OFVIX vs. FBLEX
Compare and contrast key facts about O'Shaughnessy Market Leaders Value Fund (OFVIX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX).
OFVIX is managed by O'Shaughnessy Mutual Funds. It was launched on Feb 26, 2016. FBLEX is managed by Fidelity. It was launched on Dec 6, 2012.
Performance
OFVIX vs. FBLEX - Performance Comparison
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OFVIX vs. FBLEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OFVIX O'Shaughnessy Market Leaders Value Fund | 1.48% | 15.81% | 23.70% | 17.85% | -6.13% | 30.49% | 1.76% | 35.06% | -12.95% | 22.05% |
FBLEX Fidelity Series Stock Selector Large Cap Value Fund | -2.01% | 17.06% | 18.04% | 15.60% | -4.82% | 26.83% | 4.34% | 25.57% | -9.04% | 11.66% |
Returns By Period
In the year-to-date period, OFVIX achieves a 1.48% return, which is significantly higher than FBLEX's -2.01% return.
OFVIX
- 1D
- 0.00%
- 1M
- -3.57%
- YTD
- 1.48%
- 6M
- 5.17%
- 1Y
- 16.80%
- 3Y*
- 19.63%
- 5Y*
- 12.65%
- 10Y*
- —
FBLEX
- 1D
- 0.00%
- 1M
- -6.70%
- YTD
- -2.01%
- 6M
- 2.97%
- 1Y
- 12.73%
- 3Y*
- 15.51%
- 5Y*
- 11.00%
- 10Y*
- 11.11%
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OFVIX vs. FBLEX - Expense Ratio Comparison
OFVIX has a 0.56% expense ratio, which is higher than FBLEX's 0.01% expense ratio.
Return for Risk
OFVIX vs. FBLEX — Risk / Return Rank
OFVIX
FBLEX
OFVIX vs. FBLEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for O'Shaughnessy Market Leaders Value Fund (OFVIX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX). 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.
| OFVIX | FBLEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.91 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.32 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.06 | +0.16 |
Martin ratioReturn relative to average drawdown | 5.40 | 4.92 | +0.48 |
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
| OFVIX | FBLEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.91 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.75 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.69 | -0.05 |
Correlation
The correlation between OFVIX and FBLEX is 0.93, 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
OFVIX vs. FBLEX - Dividend Comparison
OFVIX's dividend yield for the trailing twelve months is around 18.26%, more than FBLEX's 11.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OFVIX O'Shaughnessy Market Leaders Value Fund | 18.26% | 18.53% | 15.22% | 4.10% | 7.88% | 1.81% | 2.15% | 8.09% | 7.74% | 2.40% | 0.00% | 0.00% |
FBLEX Fidelity Series Stock Selector Large Cap Value Fund | 11.33% | 9.95% | 12.63% | 5.05% | 12.66% | 14.51% | 3.85% | 5.65% | 10.97% | 7.09% | 2.47% | 13.81% |
Drawdowns
OFVIX vs. FBLEX - Drawdown Comparison
The maximum OFVIX drawdown since its inception was -41.88%, which is greater than FBLEX's maximum drawdown of -39.73%. Use the drawdown chart below to compare losses from any high point for OFVIX and FBLEX.
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Drawdown Indicators
| OFVIX | FBLEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.88% | -39.73% | -2.15% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -11.55% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -19.00% | -1.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.73% | — |
Current DrawdownCurrent decline from peak | -5.37% | -6.89% | +1.52% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -3.86% | -1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.49% | +0.49% |
Volatility
OFVIX vs. FBLEX - Volatility Comparison
The current volatility for O'Shaughnessy Market Leaders Value Fund (OFVIX) is 3.04%, while Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) has a volatility of 3.48%. This indicates that OFVIX experiences smaller price fluctuations and is considered to be less risky than FBLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OFVIX | FBLEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 3.48% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 7.78% | +1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.95% | 15.13% | +2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.72% | 14.78% | +1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.28% | 17.39% | +2.89% |