FIDELITY EMERGING MARKETS MULTIFACTOR ETF
Symbol: FDEM
Exchange: BATS
Sector: Technology
Category: Diversified Emerging Mkts
Inception Date: 26/02/2019
Latest Date: 02/04/2026
Current Price: $31.52
Expense Ratio: 0.25%
Assets Under Management
$515.6M
1.68% 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
-7.41%
Volatility
32.10%
Sharpe Ratio
-1.889
VaR 95%
-3.36%
CVaR 95%:
-3.59%
Max Drawdown:
-7.55%
Sortino Ratio:
-2.952
Calmar Ratio:
-7.55
Return
-0.32%
Volatility
22.66%
Sharpe Ratio
-0.217
VaR 95%
-2.87%
CVaR 95%:
-3.32%
Max Drawdown:
-12.70%
Sortino Ratio:
-0.283
Calmar Ratio:
-0.10
Return
4.01%
Volatility
18.75%
Sharpe Ratio
0.247
VaR 95%
-1.93%
CVaR 95%:
-3.03%
Max Drawdown:
-12.70%
Sortino Ratio:
0.317
Calmar Ratio:
0.65
Return
27.20%
Volatility
18.25%
Sharpe Ratio
1.299
VaR 95%
-1.51%
CVaR 95%:
-2.87%
Max Drawdown:
-12.70%
Sortino Ratio:
1.635
Calmar Ratio:
2.15
Return
34.88%
Volatility
16.41%
Sharpe Ratio
0.766
VaR 95%
-1.50%
CVaR 95%:
-2.45%
Max Drawdown:
-16.04%
Sortino Ratio:
1.024
Calmar Ratio:
1.01
Return
59.97%
Volatility
15.22%
Sharpe Ratio
0.880
VaR 95%
-1.43%
CVaR 95%:
-2.18%
Max Drawdown:
-16.04%
Sortino Ratio:
1.230
Calmar Ratio:
1.06
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.102%
Best Day
6.346%
09/04/2025
Worst Day
-4.853%
07/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $31.00 | $31.79 | $31.00 | $31.52 | 453,600 |
| 01/04/2026 | $31.84 | $32.24 | $31.73 | $31.95 | 91,300 |
| 31/03/2026 | $30.77 | $31.62 | $30.77 | $31.58 | 63,600 |
| 30/03/2026 | $30.93 | $31.11 | $30.25 | $30.59 | 131,400 |
| 27/03/2026 | $31.01 | $31.13 | $30.70 | $30.78 | 141,600 |
| 26/03/2026 | $31.43 | $31.80 | $30.91 | $30.91 | 142,700 |
| 25/03/2026 | $32.07 | $32.32 | $31.75 | $31.97 | 75,100 |
| 24/03/2026 | $31.45 | $32.03 | $31.45 | $31.60 | 310,600 |
| 23/03/2026 | $31.80 | $32.39 | $31.70 | $32.08 | 75,100 |
| 20/03/2026 | $31.90 | $31.93 | $31.05 | $31.14 | 115,100 |