FIDELITY QUALITY FACTOR ETF
Symbol: FQAL
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 12/09/2016
Latest date: 11/06/2026
Current price: $80.09
Expense ratio: 0.15%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.95%
Ann. -42.50% (Sharpe / Sortino numerator)
Volatility
16.72%
Sharpe ratio
-2.759
VaR 95%
-1.53%
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
6.61%
Ann. -13.11% (Sharpe / Sortino numerator)
Volatility
13.89%
Sharpe ratio
-1.206
VaR 95%
-1.54%
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
5.50%
Ann. -4.77% (Sharpe / Sortino numerator)
Volatility
12.77%
Sharpe ratio
-0.658
VaR 95%
-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.
Period total return
18.65%
Ann. 14.05% (Sharpe / Sortino numerator)
Volatility
16.72%
Sharpe ratio
0.623
VaR 95%
-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.
Period total return
35.39%
Ann. 13.16% (Sharpe / Sortino numerator)
Volatility
15.07%
Sharpe ratio
0.632
VaR 95%
-1.46%
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
67.95%
Ann. 16.90% (Sharpe / Sortino numerator)
Volatility
13.87%
Sharpe ratio
0.957
VaR 95%
-1.34%
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: 11/06/2025 - 11/06/2026.
Average daily return
0.071%
Best day
2.615%
Worst day
-2.263%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 11/06/2026 | $79.38 | $80.44 | $79.09 | $80.09 | 34,200 |
| 10/06/2026 | $79.75 | $80.15 | $79.08 | $79.09 | 19,500 |
| 09/06/2026 | $80.39 | $80.74 | $78.82 | $80.00 | 36,900 |
| 08/06/2026 | $80.47 | $80.72 | $80.03 | $80.03 | 40,100 |
| 05/06/2026 | $81.26 | $81.26 | $79.97 | $80.09 | 26,400 |
| 04/06/2026 | $81.20 | $81.74 | $81.20 | $81.67 | 43,000 |
| 03/06/2026 | $81.42 | $81.47 | $81.10 | $81.25 | 117,200 |
| 02/06/2026 | $81.37 | $81.71 | $81.34 | $81.67 | 29,500 |
| 01/06/2026 | $81.07 | $81.67 | $81.07 | $81.55 | 22,100 |
| 29/05/2026 | $81.27 | $81.49 | $81.25 | $81.28 | 183,900 |