Summary
FLRG
Prices · period metrics · 12M
NAV as of 17/06/2026
02/04/2025 → 02/04/2026
Return 17.37% Volatility 15.58% Sharpe 0.58
Official loaded data — not a live quote.

FIDELITY U.S. MULTIFACTOR ETF

Symbol: FLRG

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 15/09/2020

Latest date: 17/06/2026

Current price: $40.56

Expense ratio: 0.15%

Assets under management
$292.3M
-1.09% 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

-0.25%

Ann. -30.18% (Sharpe / Sortino numerator)

Volatility

14.41%

Sharpe ratio

-2.346

VaR 95%

-1.38%

CVaR 95%: -1.40%
Max drawdown: -5.60%
Sortino ratio: -4.153
Calmar ratio: -5.39

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

7.81%

Ann. -8.76% (Sharpe / Sortino numerator)

Volatility

12.00%

Sharpe ratio

-1.032

VaR 95%

-1.38%

CVaR 95%: -1.50%
Max drawdown: -7.53%
Sortino ratio: -1.506
Calmar ratio: -1.16

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

7.47%

Ann. -6.50% (Sharpe / Sortino numerator)

Volatility

11.22%

Sharpe ratio

-0.903

VaR 95%

-1.30%

CVaR 95%: -1.54%
Max drawdown: -7.53%
Sortino ratio: -1.284
Calmar ratio: -0.86

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

17.37%

Ann. 12.66% (Sharpe / Sortino numerator)

Volatility

15.58%

Sharpe ratio

0.579

VaR 95%

-1.29%

CVaR 95%: -2.19%
Max drawdown: -7.53%
Sortino ratio: 0.745
Calmar ratio: 1.68

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

31.03%

Ann. 12.37% (Sharpe / Sortino numerator)

Volatility

14.66%

Sharpe ratio

0.596

VaR 95%

-1.39%

CVaR 95%: -2.14%
Max drawdown: -16.53%
Sortino ratio: 0.780
Calmar ratio: 0.75

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

63.37%

Ann. 16.12% (Sharpe / Sortino numerator)

Volatility

13.45%

Sharpe ratio

0.929

VaR 95%

-1.27%

CVaR 95%: -1.90%
Max drawdown: -16.53%
Sortino ratio: 1.254
Calmar ratio: 0.98

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 17/06/2025 - 17/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.066%

Best day

2.166%

31/03/2026
Worst day

-2.088%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/06/2026 $41.01 $41.05 $40.48 $40.56 11,400
16/06/2026 $41.26 $41.26 $40.99 $40.99 11,200
15/06/2026 $41.04 $41.21 $41.04 $41.15 16,100
12/06/2026 $40.50 $40.68 $40.45 $40.63 33,800
11/06/2026 $40.04 $40.50 $39.91 $40.39 14,300
10/06/2026 $40.30 $40.46 $39.78 $39.78 20,700
09/06/2026 $40.58 $40.74 $39.72 $40.31 21,200
08/06/2026 $40.80 $40.80 $40.33 $40.35 19,500
05/06/2026 $41.07 $41.12 $40.45 $40.50 26,900
04/06/2026 $41.11 $41.41 $41.11 $41.34 9,200