FIDELITY VALUE FACTOR ETF
Symbol: FVAL
Exchange: NYSE ARCA
Sector: Technology
Category: Large Value
Inception Date: 12/09/2016
Latest Date: 17/04/2026
Current Price: $75.12
Expense Ratio: 0.15%
Assets Under Management
$1.1B
0.62% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
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Performance Metrics
Return
7.52%
Volatility
17.13%
Sharpe Ratio
-2.217
VaR 95%
-1.44%
CVaR 95%:
-1.67%
Max Drawdown:
-7.05%
Sortino Ratio:
-4.142
Calmar Ratio:
-4.87
Return
4.68%
Volatility
13.88%
Sharpe Ratio
-1.284
VaR 95%
-1.40%
CVaR 95%:
-1.67%
Max Drawdown:
-9.31%
Sortino Ratio:
-1.985
Calmar Ratio:
-1.52
Return
8.53%
Volatility
13.11%
Sharpe Ratio
-0.054
VaR 95%
-1.36%
CVaR 95%:
-1.74%
Max Drawdown:
-9.31%
Sortino Ratio:
-0.078
Calmar Ratio:
0.31
Return
37.00%
Volatility
18.03%
Sharpe Ratio
0.801
VaR 95%
-1.38%
CVaR 95%:
-2.54%
Max Drawdown:
-9.31%
Sortino Ratio:
1.027
Calmar Ratio:
1.94
Return
41.76%
Volatility
15.60%
Sharpe Ratio
0.600
VaR 95%
-1.38%
CVaR 95%:
-2.24%
Max Drawdown:
-18.39%
Sortino Ratio:
0.780
Calmar Ratio:
0.71
Return
69.11%
Volatility
14.34%
Sharpe Ratio
0.937
VaR 95%
-1.31%
CVaR 95%:
-1.99%
Max Drawdown:
-18.39%
Sortino Ratio:
1.273
Calmar Ratio:
0.93
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.131%
Best Day
3.189%
12/05/2025
Worst Day
-2.643%
10/10/2025
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $74.66 | $75.27 | $74.66 | $75.12 | 31,600 |
| 16/04/2026 | $73.98 | $74.20 | $73.82 | $74.14 | 34,700 |
| 15/04/2026 | $73.62 | $74.06 | $73.53 | $73.99 | 68,700 |
| 14/04/2026 | $72.85 | $73.51 | $72.85 | $73.39 | 41,400 |
| 13/04/2026 | $71.82 | $72.67 | $71.68 | $72.67 | 32,200 |
| 10/04/2026 | $72.32 | $72.38 | $71.93 | $71.97 | 30,400 |
| 02/04/2026 | $68.96 | $69.91 | $68.83 | $69.88 | 66,000 |
| 01/04/2026 | $69.65 | $70.12 | $69.60 | $69.80 | 119,300 |
| 31/03/2026 | $68.29 | $69.42 | $68.16 | $69.40 | 86,300 |
| 30/03/2026 | $68.16 | $68.22 | $67.20 | $67.47 | 81,600 |