Summary
FEMR
Prices · period metrics · 12M
NAV as of 20/07/2026
30/05/2025 → 28/05/2026
Return 37.87% Volatility 21.10% Sharpe 2.75
Official loaded data — not a live quote.

FIDELITY ENHANCED EMERGING MARKETS ETF

Symbol: FEMR

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 19/11/2024

Latest date: 20/07/2026

Current price: $39.02

Expense ratio: 0.38%

Assets under management
$158.4M
-0.66% daily change

Period performance

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

Adjusted return
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Performance metrics

Period total return

-11.96%

Ann. 217.59% (Sharpe / Sortino numerator)

Volatility

28.60%

Sharpe ratio

7.480

VaR 95%

-3.25%

CVaR 95%: -3.31%
Max drawdown: -5.41%
Sortino ratio: 10.067
Calmar ratio: 40.23

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

3.03%

Ann. 62.55% (Sharpe / Sortino numerator)

Volatility

34.02%

Sharpe ratio

1.732

VaR 95%

-3.36%

CVaR 95%: -4.06%
Max drawdown: -12.71%
Sortino ratio: 2.591
Calmar ratio: 4.92

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

13.89%

Ann. 84.35% (Sharpe / Sortino numerator)

Volatility

26.14%

Sharpe ratio

3.087

VaR 95%

-3.03%

CVaR 95%: -3.69%
Max drawdown: -14.47%
Sortino ratio: 4.135
Calmar ratio: 5.83

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

37.87%

Ann. 61.75% (Sharpe / Sortino numerator)

Volatility

21.10%

Sharpe ratio

2.755

VaR 95%

-2.00%

CVaR 95%: -3.09%
Max drawdown: -14.47%
Sortino ratio: 3.631
Calmar ratio: 4.27

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

61.11%

Ann. 34.88% (Sharpe / Sortino numerator)

Volatility

23.09%

Sharpe ratio

1.352

VaR 95%

-2.19%

CVaR 95%: -3.57%
Max drawdown: -15.58%
Sortino ratio: 1.675
Calmar ratio: 2.24

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

0.141%

Best day

6.949%

08/04/2026
Worst day

-6.655%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $39.28 $39.46 $39.01 $39.02 28,700
17/07/2026 $38.46 $39.20 $38.10 $39.03 44,900
16/07/2026 $39.63 $39.73 $39.31 $39.41 31,200
15/07/2026 $40.74 $40.74 $39.89 $40.35 42,700
14/07/2026 $40.19 $40.59 $40.18 $40.59 40,500
13/07/2026 $40.33 $40.33 $39.76 $39.88 75,800
10/07/2026 $41.09 $41.37 $40.78 $41.23 52,700
09/07/2026 $41.21 $41.43 $41.12 $41.33 41,100
08/07/2026 $40.13 $40.95 $40.13 $40.94 84,700
07/07/2026 $40.69 $40.83 $40.27 $40.48 137,000