FIDELITY LOW VOLATILITY FACTOR ETF
Symbol: FDLO
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 12/09/2016
Latest date: 15/10/2026
Current price: $73.73
Expense ratio: 0.15%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.99%
Ann. -35.99% (Sharpe / Sortino numerator)
Volatility
11.69%
Sharpe ratio
-3.390
VaR 95%
-1.40%
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
5.76%
Ann. -9.17% (Sharpe / Sortino numerator)
Volatility
10.03%
Sharpe ratio
-1.276
VaR 95%
-1.21%
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
9.70%
Ann. -1.66% (Sharpe / Sortino numerator)
Volatility
9.56%
Sharpe ratio
-0.553
VaR 95%
-0.98%
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
14.46%
Ann. 8.26% (Sharpe / Sortino numerator)
Volatility
13.60%
Sharpe ratio
0.340
VaR 95%
-1.15%
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
22.76%
Ann. 9.67% (Sharpe / Sortino numerator)
Volatility
11.86%
Sharpe ratio
0.509
VaR 95%
-1.11%
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
54.68%
Ann. 12.64% (Sharpe / Sortino numerator)
Volatility
11.00%
Sharpe ratio
0.819
VaR 95%
-0.95%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.056%
Best day
1.636%
Worst day
-1.746%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $73.35 | $73.79 | $73.35 | $73.73 | 85,500 |
| 14/10/2026 | $73.13 | $73.30 | $72.91 | $73.18 | 65,300 |
| 13/10/2026 | $73.29 | $73.31 | $72.95 | $73.17 | 106,400 |
| 12/10/2026 | $72.76 | $73.10 | $72.76 | $73.08 | 61,500 |
| 09/10/2026 | $72.21 | $72.69 | $72.21 | $72.66 | 80,000 |
| 08/10/2026 | $71.91 | $72.28 | $71.83 | $72.21 | 46,500 |
| 07/10/2026 | $72.05 | $72.23 | $71.71 | $71.98 | 55,500 |
| 06/10/2026 | $71.85 | $72.23 | $71.79 | $72.17 | 110,300 |
| 05/10/2026 | $71.19 | $71.73 | $71.19 | $71.64 | 140,800 |
| 02/10/2026 | $71.32 | $71.32 | $70.98 | $71.20 | 130,100 |