Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FDMO (Fidelity Momentum Factor ETF) | 15.24% | 33.05% | 28.67% | 16.35% | 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 |
|---|---|---|
| FDMO (Fidelity Momentum 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 (%) | 0.80 | 33.05 | 28.67 | 16.35 | NA | NA | NA | … | … | 15.24 | 21.43 | 32.78 | 24.79 | -19.32 | 22.20 | 21.73 | 25.29 | -4.13 | 23.93 | 2.41 |
| Sharpe Ratio | NA | 1.88 | 1.39 | 0.72 | NA | NA | NA | … | … | 1.81 | 0.82 | 1.83 | 1.67 | -0.86 | 1.27 | 0.65 | 1.87 | -0.29 | 2.74 | 0.91 |
| Standard Deviation(%) | NA | 16.48 | 18.38 | 18.99 | NA | NA | NA | … | … | 19.46 | 22.73 | 15.95 | 12.79 | 24.34 | 17.42 | 33.13 | 12.73 | 19.15 | 8.52 | 9.11 |
| Draw Down(%) | NA | 12.22 | 21.88 | 25.44 | NA | NA | NA | … | … | 12.22 | 21.88 | 10.22 | 9.23 | 24.93 | 12.16 | 33.92 | 6.70 | 21.72 | 3.15 | 5.37 |
| Yield(%) | 0.00 | 0.74 | 1.13 | 1.05 | 1.66 | 1.11 | 0.83 | … | … | 0.14 | 0.74 | 1.19 | 1.08 | 0.94 | 0.73 | 0.92 | 1.52 | 1.15 | 1.34 | 0.46 |
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 |
|---|---|---|---|---|
| FDMO (Fidelity Momentum Factor ETF) |
4.91%
Mar 2017 – Mar 2020 |
6.80%
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 |
|---|---|---|---|---|
| FDMO (Fidelity Momentum Factor ETF) |
29.11%
May 2023 – May 2026 |
17.92%
Oct 2020 – Oct 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart