No, that SFP is not compatible... The "FE" in the model number indicates that it is meant to plug into a FastEthernet (100Mb) port. For the 3850 you would have to have a "GLC-GE-100FX" module. "GE" in the model number meaning plugs into a GigabitEthernet port.
Here is the Cisco SFP compatibility matix, you can look up compatibility by switch model:
Cisco Gigabit Ethernet Transceiver Modules Compatibility Matrix - Cisco
