Summary
FFLV
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 28.19% Volatility 15.81% Sharpe 0.79
Official loaded data — not a live quote.

FIDELITY FUNDAMENTAL LARGE CAP VALUE ETF

Symbol: FFLV

Exchange: BATS

Sector: Technology

Category: Large Value

Inception date: 22/02/2024

Latest date: 20/07/2026

Current price: $28.04

Expense ratio: 0.38%

Assets under management
$15.9M
-0.14% 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

1.78%

Ann. -37.46% (Sharpe / Sortino numerator)

Volatility

14.23%

Sharpe ratio

-2.889

VaR 95%

-1.37%

CVaR 95%: -1.38%
Max drawdown: -5.58%
Sortino ratio: -5.121
Calmar ratio: -6.71

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

7.17%

Ann. 6.33% (Sharpe / Sortino numerator)

Volatility

12.93%

Sharpe ratio

0.209

VaR 95%

-1.37%

CVaR 95%: -1.44%
Max drawdown: -7.64%
Sortino ratio: 0.323
Calmar ratio: 0.83

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

14.05%

Ann. 17.48% (Sharpe / Sortino numerator)

Volatility

12.23%

Sharpe ratio

1.133

VaR 95%

-1.31%

CVaR 95%: -1.52%
Max drawdown: -7.64%
Sortino ratio: 1.755
Calmar ratio: 2.29

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

28.19%

Ann. 16.09% (Sharpe / Sortino numerator)

Volatility

15.81%

Sharpe ratio

0.788

VaR 95%

-1.32%

CVaR 95%: -2.23%
Max drawdown: -8.14%
Sortino ratio: 0.999
Calmar ratio: 1.98

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

38.35%

Ann. 10.72% (Sharpe / Sortino numerator)

Volatility

14.64%

Sharpe ratio

0.484

VaR 95%

-1.30%

CVaR 95%: -2.04%
Max drawdown: -16.71%
Sortino ratio: 0.659
Calmar ratio: 0.64

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

0.102%

Best day

2.482%

08/04/2026
Worst day

-2.173%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $28.08 $28.11 $28.04 $28.04 2,200
17/07/2026 $28.39 $28.43 $28.20 $28.20 4,300
16/07/2026 $28.17 $28.29 $28.17 $28.27 5,400
15/07/2026 $28.11 $28.11 $28.04 $28.06 1,400
14/07/2026 $28.03 $28.03 $27.93 $27.97 2,800
13/07/2026 $28.07 $28.07 $28.04 $28.04 2,000
10/07/2026 $27.94 $27.98 $27.87 $27.98 3,600
09/07/2026 $27.89 $27.89 $27.88 $27.88 1,000
08/07/2026 $27.80 $27.80 $27.71 $27.75 900
07/07/2026 $28.11 $28.16 $28.00 $28.05 1,800