FIDELITY LOW VOLATILITY FACTOR ETF
Symbol: FDLO
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 12/09/2016
Latest date: 20/07/2026
Current price: $69.87
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
3.16%
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
2.38%
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
5.66%
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
12.04%
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
23.16%
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
44.05%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.047%
Best day
1.637%
Worst day
-1.855%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $70.09 | $70.14 | $69.87 | $69.87 | 41,800 |
| 17/07/2026 | $70.16 | $70.60 | $69.95 | $70.05 | 20,000 |
| 16/07/2026 | $70.08 | $70.57 | $70.08 | $70.43 | 89,900 |
| 15/07/2026 | $69.69 | $70.11 | $69.69 | $69.94 | 41,100 |
| 14/07/2026 | $69.81 | $69.92 | $69.64 | $69.65 | 45,700 |
| 13/07/2026 | $70.32 | $70.54 | $70.25 | $70.30 | 40,400 |
| 10/07/2026 | $70.19 | $70.20 | $69.87 | $70.14 | 36,100 |
| 09/07/2026 | $69.66 | $70.07 | $69.63 | $70.07 | 41,800 |
| 08/07/2026 | $70.19 | $70.19 | $69.85 | $69.85 | 28,000 |
| 07/07/2026 | $70.51 | $70.71 | $70.34 | $70.34 | 29,100 |