FIDELITY U.S. MULTIFACTOR ETF
Symbol: FLRG
Exchange: NYSE ARCA
Sector: Technology
Category: Large Blend
Inception Date: 15/09/2020
Latest Date: 02/04/2026
Current Price: $37.10
Expense Ratio: 0.15%
Assets Under Management
$274.3M
1.34% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-3.23%
Volatility
14.41%
Sharpe Ratio
-2.346
VaR 95%
-1.38%
CVaR 95%:
-1.40%
Max Drawdown:
-5.60%
Sortino Ratio:
-4.153
Calmar Ratio:
-5.39
Return
-2.23%
Volatility
12.00%
Sharpe Ratio
-1.032
VaR 95%
-1.38%
CVaR 95%:
-1.50%
Max Drawdown:
-7.53%
Sortino Ratio:
-1.506
Calmar Ratio:
-1.16
Return
-3.28%
Volatility
11.22%
Sharpe Ratio
-0.903
VaR 95%
-1.30%
CVaR 95%:
-1.54%
Max Drawdown:
-7.53%
Sortino Ratio:
-1.284
Calmar Ratio:
-0.86
Return
12.60%
Volatility
15.58%
Sharpe Ratio
0.579
VaR 95%
-1.29%
CVaR 95%:
-2.19%
Max Drawdown:
-7.53%
Sortino Ratio:
0.745
Calmar Ratio:
1.68
Return
26.15%
Volatility
14.66%
Sharpe Ratio
0.596
VaR 95%
-1.39%
CVaR 95%:
-2.14%
Max Drawdown:
-16.53%
Sortino Ratio:
0.780
Calmar Ratio:
0.75
Return
56.31%
Volatility
13.45%
Sharpe Ratio
0.929
VaR 95%
-1.27%
CVaR 95%:
-1.90%
Max Drawdown:
-16.53%
Sortino Ratio:
1.254
Calmar Ratio:
0.98
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
0.052%
Best Day
7.77%
09/04/2025
Worst Day
-5.49%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $36.61 | $37.13 | $36.61 | $37.10 | 52,500 |
| 01/04/2026 | $36.95 | $37.21 | $36.89 | $37.02 | 41,100 |
| 31/03/2026 | $36.33 | $36.83 | $36.30 | $36.79 | 15,600 |
| 30/03/2026 | $36.47 | $36.54 | $35.95 | $36.01 | 12,900 |
| 27/03/2026 | $36.39 | $36.52 | $36.16 | $36.16 | 23,100 |
| 26/03/2026 | $36.74 | $36.83 | $36.46 | $36.46 | 10,000 |
| 25/03/2026 | $37.01 | $37.10 | $36.91 | $36.98 | 11,200 |
| 24/03/2026 | $36.68 | $36.97 | $36.63 | $36.77 | 10,800 |
| 23/03/2026 | $36.92 | $37.20 | $36.77 | $36.79 | 46,400 |
| 20/03/2026 | $36.98 | $36.98 | $36.41 | $36.48 | 28,400 |