Summary
FSYD
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 8.45% Volatility 6.17% Sharpe 0.75
Official loaded data — not a live quote.

FIDELITY SUSTAINABLE HIGH YIELD ETF

Symbol: FSYD

Exchange: NYSE

Sector: Healthcare

Category: High Yield Bond

Inception date: 15/02/2022

Latest date: 16/07/2026

Current price: $48.58

Expense ratio: 0.55%

Assets under management
$136.9M
0.12% 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

-0.31%

Ann. -13.95% (Sharpe / Sortino numerator)

Volatility

8.51%

Sharpe ratio

-2.066

VaR 95%

-0.87%

CVaR 95%: -0.92%
Max drawdown: -2.28%
Sortino ratio: -3.739
Calmar ratio: -6.12

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

0.96%

Ann. 0.19% (Sharpe / Sortino numerator)

Volatility

5.44%

Sharpe ratio

-0.633

VaR 95%

-0.73%

CVaR 95%: -0.85%
Max drawdown: -3.29%
Sortino ratio: -0.802
Calmar ratio: 0.06

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

2.45%

Ann. 2.37% (Sharpe / Sortino numerator)

Volatility

4.80%

Sharpe ratio

-0.262

VaR 95%

-0.50%

CVaR 95%: -0.73%
Max drawdown: -3.29%
Sortino ratio: -0.349
Calmar ratio: 0.72

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

8.45%

Ann. 8.28% (Sharpe / Sortino numerator)

Volatility

6.17%

Sharpe ratio

0.754

VaR 95%

-0.49%

CVaR 95%: -0.94%
Max drawdown: -3.29%
Sortino ratio: 0.928
Calmar ratio: 2.52

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

16.84%

Ann. 8.32% (Sharpe / Sortino numerator)

Volatility

5.25%

Sharpe ratio

0.893

VaR 95%

-0.43%

CVaR 95%: -0.75%
Max drawdown: -5.49%
Sortino ratio: 1.164
Calmar ratio: 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.

Period total return

29.06%

Ann. 8.52% (Sharpe / Sortino numerator)

Volatility

5.58%

Sharpe ratio

0.877

VaR 95%

-0.51%

CVaR 95%: -0.78%
Max drawdown: -5.49%
Sortino ratio: 1.260
Calmar ratio: 1.55

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.033%

Best day

1.251%

31/03/2026
Worst day

-0.866%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $48.52 $48.62 $48.52 $48.58 15,900
15/07/2026 $48.60 $48.69 $48.58 $48.69 14,900
14/07/2026 $48.59 $48.59 $48.53 $48.56 24,300
13/07/2026 $48.57 $48.58 $48.50 $48.51 27,300
10/07/2026 $48.63 $48.63 $48.60 $48.61 12,700
09/07/2026 $48.55 $48.69 $48.55 $48.66 24,200
08/07/2026 $48.65 $48.65 $48.50 $48.55 20,700
07/07/2026 $48.67 $48.72 $48.60 $48.66 21,700
06/07/2026 $48.65 $48.77 $48.65 $48.70 35,300
02/07/2026 $48.65 $48.66 $48.58 $48.62 19,000