Summary
FTEC
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 60.87% Volatility 27.28% Sharpe 0.97
Official loaded data — not a live quote.

FIDELITY MSCI INFORMATION TECHNOLOGY INDEX ETF

Symbol: FTEC

Exchange: NYSE

Sector: Technology

Category: Technology

Inception date: 21/10/2013

Latest date: 03/06/2026

Current price: $296.02

Expense ratio: 0.08%

Assets under management
$17.9B
-1.50% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

18.21%

Ann. -26.57% (Sharpe / Sortino numerator)

Volatility

27.02%

Sharpe ratio

-1.118

VaR 95%

-2.30%

CVaR 95%: -2.61%
Max drawdown: -8.88%
Sortino ratio: -2.587
Calmar ratio: -2.99

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

37.35%

Ann. -21.37% (Sharpe / Sortino numerator)

Volatility

24.52%

Sharpe ratio

-1.020

VaR 95%

-2.33%

CVaR 95%: -2.59%
Max drawdown: -13.75%
Sortino ratio: -1.910
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.

Period total return

30.74%

Ann. -11.16% (Sharpe / Sortino numerator)

Volatility

23.25%

Sharpe ratio

-0.636

VaR 95%

-2.59%

CVaR 95%: -3.02%
Max drawdown: -16.35%
Sortino ratio: -0.950
Calmar ratio: -0.68

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

60.87%

Ann. 30.20% (Sharpe / Sortino numerator)

Volatility

27.28%

Sharpe ratio

0.974

VaR 95%

-2.51%

CVaR 95%: -3.75%
Max drawdown: -16.35%
Sortino ratio: 1.295
Calmar ratio: 1.85

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

86.96%

Ann. 17.90% (Sharpe / Sortino numerator)

Volatility

25.74%

Sharpe ratio

0.554

VaR 95%

-2.66%

CVaR 95%: -3.76%
Max drawdown: -27.30%
Sortino ratio: 0.728
Calmar ratio: 0.66

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

141.41%

Ann. 23.88% (Sharpe / Sortino numerator)

Volatility

23.34%

Sharpe ratio

0.868

VaR 95%

-2.37%

CVaR 95%: -3.37%
Max drawdown: -27.30%
Sortino ratio: 1.167
Calmar ratio: 0.87

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.198%

Best day

4.41%

06/02/2026
Worst day

-4.132%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $300.53 $300.79 $294.69 $296.02 519,500
02/06/2026 $297.65 $300.58 $297.23 $300.51 350,000
01/06/2026 $290.79 $297.54 $290.37 $296.68 455,100
29/05/2026 $287.04 $290.06 $286.64 $289.25 355,400
28/05/2026 $280.82 $284.85 $279.86 $284.02 240,800
27/05/2026 $283.20 $283.20 $277.90 $280.40 309,600
26/05/2026 $280.02 $283.30 $279.10 $281.97 319,300
22/05/2026 $275.46 $278.03 $275.00 $276.35 285,000
21/05/2026 $270.46 $274.25 $270.06 $273.47 234,700
20/05/2026 $268.02 $271.92 $267.06 $271.76 264,100