FIDELITY ENHANCED LARGE CAP VALUE ETF
Symbol: FELV
Exchange: NYSE
Sector: Technology
Category: Large Value
Inception date: 19/04/2007
Latest date: 20/07/2026
Current price: $40.99
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
1.79%
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
10.94%
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
17.27%
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
30.76%
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
43.84%
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
71.53%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.11%
Best day
2.491%
Worst day
-2.182%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $41.25 | $41.25 | $40.96 | $40.99 | 153,300 |
| 17/07/2026 | $41.16 | $41.48 | $41.09 | $41.15 | 108,300 |
| 16/07/2026 | $41.08 | $41.36 | $41.08 | $41.29 | 279,700 |
| 15/07/2026 | $40.93 | $41.17 | $40.92 | $41.07 | 98,700 |
| 14/07/2026 | $41.11 | $41.11 | $40.80 | $40.85 | 86,800 |
| 13/07/2026 | $40.99 | $41.09 | $40.89 | $40.98 | 86,100 |
| 10/07/2026 | $40.78 | $40.91 | $40.66 | $40.83 | 124,900 |
| 09/07/2026 | $40.47 | $40.77 | $40.44 | $40.74 | 102,800 |
| 08/07/2026 | $40.81 | $40.81 | $40.44 | $40.52 | 310,800 |
| 07/07/2026 | $41.07 | $41.07 | $40.81 | $40.84 | 398,900 |