FIDELITY LOW VOLATILITY FACTOR ETF
Symbol: FDLO
Exchange: NYSE ARCA
Sector: Technology
Category: Large Blend
Inception Date: 12/09/2016
Latest Date: 02/04/2026
Current Price: $65.17
Expense Ratio: 0.15%
Assets Under Management
$1.5B
0.94% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-3.99%
Volatility
11.69%
Sharpe Ratio
-3.390
VaR 95%
-1.40%
CVaR 95%:
-1.60%
Max Drawdown:
-6.22%
Sortino Ratio:
-5.117
Calmar Ratio:
-5.79
Return
-2.34%
Volatility
10.03%
Sharpe Ratio
-1.276
VaR 95%
-1.21%
CVaR 95%:
-1.52%
Max Drawdown:
-7.53%
Sortino Ratio:
-1.681
Calmar Ratio:
-1.22
Return
-0.83%
Volatility
9.56%
Sharpe Ratio
-0.553
VaR 95%
-0.98%
CVaR 95%:
-1.43%
Max Drawdown:
-7.53%
Sortino Ratio:
-0.767
Calmar Ratio:
-0.22
Return
8.22%
Volatility
13.60%
Sharpe Ratio
0.340
VaR 95%
-1.15%
CVaR 95%:
-1.99%
Max Drawdown:
-7.74%
Sortino Ratio:
0.426
Calmar Ratio:
1.07
Return
20.19%
Volatility
11.86%
Sharpe Ratio
0.509
VaR 95%
-1.11%
CVaR 95%:
-1.74%
Max Drawdown:
-13.68%
Sortino Ratio:
0.641
Calmar Ratio:
0.71
Return
42.71%
Volatility
11.00%
Sharpe Ratio
0.819
VaR 95%
-0.95%
CVaR 95%:
-1.54%
Max Drawdown:
-13.68%
Sortino Ratio:
1.086
Calmar Ratio:
0.92
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
0.035%
Best Day
6.76%
09/04/2025
Worst Day
-5.287%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $64.56 | $65.31 | $64.42 | $65.17 | 83,700 |
| 01/04/2026 | $64.92 | $65.17 | $64.81 | $64.90 | 92,700 |
| 31/03/2026 | $64.13 | $64.76 | $63.85 | $64.59 | 147,300 |
| 30/03/2026 | $63.96 | $64.01 | $63.37 | $63.55 | 193,100 |
| 27/03/2026 | $64.31 | $64.31 | $63.36 | $63.48 | 113,500 |
| 26/03/2026 | $64.61 | $65.03 | $64.38 | $64.40 | 82,600 |
| 25/03/2026 | $65.01 | $65.17 | $64.60 | $64.83 | 72,600 |
| 24/03/2026 | $64.48 | $64.94 | $64.36 | $64.54 | 103,800 |
| 23/03/2026 | $65.04 | $65.31 | $64.70 | $64.70 | 620,600 |
| 20/03/2026 | $64.83 | $64.91 | $64.15 | $64.36 | 72,600 |