FedEx currently uses the callsign "FedEx" and has the IATA and ICAO ID's of FX and FDX respectively.
Back in the 1990's they used the callsign "Express" and the IATA code was FM. (I'm not sure what the ICAO ID was back then.)
When were they reassigned the new callsign and ID's? Perhaps it was in 1994 when they changed the official name of the company from Federal Express to FedEx, but I don't know.