FIDELITY ENHANCED MID CAP ETF
Symbol: FMDE
Exchange: NYSE
Sector: Technology
Category: Mid-Cap Blend
Inception date: 20/12/2007
Latest date: 15/10/2026
Current price: $41.44
Expense ratio: 0.23%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.24%
Ann. 61.34% (Sharpe / Sortino numerator)
Volatility
12.71%
Sharpe ratio
4.541
VaR 95%
-1.18%
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
2.53%
Ann. 18.92% (Sharpe / Sortino numerator)
Volatility
15.41%
Sharpe ratio
0.992
VaR 95%
-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.
Period total return
10.11%
Ann. 20.10% (Sharpe / Sortino numerator)
Volatility
14.02%
Sharpe ratio
1.174
VaR 95%
-1.43%
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
17.33%
Ann. 21.11% (Sharpe / Sortino numerator)
Volatility
13.67%
Sharpe ratio
1.279
VaR 95%
-1.43%
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
29.85%
Ann. 16.32% (Sharpe / Sortino numerator)
Volatility
17.09%
Sharpe ratio
0.740
VaR 95%
-1.56%
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
70.90%
Ann. 21.52% (Sharpe / Sortino numerator)
Volatility
16.02%
Sharpe ratio
1.114
VaR 95%
-1.51%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.067%
Best day
2.831%
Worst day
-2.018%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $40.95 | $41.45 | $40.81 | $41.44 | 846,200 |
| 14/10/2026 | $41.12 | $41.25 | $40.73 | $40.98 | 1,184,600 |
| 13/10/2026 | $41.39 | $41.52 | $41.13 | $41.42 | 987,700 |
| 12/10/2026 | $41.56 | $41.56 | $41.29 | $41.33 | 1,069,500 |
| 09/10/2026 | $41.37 | $41.59 | $41.24 | $41.53 | 1,275,000 |
| 08/10/2026 | $40.82 | $41.13 | $40.72 | $41.13 | 1,526,000 |
| 07/10/2026 | $41.13 | $41.20 | $40.81 | $40.92 | 1,154,100 |
| 06/10/2026 | $41.48 | $41.59 | $41.35 | $41.44 | 682,900 |
| 05/10/2026 | $41.03 | $41.45 | $40.85 | $41.33 | 604,100 |
| 02/10/2026 | $40.96 | $41.13 | $40.87 | $40.99 | 1,047,000 |