FIDELITY ENHANCED LARGE CAP CORE ETF
Symbol: FELC
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 19/04/2007
Latest date: 15/10/2026
Current price: $43.72
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
1.52%
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
2.59%
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
12.19%
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
19.31%
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
37.01%
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
78.74%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.074%
Best day
2.923%
Worst day
-2.662%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $43.43 | $43.80 | $43.31 | $43.72 | 1,383,600 |
| 14/10/2026 | $43.86 | $44.00 | $43.47 | $43.65 | 748,300 |
| 13/10/2026 | $44.03 | $44.15 | $43.97 | $44.11 | 648,200 |
| 12/10/2026 | $44.19 | $44.23 | $44.07 | $44.12 | 516,300 |
| 09/10/2026 | $44.05 | $44.22 | $43.97 | $44.16 | 584,900 |
| 08/10/2026 | $44.03 | $44.08 | $43.71 | $43.92 | 917,900 |
| 07/10/2026 | $44.01 | $44.12 | $43.87 | $44.11 | 947,400 |
| 06/10/2026 | $44.14 | $44.34 | $44.13 | $44.22 | 963,500 |
| 05/10/2026 | $43.70 | $44.08 | $43.69 | $44.00 | 1,342,200 |
| 02/10/2026 | $43.77 | $43.84 | $43.53 | $43.69 | 671,100 |