OEF vs. FDVLX
Compare and contrast key facts about iShares S&P 100 ETF (OEF) and Fidelity Value Fund (FDVLX).
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. FDVLX is managed by Fidelity. It was launched on Dec 1, 1978.
Performance
OEF vs. FDVLX - Performance Comparison
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OEF vs. FDVLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | -6.33% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 21.21% | 31.87% | -4.16% | 21.82% |
FDVLX Fidelity Value Fund | 3.19% | 11.32% | 30.11% | 19.57% | -9.07% | 35.30% | 9.33% | 31.68% | -17.58% | 14.11% |
Returns By Period
In the year-to-date period, OEF achieves a -6.33% return, which is significantly lower than FDVLX's 3.19% return. Over the past 10 years, OEF has outperformed FDVLX with an annualized return of 15.05%, while FDVLX has yielded a comparatively lower 12.87% annualized return.
OEF
- 1D
- 0.72%
- 1M
- -4.08%
- YTD
- -6.33%
- 6M
- -3.65%
- 1Y
- 19.18%
- 3Y*
- 20.95%
- 5Y*
- 13.32%
- 10Y*
- 15.05%
FDVLX
- 1D
- 2.82%
- 1M
- -6.14%
- YTD
- 3.19%
- 6M
- 7.30%
- 1Y
- 20.92%
- 3Y*
- 20.80%
- 5Y*
- 12.88%
- 10Y*
- 12.87%
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OEF vs. FDVLX - Expense Ratio Comparison
OEF has a 0.20% expense ratio, which is lower than FDVLX's 0.79% expense ratio.
Return for Risk
OEF vs. FDVLX — Risk / Return Rank
OEF
FDVLX
OEF vs. FDVLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) and Fidelity Value Fund (FDVLX). 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.
| OEF | FDVLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.99 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.52 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 1.43 | +0.20 |
Martin ratioReturn relative to average drawdown | 6.46 | 5.84 | +0.61 |
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
| OEF | FDVLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.99 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.49 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.51 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.56 | -0.14 |
Correlation
The correlation between OEF and FDVLX is 0.82, 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
OEF vs. FDVLX - Dividend Comparison
OEF's dividend yield for the trailing twelve months is around 0.98%, less than FDVLX's 9.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 0.98% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
FDVLX Fidelity Value Fund | 9.74% | 10.05% | 33.05% | 3.71% | 7.08% | 9.79% | 0.98% | 3.34% | 16.25% | 3.38% | 1.26% | 10.97% |
Drawdowns
OEF vs. FDVLX - Drawdown Comparison
The maximum OEF drawdown since its inception was -54.11%, smaller than the maximum FDVLX drawdown of -66.91%. Use the drawdown chart below to compare losses from any high point for OEF and FDVLX.
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Drawdown Indicators
| OEF | FDVLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.11% | -66.91% | +12.80% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -14.96% | +3.03% |
Max Drawdown (5Y)Largest decline over 5 years | -26.47% | -31.45% | +4.98% |
Max Drawdown (10Y)Largest decline over 10 years | -31.44% | -48.66% | +17.22% |
Current DrawdownCurrent decline from peak | -7.55% | -7.36% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -11.83% | -9.05% | -2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 3.66% | -0.65% |
Volatility
OEF vs. FDVLX - Volatility Comparison
The current volatility for iShares S&P 100 ETF (OEF) is 5.64%, while Fidelity Value Fund (FDVLX) has a volatility of 6.21%. This indicates that OEF experiences smaller price fluctuations and is considered to be less risky than FDVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OEF | FDVLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 6.21% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.10% | 11.99% | -1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.35% | 21.64% | -2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.69% | 26.56% | -8.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 25.16% | -6.75% |