FIDELITY LOW VOLATILITY FACTOR ETF
Symbol: FDLO
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 12/09/2016
Latest date: 03/06/2026
Current price: $69.79
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
1.29%
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
3.21%
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
4.24%
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
15.16%
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
28.60%
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
48.88%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.058%
Best day
1.637%
Worst day
-1.855%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $70.18 | $70.23 | $69.76 | $69.79 | 137,800 |
| 02/06/2026 | $70.12 | $70.40 | $69.89 | $70.39 | 42,200 |
| 01/06/2026 | $70.37 | $70.40 | $70.19 | $70.31 | 39,300 |
| 29/05/2026 | $70.48 | $70.50 | $70.31 | $70.43 | 83,300 |
| 28/05/2026 | $70.22 | $70.50 | $70.06 | $70.41 | 39,300 |
| 27/05/2026 | $70.15 | $70.52 | $70.12 | $70.14 | 53,100 |
| 26/05/2026 | $70.43 | $70.45 | $70.11 | $70.15 | 74,900 |
| 22/05/2026 | $70.07 | $70.42 | $70.07 | $70.26 | 54,300 |
| 21/05/2026 | $69.45 | $69.92 | $69.22 | $69.84 | 28,900 |
| 20/05/2026 | $69.36 | $69.70 | $69.24 | $69.62 | 33,200 |