Difference between OFDM and FDM
Both are orthogonal in your example, in different ways. The FDM example provides orthogonality by properly spacing the signals in the frequency domain (their dot product is 0). OFDM is far more spectrally efficient where you have overlapping carriers that are orthogonal. 

From an implementation standpoint OFDM can be achieved with a DFT. Each of the carriers is a much lower bit rate that turns a frequency selective fading channel into flat fading. This is not true for your FDM example. There are many other differences but these are a few.