FIDELITY EMERGING MARKETS MULTIFACTOR ETF
Symbol: FDEM
Exchange: BATS
Sector: Technology
Category: Diversified Emerging Mkts
Inception date: 26/02/2019
Latest date: 20/07/2026
Current price: $34.52
Expense ratio: 0.25%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-8.70%
Ann. -57.00% (Sharpe / Sortino numerator)
Volatility
32.10%
Sharpe ratio
-1.889
VaR 95%
-3.36%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
0.64%
Ann. -1.28% (Sharpe / Sortino numerator)
Volatility
22.66%
Sharpe ratio
-0.217
VaR 95%
-2.87%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
9.05%
Ann. 8.26% (Sharpe / Sortino numerator)
Volatility
18.75%
Sharpe ratio
0.247
VaR 95%
-1.93%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
24.32%
Ann. 27.33% (Sharpe / Sortino numerator)
Volatility
18.25%
Sharpe ratio
1.299
VaR 95%
-1.51%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
42.45%
Ann. 16.21% (Sharpe / Sortino numerator)
Volatility
16.41%
Sharpe ratio
0.766
VaR 95%
-1.50%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
70.12%
Ann. 17.03% (Sharpe / Sortino numerator)
Volatility
15.22%
Sharpe ratio
0.880
VaR 95%
-1.43%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.096%
Best day
4.341%
Worst day
-5.964%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $34.65 | $34.78 | $34.45 | $34.52 | 89,200 |
| 17/07/2026 | $33.97 | $34.73 | $33.80 | $34.38 | 73,500 |
| 16/07/2026 | $34.80 | $34.94 | $34.64 | $34.66 | 63,200 |
| 15/07/2026 | $35.32 | $35.33 | $34.77 | $35.24 | 48,900 |
| 14/07/2026 | $35.19 | $35.37 | $35.04 | $35.36 | 39,900 |
| 13/07/2026 | $35.11 | $35.16 | $34.68 | $34.82 | 60,200 |
| 10/07/2026 | $35.56 | $35.97 | $35.51 | $35.90 | 41,500 |
| 09/07/2026 | $35.78 | $35.90 | $35.65 | $35.83 | 58,900 |
| 08/07/2026 | $35.23 | $35.75 | $35.16 | $35.71 | 184,300 |
| 07/07/2026 | $35.57 | $35.67 | $35.22 | $35.46 | 60,900 |