FIDELITY ENHANCED LARGE CAP CORE ETF
Symbol: FELC
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 19/04/2007
Latest date: 20/07/2026
Current price: $42.06
Expense ratio: 0.18%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.43%
Ann. 104.58% (Sharpe / Sortino numerator)
Volatility
9.80%
Sharpe ratio
10.300
VaR 95%
-0.56%
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
6.62%
Ann. 51.18% (Sharpe / Sortino numerator)
Volatility
14.35%
Sharpe ratio
3.313
VaR 95%
-1.42%
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
12.38%
Ann. 24.85% (Sharpe / Sortino numerator)
Volatility
12.71%
Sharpe ratio
1.669
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
21.78%
Ann. 30.06% (Sharpe / Sortino numerator)
Volatility
11.95%
Sharpe ratio
2.211
VaR 95%
-1.22%
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
38.15%
Ann. 16.84% (Sharpe / Sortino numerator)
Volatility
16.48%
Sharpe ratio
0.799
VaR 95%
-1.58%
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
71.62%
Ann. 23.13% (Sharpe / Sortino numerator)
Volatility
15.16%
Sharpe ratio
1.284
VaR 95%
-1.49%
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
0.082%
Best day
2.923%
Worst day
-2.727%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $42.27 | $42.38 | $42.02 | $42.06 | 521,600 |
| 17/07/2026 | $41.86 | $42.28 | $41.83 | $42.08 | 553,700 |
| 16/07/2026 | $42.61 | $42.63 | $42.22 | $42.37 | 620,900 |
| 15/07/2026 | $42.63 | $42.70 | $42.41 | $42.70 | 673,100 |
| 14/07/2026 | $42.41 | $42.58 | $42.32 | $42.47 | 579,100 |
| 13/07/2026 | $42.42 | $42.53 | $42.22 | $42.29 | 510,000 |
| 10/07/2026 | $42.41 | $42.62 | $42.18 | $42.60 | 495,400 |
| 09/07/2026 | $42.15 | $42.41 | $42.01 | $42.41 | 488,100 |
| 08/07/2026 | $41.78 | $42.04 | $41.67 | $41.99 | 832,000 |
| 07/07/2026 | $42.21 | $42.21 | $41.91 | $42.09 | 961,500 |