Fidelity Low Duration Bond Factor ETF

Fidelity Low Duration Bond Factor ETF (FLDR)

Description

The investment seeks to track the performance of the Fidelity Low Duration Investment Grade Factor Index. The FLDR ETF contains 254 constituents. It is focused on holdings in the region.

Price $49.18 as of 2022-10-21

Cost/Risk/Yield

Dividend yield	0.95%
Expense ratio	0.15%
Average spread	0.061%
1Y roundtrip cost	0.211%

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	-0.1%	-0.1%	-0.6%	-0.4%	0.0%	-0.5%	0.5%	-0.2%	-0.3%	-0.4%			-2.2%
2021	-0.1%	-0.2%	-0.2%	0.0%	0.2%	0.1%	0.3%	-0.0%	-0.1%	-0.1%	-0.0%	-0.0%	-0.2%
2020	0.6%	0.3%	-4.1%	2.7%	0.7%	1.0%	0.4%	0.1%	0.0%	-0.0%	0.1%	0.1%	1.8%
2019	0.9%	0.3%	0.6%	0.2%	0.5%	0.4%	0.1%	0.5%	0.1%	0.3%	0.2%	0.1%	4.2%
2018							0.1%	0.5%	-0.0%	0.2%	0.0%	-0.1%	0.7%
	1.3%	0.2%	-4.3%	2.5%	1.4%	1.0%	1.4%	0.9%	-0.3%	-0.1%	0.2%	0.1%

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	0.01	0.03	0.02	0.04	0.05	0.07	0.08		0.11				0.40
2021	0.02	0.03	0.02		0.02	0.02	0.02	0.02	0.02	0.02	0.02	0.03	0.23
2020	0.09	0.09		0.08		0.05	0.04	0.03	0.03	0.02	0.03	0.03	0.47
2019	0.09	0.14	0.11	0.12	0.13	0.12		0.10	0.10	0.10	0.10	0.14	1.25
2018						0.06	0.11	0.11	0.10	0.09	0.11	0.11	0.69
	0.21	0.28	0.15	0.24	0.19	0.31	0.25	0.26	0.35	0.23	0.25	0.31

Sectors and Top Holdings

Security	% Assets
Fidelity Revere Street Trust Taxable Cent Cash Fund	2.46%
Verizon Communications Inc. FRN 16-MAR-2022	1.82%
Morgan Stanley FRN 24-OCT-2023	1.73%
Bank of Montreal FRN 10-MAR-2023	1.47%
Mitsubishi UFJ Financial Group, Inc. FRN 25-JUL-2022	1.29%
Mizuho Financial Group, Inc. FRN 28-FEB-2022	1.25%
Citigroup Inc. FRN 25-APR-2022	1.24%
Bank of America Corporation FRN 24-APR-2023	1.20%
Metropolitan Life Global Funding I FRN 07-JAN-2024	1.19%
United States Treasury Notes 0.875% 15-NOV-2030	1.14%
Goldman Sachs Group, Inc. FRN 29-NOV-2023	1.13%
Top 11 Weights	15.92%

Compare with similar ETFs

	FLDR	EUSB	GCOR	IBDW	IBTK	PIFI
Product name	Fidelity Low Duration Bond Factor ETF	iShares ESG Advanced Total USD Bond Market ETF	Goldman Sachs Access U.S. Aggregate Bond ETF	iShares iBonds Dec 2031 Term Corporate ETF	iShares iBonds Dec 2030 Term Treasury ETF	ClearShares Piton Intermediate Fixed income ETF
Issuer	Fidelity	iShares	Goldman Sachs	iShares	iShares	ClearShares
Price	$49.18	$40.84	$39.8099	$18.925	$19.03	$88.609
Expense Ratio	0.15%	0.12%	0.14%	0.1%	0.07%	0.45%
Average Spread	0.061%	0.049%	0.176%	0.264%	0.105%	0.056%
AUM	$224,981,000	$452,145,000	$198,682,000	$12,332,500	$2,862,260	$42,109,200
Shares	4,574,636	11,071,140	4,990,781	651,649	150,408	475,225
Average Daily Volume	27,810	91,817	38,112	155,916	240,254	1,673
Home page	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site
Inception Date	2018-06-12	2020-06-23	2020-09-08	2021-06-22	2020-07-14	2020-10-02
Index Tracked	Fidelity Low Duration Investment Grade Factor Index	Bloomberg MSCI US Universal Choice ESG Screened Index	FTSE US Broad Investment-Grade Bond Index (USBIG)	Bloomberg December 2031 Maturity Corporate Index	ICE 2030 Maturity US Treasury Index	No Underlying Index
Category	Corporate Bonds	Total Bond Market	Total Bond Market	n/a	Government Bonds	n/a
Asset Class	Bond	Bond	Bond		Bond
Asset Class Size
Value or Growth
Region
Countries	Broad	U.S.	Broad	U.S.	U.S.	U.S.
Annual Dividend Rate	$0.468	$0.791	$0.673	$0.629	$0.338	$0.812
Annual Dividend Yield	0.010%	0.019%	0.017%	0.033%	0.018%	0.009%
Number of Holdings	254	3152	771	182	6	79
YTD Return	-2.21%	-16.19%	-17.15%	-22.08%	-17.65%	-9.39%
Beta	0.09	0.00	0.05	0.37	-0.06	0.04
Upside Beta	0.04	-0.17	-0.20	-0.36	-0.29	-0.13
Downside Beta	-0.02	-0.28	-0.24	-0.62	-0.36	-0.16
Volatility 1Y	1.61%	7.04%	6.35%	9.92%	9.04%	4.18%
Sharpe Ratio 3Y	-0.33	0.00	0.00	0.00	0.00	0.00
Treynor Ratio 3Y	-0.02	0.00	0.00	0.00	0.00	0.00

Securities Database