FIDELITY ENHANCED MID CAP ETF
Symbol: FMDE
Exchange: NYSE
Sector: Technology
Category: Mid-Cap Blend
Inception date: 20/12/2007
Latest date: 20/07/2026
Current price: $40.27
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
-0.12%
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
4.49%
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
9.51%
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
17.47%
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
35.68%
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
65.61%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.068%
Best day
2.831%
Worst day
-2.92%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $40.53 | $40.59 | $40.27 | $40.27 | 1,022,100 |
| 17/07/2026 | $40.28 | $40.66 | $40.28 | $40.42 | 678,000 |
| 16/07/2026 | $40.43 | $40.70 | $40.42 | $40.61 | 745,800 |
| 15/07/2026 | $40.71 | $40.75 | $40.34 | $40.53 | 1,411,500 |
| 14/07/2026 | $40.66 | $40.81 | $40.48 | $40.57 | 530,200 |
| 13/07/2026 | $40.57 | $40.78 | $40.42 | $40.50 | 1,348,900 |
| 10/07/2026 | $40.70 | $40.72 | $40.30 | $40.58 | 687,800 |
| 09/07/2026 | $40.36 | $40.72 | $40.36 | $40.54 | 497,100 |
| 08/07/2026 | $40.16 | $40.17 | $39.78 | $40.11 | 873,600 |
| 07/07/2026 | $40.64 | $40.67 | $40.30 | $40.38 | 579,000 |