Fidelity Low Volatility Factor ETF

Fidelity Low Volatility Factor ETF (FDLO)

Description

The investment seeks to track the performance of the Fidelity U.S. Low Volatility Factor Index. The FDLO ETF contains 127 constituents. It is focused on growth holdings in the North America region.

Price $44.01 as of 2022-10-21

Cost/Risk/Yield

Dividend yield	1.15%
Expense ratio	0.29%
Average spread	0.114%
1Y roundtrip cost	0.404%

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

Monthly returns heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022	-6.1%	-2.2%	4.5%	-6.0%	0.2%	-4.9%	6.5%	-4.0%	-7.6%	4.8%			-14.8%
2021	-2.5%	1.0%	4.6%	5.2%	-0.0%	2.6%	3.5%	2.4%	-4.6%	6.4%	-2.0%	5.6%	22.1%
2020	1.3%	-8.0%	-13.0%	10.9%	5.4%	0.7%	4.9%	5.6%	-2.0%	-3.5%	9.0%	3.0%	14.2%
2019	7.3%	3.7%	2.5%	2.5%	-2.7%	5.5%	2.0%	0.6%	0.7%	1.1%	2.6%	2.0%	27.7%
2018	4.3%	-3.7%	-1.5%	0.2%	2.2%	1.1%	4.3%	3.7%	0.7%	-4.6%	2.4%	-8.4%	0.6%
2017	0.8%	4.1%	-0.2%	1.5%	1.6%	0.3%	1.6%	-0.1%	2.2%	2.5%	3.2%	1.2%	18.8%
2016										-2.1%	3.4%	1.6%	2.9%
	5.1%	-5.1%	-3.1%	14.4%	6.5%	5.2%	22.9%	8.2%	-10.7%	4.7%	18.6%	4.9%

Historical Dividends

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022			0.16			0.17			0.18				0.51
2021			0.15			0.14			0.16				0.45
2020			0.17			0.14			0.14			0.14	0.59
2019			0.15			0.14			0.14			0.16	0.60
2018			0.12			0.14			0.13			0.14	0.53
2017			0.11			0.13			0.13			0.13	0.49
2016												0.13	0.13
	0.00	0.00	0.85	0.00	0.00	0.86	0.00	0.00	0.88	0.00	0.00	0.70

Sectors and Top Holdings

Security	% Assets
Top 0 Weights	0.00%

Compare with similar ETFs

	FDLO	FLLV	LVOL	PSET	QLV	VIG
Product name	Fidelity Low Volatility Factor ETF	Franklin Liberty U.S. Low Volatility ETF	Russell 1000 Low Volatility ETF	Principal Price Setters Index ETF	FlexShares US Quality Low Volatility Index Fund	Vanguard Dividend Appreciation ETF
Issuer	Fidelity	Franklin	American Century	Principal	FlexShares	Vanguard
Price	$44.01	$43.549	$39.574	$45.87	$47.119	$138.18
Expense Ratio	0.29%	0.29%	0.29%	0.15%	0.22%	0.06%
Average Spread	0.114%	0.138%	0.126%	0.262%	0.064%	0.007%
AUM	$444,633,000	$121,427,000	$5,909,070	$75,436,700	$138,124,000	$54,513,700,000
Shares	10,102,991	2,788,286	149,317	1,644,576	2,931,382	394,512,024
Average Daily Volume	56,653	11,510	573	4,490	6,570	1,766,530
Home page	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site
Inception Date	2016-09-12	2016-09-20	2021-01-12	2016-03-21	2019-07-15	2006-04-21
Index Tracked	Fidelity U.S. Low Volatility Factor Index	No Underlying Index	No Underlying Index	NASDAQ US Price Setters Index	Northern Trust Quality Low Volatility Index	S&P U.S. Dividend Growers Index
Category	Volatility Hedged Equity	Volatility Hedged Equity	Large Cap Blend Equities	Large Cap Growth Equities	Volatility Hedged Equity	Large Cap Growth Equities
Asset Class	Equity	Equity	Equity	Equity	Equity	Equity
Asset Class Size	Large Caps	Large Caps	Large Caps	Large Caps	Large Caps	Large Caps
Value or Growth	Growth	Blend	Blend	Growth	Blend	Blend
Region	North America	North America	North America	North America	North America	North America
Countries	U.S.	U.S.	U.S.	U.S.	U.S.	U.S.
Annual Dividend Rate	$0.506	$0.76	$0.476	$0.7	$0.697	$2.877
Annual Dividend Yield	0.011%	0.017%	0.012%	0.015%	0.015%	0.021%
Number of Holdings	127	90	78	148	107	247
YTD Return	-14.93%	-14.31%	-19.23%	-23.49%	-16.16%	-18.39%
Beta	0.87	0.87	0.78	0.95	0.83	0.87
Upside Beta	0.58	0.65	-0.17	0.74	0.55	0.15
Downside Beta	0.19	0.21	-0.39	0.08	0.37	-0.10
Volatility 1Y	18.23%	18.12%	18.67%	21.40%	17.72%	19.13%
Sharpe Ratio 3Y	0.55	0.55	0.00	0.48	0.45	0.45
Treynor Ratio 3Y	0.01	0.01	0.00	0.01	0.01	0.01

Securities Database