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 2022-10-20Cost/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)
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
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 |