FIDELITY VALUE FACTOR ETF
Symbol: FVAL
Exchange: NYSE
Sector: Technology
Category: Large Value
Inception date: 12/09/2016
Latest date: 15/10/2026
Current price: $82.68
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
1.28%
Ann. -34.35% (Sharpe / Sortino numerator)
Volatility
17.13%
Sharpe ratio
-2.217
VaR 95%
-1.44%
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
3.68%
Ann. -14.18% (Sharpe / Sortino numerator)
Volatility
13.88%
Sharpe ratio
-1.284
VaR 95%
-1.40%
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
12.52%
Ann. 2.93% (Sharpe / Sortino numerator)
Volatility
13.11%
Sharpe ratio
-0.054
VaR 95%
-1.36%
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
22.40%
Ann. 18.07% (Sharpe / Sortino numerator)
Volatility
18.03%
Sharpe ratio
0.801
VaR 95%
-1.38%
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
38.80%
Ann. 13.00% (Sharpe / Sortino numerator)
Volatility
15.60%
Sharpe ratio
0.600
VaR 95%
-1.38%
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
79.68%
Ann. 17.06% (Sharpe / Sortino numerator)
Volatility
14.34%
Sharpe ratio
0.937
VaR 95%
-1.31%
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
0.083%
Best day
2.86%
Worst day
-2.257%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $81.94 | $83.00 | $81.94 | $82.68 | 20,300 |
| 14/10/2026 | $82.14 | $82.50 | $81.73 | $81.91 | 26,600 |
| 13/10/2026 | $82.58 | $82.65 | $82.37 | $82.50 | 22,100 |
| 12/10/2026 | $82.47 | $82.60 | $82.33 | $82.39 | 21,800 |
| 09/10/2026 | $82.19 | $82.43 | $82.17 | $82.32 | 19,900 |
| 08/10/2026 | $81.95 | $82.17 | $81.76 | $82.13 | 31,000 |
| 07/10/2026 | $81.92 | $82.24 | $81.79 | $82.14 | 52,600 |
| 06/10/2026 | $82.15 | $82.53 | $82.15 | $82.26 | 67,400 |
| 05/10/2026 | $81.40 | $82.08 | $81.40 | $81.76 | 30,800 |
| 02/10/2026 | $81.61 | $81.82 | $81.35 | $81.47 | 47,100 |