Summary
FFGX
Prices · period metrics · 12M
NAV as of 20/07/2026
30/05/2025 → 28/05/2026
Return 16.86% Volatility 17.80% Sharpe 1.25
Official loaded data — not a live quote.

FIDELITY FUNDAMENTAL GLOBAL EX-U.S. ETF

Symbol: FFGX

Exchange: BATS

Sector: Technology

Category: Foreign Large Growth

Inception date: 19/11/2024

Latest date: 20/07/2026

Current price: $33.12

Expense ratio: 0.55%

Assets under management
$44.8M
-0.62% 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

-6.84%

Ann. 86.80% (Sharpe / Sortino numerator)

Volatility

24.78%

Sharpe ratio

3.356

VaR 95%

-1.81%

CVaR 95%: -2.42%
Max drawdown: -4.47%
Sortino ratio: 5.862
Calmar ratio: 19.41

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

-0.32%

Ann. 22.67% (Sharpe / Sortino numerator)

Volatility

28.61%

Sharpe ratio

0.666

VaR 95%

-3.04%

CVaR 95%: -3.43%
Max drawdown: -10.69%
Sortino ratio: 1.128
Calmar ratio: 2.12

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

6.14%

Ann. 35.29% (Sharpe / Sortino numerator)

Volatility

22.21%

Sharpe ratio

1.425

VaR 95%

-2.18%

CVaR 95%: -2.95%
Max drawdown: -12.86%
Sortino ratio: 2.172
Calmar ratio: 2.74

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

16.86%

Ann. 25.82% (Sharpe / Sortino numerator)

Volatility

17.80%

Sharpe ratio

1.247

VaR 95%

-1.67%

CVaR 95%: -2.48%
Max drawdown: -12.86%
Sortino ratio: 1.822
Calmar ratio: 2.01

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

36.13%

Ann. 21.69% (Sharpe / Sortino numerator)

Volatility

19.82%

Sharpe ratio

0.909

VaR 95%

-1.72%

CVaR 95%: -2.94%
Max drawdown: -14.79%
Sortino ratio: 1.190
Calmar ratio: 1.47

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

0.07%

Best day

5.278%

08/04/2026
Worst day

-4.663%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $33.32 $33.35 $33.12 $33.12 2,400
17/07/2026 $33.13 $33.45 $33.08 $33.21 21,800
16/07/2026 $33.53 $33.53 $33.48 $33.48 1,300
15/07/2026 $33.88 $34.02 $33.65 $33.99 5,200
14/07/2026 $33.88 $33.88 $33.88 $33.88 300
13/07/2026 $33.84 $33.84 $33.51 $33.52 4,700
10/07/2026 $34.06 $34.37 $34.06 $34.30 2,900
09/07/2026 $34.27 $34.33 $34.23 $34.26 8,300
08/07/2026 $33.56 $33.99 $33.56 $33.96 2,400
07/07/2026 $34.26 $34.39 $34.08 $34.19 21,400