FIDELITY VALUE FACTOR ETF
Symbol: FVAL
Exchange: NYSE
Sector: Technology
Category: Large Value
Inception date: 12/09/2016
Latest date: 12/06/2026
Current price: $78.33
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
1.17%
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
10.98%
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
9.46%
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
26.88%
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
40.76%
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
69.99%
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: 12/06/2025 - 12/06/2026.
Average daily return
0.098%
Best day
2.861%
Worst day
-2.643%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 12/06/2026 | $78.33 | $78.67 | $77.77 | $78.33 | 26,600 |
| 11/06/2026 | $77.07 | $78.22 | $76.89 | $78.08 | 29,100 |
| 10/06/2026 | $77.83 | $77.98 | $76.94 | $76.97 | 38,900 |
| 09/06/2026 | $78.77 | $78.95 | $76.94 | $78.26 | 23,700 |
| 08/06/2026 | $78.69 | $79.02 | $78.31 | $78.39 | 23,300 |
| 05/06/2026 | $79.82 | $79.82 | $78.33 | $78.39 | 24,900 |
| 04/06/2026 | $79.77 | $80.28 | $79.77 | $80.20 | 28,800 |
| 03/06/2026 | $80.36 | $80.36 | $79.86 | $79.98 | 18,100 |
| 02/06/2026 | $80.46 | $80.69 | $80.30 | $80.45 | 29,600 |
| 01/06/2026 | $80.06 | $80.66 | $80.06 | $80.58 | 45,800 |