FIDELITY MOMENTUM FACTOR ETF
Symbol: FDMO
Exchange: NYSE ARCA
Sector: Technology
Category: Large Growth
Inception Date: 12/09/2016
Latest Date: 02/04/2026
Current Price: $80.99
Expense Ratio: 0.15%
Assets Under Management
$668.7M
1.98% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-3.64%
Volatility
25.28%
Sharpe Ratio
-1.463
VaR 95%
-2.28%
CVaR 95%:
-2.63%
Max Drawdown:
-8.03%
Sortino Ratio:
-2.831
Calmar Ratio:
-4.15
Return
-4.13%
Volatility
20.92%
Sharpe Ratio
-0.926
VaR 95%
-2.13%
CVaR 95%:
-2.50%
Max Drawdown:
-12.35%
Sortino Ratio:
-1.571
Calmar Ratio:
-1.27
Return
-2.55%
Volatility
19.37%
Sharpe Ratio
-0.449
VaR 95%
-2.00%
CVaR 95%:
-2.50%
Max Drawdown:
-12.35%
Sortino Ratio:
-0.699
Calmar Ratio:
-0.41
Return
23.06%
Volatility
22.11%
Sharpe Ratio
0.883
VaR 95%
-1.92%
CVaR 95%:
-3.12%
Max Drawdown:
-12.35%
Sortino Ratio:
1.141
Calmar Ratio:
1.88
Return
37.76%
Volatility
20.35%
Sharpe Ratio
0.679
VaR 95%
-2.08%
CVaR 95%:
-3.01%
Max Drawdown:
-21.88%
Sortino Ratio:
0.883
Calmar Ratio:
0.80
Return
85.50%
Volatility
18.16%
Sharpe Ratio
1.065
VaR 95%
-1.78%
CVaR 95%:
-2.66%
Max Drawdown:
-21.88%
Sortino Ratio:
1.406
Calmar Ratio:
1.05
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
0.092%
Best Day
10.552%
09/04/2025
Worst Day
-6.465%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $79.42 | $81.26 | $79.39 | $80.99 | 63,900 |
| 01/04/2026 | $80.89 | $81.67 | $80.80 | $80.98 | 143,300 |
| 31/03/2026 | $78.09 | $80.20 | $78.09 | $80.10 | 297,700 |
| 30/03/2026 | $78.70 | $78.70 | $76.63 | $77.04 | 277,700 |
| 27/03/2026 | $78.68 | $79.01 | $77.69 | $77.88 | 268,000 |
| 26/03/2026 | $80.46 | $80.64 | $79.05 | $79.06 | 67,700 |
| 25/03/2026 | $81.55 | $81.73 | $81.09 | $81.42 | 74,000 |
| 24/03/2026 | $80.34 | $81.08 | $80.03 | $80.70 | 97,100 |
| 23/03/2026 | $81.09 | $81.81 | $80.71 | $80.86 | 86,600 |
| 20/03/2026 | $81.31 | $81.31 | $79.19 | $79.63 | 68,600 |