Summary
FQAL
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 18.65% Volatility 16.72% Sharpe 0.62
Official loaded data — not a live quote.

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%

Assets under management
$1.4B
0.89% 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

0.95%

Ann. -42.50% (Sharpe / Sortino numerator)

Volatility

16.72%

Sharpe ratio

-2.759

VaR 95%

-1.53%

CVaR 95%: -1.57%
Max drawdown: -7.34%
Sortino ratio: -5.066
Calmar ratio: -5.79

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%

CVaR 95%: -1.70%
Max drawdown: -8.51%
Sortino ratio: -1.831
Calmar ratio: -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%

CVaR 95%: -1.73%
Max drawdown: -8.51%
Sortino ratio: -0.951
Calmar ratio: -0.56

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

18.65%

Ann. 14.05% (Sharpe / Sortino numerator)

Volatility

16.72%

Sharpe ratio

0.623

VaR 95%

-1.47%

CVaR 95%: -2.35%
Max drawdown: -8.51%
Sortino ratio: 0.808
Calmar ratio: 1.65

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%

CVaR 95%: -2.13%
Max drawdown: -16.87%
Sortino ratio: 0.832
Calmar ratio: 0.78

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%

CVaR 95%: -1.92%
Max drawdown: -16.87%
Sortino ratio: 1.309
Calmar ratio: 1.00

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.071%

Best day

2.615%

31/03/2026
Worst day

-2.263%

10/10/2025
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