FIDELITY QUALITY FACTOR ETF
Symbol: FQAL
Exchange: NYSE ARCA
Sector: Technology
Category: Large Blend
Inception Date: 12/09/2016
Latest Date: 02/04/2026
Current Price: $73.06
Expense Ratio: 0.15%
Assets Under Management
$1.2B
1.23% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-4.93%
Volatility
16.72%
Sharpe Ratio
-2.759
VaR 95%
-1.53%
CVaR 95%:
-1.57%
Max Drawdown:
-7.34%
Sortino Ratio:
-5.066
Calmar Ratio:
-5.79
Return
-3.40%
Volatility
13.89%
Sharpe Ratio
-1.206
VaR 95%
-1.54%
CVaR 95%:
-1.70%
Max Drawdown:
-8.51%
Sortino Ratio:
-1.831
Calmar Ratio:
-1.54
Return
-2.40%
Volatility
12.77%
Sharpe Ratio
-0.658
VaR 95%
-1.47%
CVaR 95%:
-1.73%
Max Drawdown:
-8.51%
Sortino Ratio:
-0.951
Calmar Ratio:
-0.56
Return
13.99%
Volatility
16.72%
Sharpe Ratio
0.623
VaR 95%
-1.47%
CVaR 95%:
-2.35%
Max Drawdown:
-8.51%
Sortino Ratio:
0.808
Calmar Ratio:
1.65
Return
27.92%
Volatility
15.07%
Sharpe Ratio
0.632
VaR 95%
-1.46%
CVaR 95%:
-2.13%
Max Drawdown:
-16.87%
Sortino Ratio:
0.832
Calmar Ratio:
0.78
Return
59.46%
Volatility
13.87%
Sharpe Ratio
0.957
VaR 95%
-1.34%
CVaR 95%:
-1.92%
Max Drawdown:
-16.87%
Sortino Ratio:
1.309
Calmar Ratio:
1.00
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
0.058%
Best Day
8.466%
09/04/2025
Worst Day
-5.729%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $72.17 | $73.11 | $72.08 | $73.06 | 134,700 |
| 01/04/2026 | $72.84 | $73.28 | $72.69 | $72.99 | 96,400 |
| 31/03/2026 | $71.44 | $72.61 | $71.30 | $72.60 | 315,500 |
| 30/03/2026 | $71.44 | $71.44 | $70.44 | $70.75 | 550,100 |
| 27/03/2026 | $71.66 | $71.68 | $70.73 | $70.83 | 370,000 |
| 26/03/2026 | $72.57 | $72.86 | $71.91 | $71.98 | 104,700 |
| 25/03/2026 | $73.20 | $73.30 | $72.86 | $73.03 | 134,700 |
| 24/03/2026 | $72.61 | $73.13 | $72.52 | $72.71 | 181,700 |
| 23/03/2026 | $73.21 | $73.72 | $72.83 | $73.04 | 287,700 |
| 20/03/2026 | $73.03 | $73.03 | $71.87 | $72.13 | 71,600 |