Fidelity Quality Factor ETF

Fidelity Quality Factor ETF (FQAL)

Description

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

Price $42.41 as of 2022-10-20

Cost/Risk/Yield

Dividend yield	0.86%
Expense ratio	0.29%
Average spread	0.118%
1Y roundtrip cost	0.408%

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	-6.3%	-3.7%	3.6%	-7.9%	0.5%	-8.5%	8.8%	-4.7%	-9.0%	2.1%			-25.3%
2021	-1.3%	2.4%	4.7%	5.2%	0.6%	3.1%	3.6%	2.6%	-5.0%	6.9%	0.4%	5.1%	28.5%
2020	0.1%	-6.8%	-12.6%	12.7%	5.6%	0.8%	4.7%	6.7%	-3.9%	-3.5%	10.9%	3.4%	18.1%
2019	8.1%	3.4%	1.6%	3.5%	-6.3%	6.3%	1.7%	-1.4%	1.2%	1.9%	3.3%	2.5%	25.7%
2018	4.9%	-2.8%	-2.3%	-0.4%	3.0%	0.6%	3.4%	3.6%	0.1%	-6.5%	1.8%	-8.8%	-3.5%
2017	2.2%	4.4%	-0.0%	0.5%	1.0%	1.5%	1.9%	0.8%	2.1%	1.8%	3.7%	1.3%	21.0%
2016										-1.7%	3.3%	1.7%	3.3%
	7.7%	-3.1%	-5.2%	13.6%	4.4%	3.8%	24.1%	7.6%	-14.6%	1.0%	23.4%	5.1%

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			0.18						0.18				0.36
2021			0.17			0.15			0.19				0.51
2020			0.17			0.15			0.15			0.15	0.63
2019			0.14			0.15			0.15			0.14	0.58
2018			0.13			0.15			0.11			0.13	0.52
2017			0.08			0.13			0.15			0.12	0.49
2016												0.11	0.11
	0.00	0.00	0.87	0.00	0.00	0.73	0.00	0.00	0.93	0.00	0.00	0.66

Sectors and Top Holdings

Security	% Assets
Microsoft Corporation	6.32%
Apple Inc.	5.92%
Alphabet Inc. Class A	4.20%
NVIDIA Corporation	2.22%
Meta Platforms Inc. Class A	2.12%
Berkshire Hathaway Inc. Class B	1.90%
Home Depot, Inc.	1.72%
UnitedHealth Group Incorporated	1.67%
Johnson & Johnson	1.57%
Visa Inc. Class A	1.35%
Thermo Fisher Scientific Inc.	1.30%
Adobe Inc.	1.30%
Lowe\'s Companies, Inc.	1.29%
McDonald\'s Corporation	1.23%
NIKE, Inc. Class B	1.21%
Top 15 Weights	35.32%

Compare with similar ETFs

	FQAL	GSLC	IVV	QUAL	RECS	VOO
Product name	Fidelity Quality Factor ETF	Goldman Sachs ActiveBeta International Equity ETF	iShares Core S&P 500 ETF	iShares MSCI USA Quality Factor ETF	Columbia Research Enhanced Core ETF	Vanguard S&P 500 ETF
Issuer	Fidelity	Goldman Sachs	iShares	iShares	Columbia	Vanguard
Price	$42.4051	$72.48	$366.95	$106.05	$21.853	$335.83
Expense Ratio	0.29%	0.09%	0.03%	0.15%	0.15%	0.03%
Average Spread	0.118%	0.028%	0.005%	0.009%	0.458%	0.006%
AUM	$179,312,000	$11,181,300,000	$250,658,000,000	$18,204,300,000	$19,540,000	$212,785,000,000
Shares	4,228,539	154,267,842	683,084,383	171,658,075	894,155	633,608,111
Average Daily Volume	29,688	515,038	5,370,365	1,422,490	66,897	5,014,890
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	2015-09-21	2000-05-15	2013-07-18	2019-09-25	2010-09-07
Index Tracked	Fidelity U.S. Quality Factor Index	Goldman Sachs ActiveBeta U.S. Large Cap Equity Index	S&P 500	MSCI USA Sector Neutral Quality Index	Beta Advantage Research Enhanced U.S. Equity Index	S&P 500
Category	Large Cap Growth Equities	Large Cap Growth Equities	Large Cap Growth Equities	Large Cap Growth Equities	Large Cap Growth Equities	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	$0.364	$1.188	$6.168	$1.741	$5.556	$5.808
Annual Dividend Yield	0.009%	0.016%	0.017%	0.016%	0.254%	0.017%
Number of Holdings	127	453	498	122	368	498
YTD Return	-23.85%	-22.96%	-22.17%	-26.32%	-18.80%	-22.16%
Beta	0.96	0.97	0.99	0.99	0.89	0.98
Upside Beta	0.60	0.54	0.27	0.28	0.45	0.07
Downside Beta	0.18	-0.02	0.10	-0.23	-0.20	-0.23
Volatility 1Y	21.88%	22.39%	22.76%	24.02%	21.38%	22.68%
Sharpe Ratio 3Y	0.49	0.48	0.54	0.33	0.71	0.55
Treynor Ratio 3Y	0.01	0.01	0.01	0.01	0.01	0.01

Securities Database