FIDELITY QUALITY FACTOR ETF
Symbol: FQAL
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 12/09/2016
Latest date: 15/10/2026
Current price: $84.95
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
2.39%
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
3.17%
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
10.93%
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
16.26%
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
32.31%
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
74.93%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.063%
Best day
2.615%
Worst day
-1.969%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $84.42 | $85.09 | $84.42 | $84.95 | 67,500 |
| 14/10/2026 | $84.74 | $84.90 | $84.32 | $84.47 | 70,100 |
| 13/10/2026 | $85.25 | $85.25 | $84.83 | $85.07 | 62,200 |
| 12/10/2026 | $85.11 | $85.19 | $84.95 | $85.08 | 54,200 |
| 09/10/2026 | $84.68 | $85.12 | $84.68 | $84.96 | 93,300 |
| 08/10/2026 | $84.36 | $84.68 | $84.32 | $84.51 | 56,400 |
| 07/10/2026 | $84.50 | $84.69 | $84.30 | $84.53 | 27,900 |
| 06/10/2026 | $84.69 | $85.03 | $84.69 | $84.91 | 175,400 |
| 05/10/2026 | $83.85 | $84.52 | $83.79 | $84.38 | 21,400 |
| 02/10/2026 | $83.77 | $83.98 | $83.51 | $83.70 | 46,900 |