Fidelity Value Factor ETF (FVAL)
Description
The investment seeks to track the performance of the Fidelity U.S. Value Factor Index. The FVAL ETF contains 127 constituents. It is focused on blend holdings in the North America region.
Price $41.92 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.97% |
| Expense ratio | 0.29% |
| Average spread | 0.095% |
| 1Y roundtrip cost | 0.385% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -2.1% | -3.0% | 3.1% | -7.2% | 2.0% | -10.2% | 7.5% | -4.1% | -9.3% | 4.8% | -18.5% | ||
| 2021 | -0.0% | 3.8% | 6.7% | 5.1% | 1.7% | 0.8% | 2.0% | 2.5% | -4.8% | 4.7% | -0.9% | 5.8% | 27.4% |
| 2020 | -2.0% | -8.9% | -16.4% | 13.8% | 3.6% | 2.0% | 3.6% | 6.7% | -3.8% | -2.1% | 11.8% | 4.5% | 12.7% |
| 2019 | 9.2% | 2.4% | 0.3% | 4.6% | -8.2% | 7.0% | 2.0% | -3.9% | 3.8% | 3.6% | 4.4% | 2.7% | 28.0% |
| 2018 | 4.7% | -4.1% | -2.4% | 0.0% | 1.8% | 1.1% | 3.1% | 2.8% | 0.7% | -6.3% | 2.1% | -10.6% | -7.0% |
| 2017 | 1.9% | 3.8% | -0.5% | 0.1% | 0.1% | 2.2% | 2.1% | 0.2% | 2.1% | 2.3% | 3.6% | 2.7% | 20.6% |
| 2016 | -0.7% | 6.4% | 2.0% | 7.6% | |||||||||
| 11.7% | -6.0% | -9.3% | 16.5% | 0.9% | 2.9% | 20.3% | 4.2% | -11.3% | 6.3% | 27.3% | 7.1% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.20 | 0.19 | 0.22 | 0.61 | |||||||||
| 2021 | 0.16 | 0.16 | 0.20 | 0.22 | 0.73 | ||||||||
| 2020 | 0.18 | 0.17 | 0.16 | 0.14 | 0.65 | ||||||||
| 2019 | 0.16 | 0.17 | 0.17 | 0.17 | 0.67 | ||||||||
| 2018 | 0.14 | 0.15 | 0.15 | 0.18 | 0.61 | ||||||||
| 2017 | 0.11 | 0.13 | 0.15 | 0.14 | 0.53 | ||||||||
| 2016 | 0.12 | 0.12 | |||||||||||
| 0.00 | 0.00 | 0.95 | 0.00 | 0.00 | 0.98 | 0.00 | 0.00 | 1.05 | 0.00 | 0.00 | 0.96 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Microsoft Corporation | 6.55% |
| Apple Inc. | 6.12% |
| Alphabet Inc. Class A | 4.30% |
| Amazon.com, Inc. | 3.87% |
| Meta Platforms Inc. Class A | 2.18% |
| Berkshire Hathaway Inc. Class B | 1.89% |
| UnitedHealth Group Incorporated | 1.69% |
| Johnson & Johnson | 1.59% |
| salesforce.com, inc. | 1.56% |
| Visa Inc. Class A | 1.47% |
| Mastercard Incorporated Class A | 1.33% |
| Accenture Plc Class A | 1.33% |
| Merck & Co., Inc. | 1.25% |
| Pfizer Inc. | 1.18% |
| Wells Fargo & Company | 1.18% |
| Top 15 Weights | 37.49% |
Compare with similar ETFs
| FVAL | EQWL | FDRR | RESP | RNLC | SPXT | |
|---|---|---|---|---|---|---|
| Product name | Fidelity Value Factor ETF | PowerShares Russell Top 200 Equal Weight Portfolio ETF | Fidelity Dividend ETF for Rising Rates | WisdomTree US Total Earnings ETF | Large Cap US Equity Select ETF | S&P 500 Ex-Technology ETF |
| Issuer | Fidelity | Invesco | Fidelity | WisdomTree | First Trust | ProShares |
| Price | $41.9242 | $70.32 | $37.52 | $39.31 | $27.37 | $64.283 |
| Expense Ratio | 0.29% |  0.25% | 0.29% | 0.28% |  0.6% | 0.27% |
| Average Spread | 0.095% | 0.228% | 0.133% | 0.636% | 0.438% | 0.311% |
| AUM | $363,543,000 | $92,391,300 | $444,971,000 | $78,366,200 | $25,886,200 | $7,073,890 |
| Shares | 8,671,440 | 1,313,869 | 11,859,561 | 1,993,543 | 945,787 | 110,043 |
| Average Daily Volume | 64,236 | 11,327 | 56,083 | 1,960 | 9,100 | 313 |
| 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 | 2006-12-01 | 2016-09-12 | 2007-02-23 | 2017-06-20 | 2015-09-22 |
| Index Tracked | Fidelity U.S. Value Factor Index | S&P 100 Equal Weight Index | Fidelity Dividend Index for Rising Rates | No Underlying Index | Nasdaq Riskalyze US Large Cap Index | S&P 500 Ex-Information Technology Index |
| Category | Large Cap Blend Equities | Large Cap Blend Equities | Large Cap Blend Equities | Large Cap Growth Equities | Large Cap Blend Equities | Large Cap Growth Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large Caps | Large Caps | Large/Mid Caps | Large Caps | Large Caps |
| Value or Growth | Blend | Blend | Blend | Blend | 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 | $0.826 | $1.621 | $0.796 | $0.588 | $0.424 | $1.125 |
| Annual Dividend Yield | 0.020% | 0.023% | 0.021% | 0.015% | 0.015% | 0.018% |
| Number of Holdings | 127 | 99 | 116 | 298 | 331 | 421 |
| YTD Return | -18.48% | -17.25% | -16.10% | -22.53% | -21.70% | -18.97% |
| Beta | 0.98 | 0.92 | 0.92 | 0.96 | 0.97 | 0.89 |
| Upside Beta | 0.59 | 0.13 | 0.59 | 0.12 | 0.60 | 0.57 |
| Downside Beta | 0.17 | -0.15 | 0.17 | -0.16 | 0.45 | -0.03 |
| Volatility 1Y | 21.97% | 20.07% | 18.78% | 21.64% | 21.60% | 20.00% |
| Sharpe Ratio 3Y | 0.51 | 0.62 | 0.48 | 0.37 | 0.43 | 0.41 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 |