Summary
FELV
Prices · period metrics · 12M
NAV as of 20/07/2026
30/05/2025 → 28/05/2026
Return 30.76% Volatility 10.76% Sharpe 2.43
Official loaded data — not a live quote.

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%

Assets under management
$3.2B
-0.63% 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

1.79%

Ann. 84.95% (Sharpe / Sortino numerator)

Volatility

10.95%

Sharpe ratio

7.429

VaR 95%

-1.08%

CVaR 95%: -1.13%
Max drawdown: -1.34%
Sortino ratio: 11.735
Calmar ratio: 63.24

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.

Period total return

10.94%

Ann. 33.60% (Sharpe / Sortino numerator)

Volatility

12.82%

Sharpe ratio

2.339

VaR 95%

-1.23%

CVaR 95%: -1.29%
Max drawdown: -6.52%
Sortino ratio: 3.784
Calmar ratio: 5.15

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%

CVaR 95%: -1.28%
Max drawdown: -6.85%
Sortino ratio: 3.967
Calmar ratio: 4.71

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%

CVaR 95%: -1.34%
Max drawdown: -6.85%
Sortino ratio: 3.718
Calmar ratio: 4.35

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%

CVaR 95%: -1.98%
Max drawdown: -16.08%
Sortino ratio: 1.460
Calmar ratio: 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

71.53%

Ann. 23.10% (Sharpe / Sortino numerator)

Volatility

13.37%

Sharpe ratio

1.454

VaR 95%

-1.22%

CVaR 95%: -1.84%
Max drawdown: -16.08%
Sortino ratio: 1.893
Calmar ratio: 1.44

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

0.11%

Best day

2.491%

08/04/2026
Worst day

-2.182%

10/10/2025
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