OEF vs. FDVLX
OEF (iShares S&P 100 ETF) and FDVLX (Fidelity Value Fund) are both funds - OEF is a Large Cap Blend Equities fund tracking the S&P 100 Index, while FDVLX is a Mid Cap Value Equities fund managed by Fidelity. Over the past 10 years, OEF returned 16.71%/yr vs 13.86%/yr for FDVLX. Their correlation of 0.82 suggests significant overlap in exposure. OEF charges 0.20%/yr vs 0.79%/yr for FDVLX.
Performance
OEF vs. FDVLX - Performance Comparison
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Returns By Period
In the year-to-date period, OEF achieves a 9.51% return, which is significantly lower than FDVLX's 16.84% return. Over the past 10 years, OEF has outperformed FDVLX with an annualized return of 16.71%, while FDVLX has yielded a comparatively lower 13.86% annualized return.
OEF
- 1D
- -0.87%
- 1M
- 5.44%
- YTD
- 9.51%
- 6M
- 9.34%
- 1Y
- 29.54%
- 3Y*
- 24.53%
- 5Y*
- 15.70%
- 10Y*
- 16.71%
FDVLX
- 1D
- 0.31%
- 1M
- 3.40%
- YTD
- 16.84%
- 6M
- 18.08%
- 1Y
- 34.61%
- 3Y*
- 25.65%
- 5Y*
- 13.91%
- 10Y*
- 13.86%
OEF vs. FDVLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 9.51% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 21.21% | 31.87% | -4.16% | 21.82% |
FDVLX Fidelity Value Fund | 16.84% | 11.32% | 30.11% | 19.57% | -9.07% | 35.30% | 9.33% | 31.68% | -17.58% | 14.11% |
Correlation
The correlation between OEF and FDVLX is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Oct 30, 2000 | 0.82 |
Over the past year, the correlation between OEF and FDVLX has dropped to 0.58 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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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 | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.40 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 3.72 | -1.04 |
| Martin ratioReturn relative to average drawdown | 11.29 | 13.69 | -2.39 |
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 | 2.33 | 2.29 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.53 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.55 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.57 | -0.13 |
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 | -11.06% | -9.90% | -1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -19.80% | -31.45% | +11.65% |
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 | -0.94% | 0.00% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -11.76% | -9.02% | -2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.69% | -0.07% |
Volatility
OEF vs. FDVLX - Volatility Comparison
The current volatility for iShares S&P 100 ETF (OEF) is 3.14%, while Fidelity Value Fund (FDVLX) has a volatility of 4.19%. 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 | 3.14% | 4.19% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 11.46% | -1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 16.11% | -3.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.69% | 26.55% | -8.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.44% | 25.19% | -6.75% |
OEF vs. FDVLX - Expense Ratio Comparison
OEF has a 0.20% expense ratio, which is lower than FDVLX's 0.79% expense ratio.
Dividends
OEF vs. FDVLX - Dividend Comparison
OEF's dividend yield for the trailing twelve months is around 0.83%, less than FDVLX's 8.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDVLX Fidelity Value Fund | 8.60% | 10.05% | 33.05% | 3.71% | 7.08% | 9.79% | 0.98% | 3.34% | 16.25% | 3.38% | 1.26% | 10.97% |
OEF iShares S&P 100 ETF | 0.83% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
Frequently Asked Questions
OEF and FDVLX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDVLX has higher volatility (4.19%) compared to OEF (3.14%). In terms of maximum drawdown, OEF dropped -54.11% vs FDVLX's -66.91%.
OEF currently has the higher Sharpe Ratio (2.33 vs 2.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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