FIDELITY LOW VOLATILITY FACTOR ETF
Symbol: FDLO
Exchange: NYSE ARCA
Sector: Technology
Category: Large Blend
Inception Date: 12/09/2016
Latest Date: 17/04/2026
Current Price: $68.63
Expense Ratio: 0.15%
Assets Under Management
$1.3B
0.56% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
5.58%
Volatility
11.69%
Sharpe Ratio
-3.390
VaR 95%
-1.40%
CVaR 95%:
-1.60%
Max Drawdown:
-6.22%
Sortino Ratio:
-5.117
Calmar Ratio:
-5.79
Return
2.94%
Volatility
10.03%
Sharpe Ratio
-1.276
VaR 95%
-1.21%
CVaR 95%:
-1.52%
Max Drawdown:
-7.53%
Sortino Ratio:
-1.681
Calmar Ratio:
-1.22
Return
4.54%
Volatility
9.56%
Sharpe Ratio
-0.553
VaR 95%
-0.98%
CVaR 95%:
-1.43%
Max Drawdown:
-7.53%
Sortino Ratio:
-0.767
Calmar Ratio:
-0.22
Return
20.65%
Volatility
13.60%
Sharpe Ratio
0.340
VaR 95%
-1.15%
CVaR 95%:
-1.99%
Max Drawdown:
-7.74%
Sortino Ratio:
0.426
Calmar Ratio:
1.07
Return
30.69%
Volatility
11.86%
Sharpe Ratio
0.509
VaR 95%
-1.11%
CVaR 95%:
-1.74%
Max Drawdown:
-13.68%
Sortino Ratio:
0.641
Calmar Ratio:
0.71
Return
47.49%
Volatility
11.00%
Sharpe Ratio
0.819
VaR 95%
-0.95%
CVaR 95%:
-1.54%
Max Drawdown:
-13.68%
Sortino Ratio:
1.086
Calmar Ratio:
0.92
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.078%
Best Day
2.22%
22/04/2025
Worst Day
-2.018%
21/04/2025
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $68.25 | $68.80 | $68.19 | $68.63 | 60,000 |
| 16/04/2026 | $67.76 | $68.00 | $67.72 | $68.00 | 54,800 |
| 15/04/2026 | $67.42 | $67.73 | $67.26 | $67.69 | 45,500 |
| 14/04/2026 | $67.02 | $67.36 | $67.02 | $67.35 | 61,300 |
| 13/04/2026 | $66.40 | $67.09 | $66.28 | $67.09 | 51,300 |
| 10/04/2026 | $66.98 | $66.98 | $66.41 | $66.45 | 38,000 |
| 02/04/2026 | $64.56 | $65.31 | $64.42 | $65.17 | 83,700 |
| 01/04/2026 | $64.92 | $65.17 | $64.81 | $64.90 | 92,700 |
| 31/03/2026 | $64.13 | $64.76 | $63.85 | $64.59 | 147,300 |
| 30/03/2026 | $63.96 | $64.01 | $63.37 | $63.55 | 193,100 |