Summary
ONEQ
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 39.30% Volatility 23.00% Sharpe 0.92
Official loaded data — not a live quote.

FIDELITY NASDAQ COMPOSITE INDEX ETF

Symbol: ONEQ

Exchange: NASDAQ

Sector: Technology

Category: Large Growth

Inception date: 25/09/2003

Latest date: 03/06/2026

Current price: $105.79

Expense ratio: 0.21%

Assets under management
$10.0B
-0.79% 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

7.21%

Ann. -33.90% (Sharpe / Sortino numerator)

Volatility

23.28%

Sharpe ratio

-1.612

VaR 95%

-2.11%

CVaR 95%: -2.26%
Max drawdown: -8.73%
Sortino ratio: -3.463
Calmar ratio: -3.88

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

19.47%

Ann. -21.42% (Sharpe / Sortino numerator)

Volatility

18.65%

Sharpe ratio

-1.343

VaR 95%

-2.04%

CVaR 95%: -2.24%
Max drawdown: -12.80%
Sortino ratio: -2.251
Calmar ratio: -1.67

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

14.92%

Ann. -7.81% (Sharpe / Sortino numerator)

Volatility

18.34%

Sharpe ratio

-0.624

VaR 95%

-2.04%

CVaR 95%: -2.42%
Max drawdown: -12.95%
Sortino ratio: -0.913
Calmar ratio: -0.60

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

39.30%

Ann. 24.90% (Sharpe / Sortino numerator)

Volatility

23.00%

Sharpe ratio

0.925

VaR 95%

-2.03%

CVaR 95%: -3.21%
Max drawdown: -12.95%
Sortino ratio: 1.223
Calmar ratio: 1.92

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

61.26%

Ann. 16.79% (Sharpe / Sortino numerator)

Volatility

21.56%

Sharpe ratio

0.610

VaR 95%

-2.33%

CVaR 95%: -3.20%
Max drawdown: -24.09%
Sortino ratio: 0.791
Calmar ratio: 0.70

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

107.29%

Ann. 22.41% (Sharpe / Sortino numerator)

Volatility

19.73%

Sharpe ratio

0.952

VaR 95%

-2.01%

CVaR 95%: -2.88%
Max drawdown: -24.09%
Sortino ratio: 1.269
Calmar ratio: 0.93

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

0.137%

Best day

3.777%

31/03/2026
Worst day

-3.46%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $106.63 $106.87 $105.40 $105.79 600,700
02/06/2026 $106.63 $107.02 $106.05 $106.70 342,100
01/06/2026 $106.25 $107.07 $106.00 $106.64 578,800
29/05/2026 $106.35 $106.75 $105.76 $106.24 391,100
28/05/2026 $105.27 $106.05 $104.70 $106.00 315,000
27/05/2026 $105.05 $105.19 $104.51 $105.08 307,700
26/05/2026 $104.76 $105.22 $104.41 $104.96 333,500
22/05/2026 $104.08 $104.37 $103.60 $103.76 265,500
21/05/2026 $103.20 $103.98 $102.56 $103.36 391,300
20/05/2026 $102.30 $103.49 $102.16 $103.42 235,800