Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FDLO (Fidelity Low Volatility Factor ETF) | 5.38% | 15.69% | 14.48% | 10.21% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 09/16/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FDLO (Fidelity Low Volatility Factor ETF) | 09/16/2016 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.53 | 15.69 | 14.48 | 10.21 | NA | NA | NA | … | … | 5.38 | 11.77 | 16.06 | 16.38 | -10.37 | 24.01 | 12.23 | 31.10 | -0.26 | 20.44 | 4.00 |
| Sharpe Ratio | NA | 1.67 | 1.09 | 0.60 | NA | NA | NA | … | … | 1.34 | 0.65 | 1.37 | 1.22 | -0.62 | 2.11 | 0.37 | 2.83 | -0.11 | 3.53 | 1.77 |
| Standard Deviation(%) | NA | 8.72 | 10.95 | 13.07 | NA | NA | NA | … | … | 9.52 | 13.81 | 9.10 | 10.52 | 19.16 | 11.38 | 32.28 | 10.48 | 15.17 | 5.63 | 8.02 |
| Draw Down(%) | NA | 7.13 | 13.68 | 19.22 | NA | NA | NA | … | … | 7.13 | 13.68 | 4.51 | 6.72 | 18.82 | 5.05 | 34.33 | 4.93 | 15.97 | 2.08 | 4.56 |
| Yield(%) | 0.00 | 1.55 | 1.74 | 1.68 | 2.55 | 1.70 | 1.28 | … | … | 0.42 | 1.52 | 1.61 | 1.56 | 1.32 | 1.38 | 1.51 | 1.99 | 1.73 | 1.90 | 0.57 |
Data as of 06/04/2026, Common starting date is 09/16/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FDLO (Fidelity Low Volatility Factor ETF) |
6.14%
Sep 2019 – Sep 2022 |
9.28%
Sep 2018 – Sep 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FDLO (Fidelity Low Volatility Factor ETF) |
22.19%
Dec 2018 – Dec 2021 |
17.27%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart