OILVX vs. FBLEX
Compare and contrast key facts about Optimum Large Cap Value Fund (OILVX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX).
OILVX is managed by Delaware Funds. It was launched on Aug 1, 2003. FBLEX is managed by Fidelity. It was launched on Dec 6, 2012.
Performance
OILVX vs. FBLEX - Performance Comparison
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OILVX vs. FBLEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OILVX Optimum Large Cap Value Fund | -1.32% | 14.79% | 13.63% | 9.90% | -6.05% | 27.17% | 3.39% | 27.97% | -9.38% | 16.40% |
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% | 12.38% |
Returns By Period
In the year-to-date period, OILVX achieves a -1.32% return, which is significantly higher than FBLEX's -2.01% return. Over the past 10 years, OILVX has underperformed FBLEX with an annualized return of 10.03%, while FBLEX has yielded a comparatively higher 11.11% annualized return.
OILVX
- 1D
- -0.15%
- 1M
- -6.93%
- YTD
- -1.32%
- 6M
- 2.11%
- 1Y
- 10.95%
- 3Y*
- 12.58%
- 5Y*
- 8.86%
- 10Y*
- 10.03%
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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OILVX vs. FBLEX - Expense Ratio Comparison
OILVX has a 0.92% expense ratio, which is higher than FBLEX's 0.01% expense ratio.
Return for Risk
OILVX vs. FBLEX — Risk / Return Rank
OILVX
FBLEX
OILVX vs. FBLEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Optimum Large Cap Value Fund (OILVX) 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.
| OILVX | FBLEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.91 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.18 | 1.32 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 1.06 | -0.12 |
Martin ratioReturn relative to average drawdown | 4.24 | 4.92 | -0.68 |
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
| OILVX | FBLEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.91 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.75 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.64 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.69 | -0.23 |
Correlation
The correlation between OILVX and FBLEX is 0.96, 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
OILVX vs. FBLEX - Dividend Comparison
OILVX's dividend yield for the trailing twelve months is around 7.87%, less than FBLEX's 11.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OILVX Optimum Large Cap Value Fund | 7.87% | 7.76% | 7.30% | 16.51% | 6.33% | 7.55% | 2.02% | 2.74% | 4.72% | 5.68% | 13.20% | 1.28% |
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
OILVX vs. FBLEX - Drawdown Comparison
The maximum OILVX drawdown since its inception was -56.56%, which is greater than FBLEX's maximum drawdown of -39.73%. Use the drawdown chart below to compare losses from any high point for OILVX and FBLEX.
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Drawdown Indicators
| OILVX | FBLEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.56% | -39.73% | -16.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.41% | -11.55% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -18.17% | -19.00% | +0.83% |
Max Drawdown (10Y)Largest decline over 10 years | -36.99% | -39.73% | +2.74% |
Current DrawdownCurrent decline from peak | -7.11% | -6.89% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -7.35% | -3.86% | -3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.49% | +0.04% |
Volatility
OILVX vs. FBLEX - Volatility Comparison
Optimum Large Cap Value Fund (OILVX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) have volatilities of 3.37% and 3.48%, 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
| OILVX | FBLEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 3.48% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 7.78% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.01% | 15.13% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 14.78% | +2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 17.39% | +0.79% |