FIDELITY ENHANCED LARGE CAP VALUE ETF
Symbol: FELV
Exchange: NYSE
Sector: Technology
Category: Large Value
Inception date: 19/04/2007
Latest date: 15/10/2026
Current price: $42.65
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
0.96%
Ann. 84.95% (Sharpe / Sortino numerator)
Volatility
10.95%
Sharpe ratio
7.429
VaR 95%
-1.08%
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
4.20%
Ann. 33.60% (Sharpe / Sortino numerator)
Volatility
12.82%
Sharpe ratio
2.339
VaR 95%
-1.23%
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
17.25%
Ann. 32.26% (Sharpe / Sortino numerator)
Volatility
11.27%
Sharpe ratio
2.541
VaR 95%
-1.18%
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
29.65%
Ann. 29.78% (Sharpe / Sortino numerator)
Volatility
10.76%
Sharpe ratio
2.431
VaR 95%
-1.17%
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
40.52%
Ann. 19.84% (Sharpe / Sortino numerator)
Volatility
14.39%
Sharpe ratio
1.123
VaR 95%
-1.26%
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
79.09%
Ann. 23.10% (Sharpe / Sortino numerator)
Volatility
13.37%
Sharpe ratio
1.454
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.
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
0.106%
Best day
2.491%
Worst day
-2.084%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $42.66 | $42.73 | $42.46 | $42.65 | 521,200 |
| 14/10/2026 | $42.29 | $42.42 | $42.17 | $42.37 | 377,600 |
| 13/10/2026 | $42.61 | $42.67 | $42.36 | $42.43 | 616,600 |
| 12/10/2026 | $42.43 | $42.51 | $42.38 | $42.46 | 290,300 |
| 09/10/2026 | $42.02 | $42.35 | $42.00 | $42.31 | 404,500 |
| 08/10/2026 | $41.76 | $42.06 | $41.72 | $42.06 | 316,900 |
| 07/10/2026 | $41.94 | $41.94 | $41.68 | $41.85 | 227,000 |
| 06/10/2026 | $41.84 | $42.07 | $41.84 | $41.99 | 301,200 |
| 05/10/2026 | $41.54 | $41.90 | $41.47 | $41.79 | 559,500 |
| 02/10/2026 | $41.67 | $41.71 | $41.50 | $41.60 | 428,100 |