Summary
FELC
Prices · period metrics · 12M
NAV as of 20/07/2026
30/05/2025 → 28/05/2026
Return 21.78% Volatility 11.95% Sharpe 2.21
Official loaded data — not a live quote.

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%

Assets under management
$7.9B
-0.50% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.43%

Ann. 104.58% (Sharpe / Sortino numerator)

Volatility

9.80%

Sharpe ratio

10.300

VaR 95%

-0.56%

CVaR 95%: -0.86%
Max drawdown: -1.86%
Sortino ratio: 18.205
Calmar ratio: 56.14

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%

CVaR 95%: -1.62%
Max drawdown: -7.69%
Sortino ratio: 5.305
Calmar ratio: 6.66

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%

CVaR 95%: -1.62%
Max drawdown: -9.09%
Sortino ratio: 2.525
Calmar ratio: 2.73

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%

CVaR 95%: -1.65%
Max drawdown: -9.09%
Sortino ratio: 3.149
Calmar ratio: 3.31

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%

CVaR 95%: -2.41%
Max drawdown: -18.59%
Sortino ratio: 1.014
Calmar ratio: 0.91

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%

CVaR 95%: -2.21%
Max drawdown: -18.59%
Sortino ratio: 1.619
Calmar ratio: 1.24

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.082%

Best day

2.923%

31/03/2026
Worst day

-2.727%

10/10/2025
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