52%

+1.35%