Summary
ONEQ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 22.55% 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: 20/07/2026

Current price: $100.55

Expense ratio: 0.21%

Assets under management
$10.7B
-0.86% 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

-2.43%

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

4.79%

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

11.69%

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

22.55%

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

43.70%

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

85.66%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.088%

Best day

3.777%

31/03/2026
Worst day

-4.145%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $101.42 $101.68 $100.41 $100.55 252,200
17/07/2026 $100.27 $101.21 $99.50 $100.45 499,200
16/07/2026 $102.89 $103.16 $101.47 $101.80 413,600
15/07/2026 $103.26 $103.66 $102.61 $103.40 285,600
14/07/2026 $102.71 $103.10 $102.09 $102.86 201,200
13/07/2026 $102.67 $103.00 $101.72 $101.90 317,700
10/07/2026 $103.19 $103.60 $102.44 $103.53 152,100
09/07/2026 $102.26 $103.23 $101.75 $103.23 214,800
08/07/2026 $101.09 $102.00 $100.54 $101.99 208,500
07/07/2026 $102.23 $102.50 $101.16 $101.78 269,800