ETF Fidelity
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETF Fidelity, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
The earliest data available for this chart is Jun 14, 2018, corresponding to the inception date of FLDR
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| ETF Fidelity | -5.53% | -5.34% | -6.55% | 6.61% | 9.57% | N/A |
| Portfolio components: | ||||||
IEMG iShares Core MSCI Emerging Markets ETF | -0.48% | -6.80% | -7.37% | 6.64% | 6.68% | 2.76% |
IDEV iShares Core MSCI International Developed Markets ETF | 6.39% | -3.88% | 0.05% | 10.48% | 11.26% | N/A |
IJR iShares Core S&P Small-Cap ETF | -16.17% | -9.63% | -17.48% | -3.97% | 11.94% | 6.59% |
IJH iShares Core S&P Mid-Cap ETF | -11.73% | -7.91% | -13.59% | -1.49% | 13.66% | 7.69% |
IVV iShares Core S&P 500 ETF | -9.91% | -6.93% | -9.41% | 6.77% | 14.69% | 11.64% |
AGG iShares Core U.S. Aggregate Bond ETF | 1.98% | -0.61% | 0.25% | 6.67% | -0.93% | 1.34% |
FLDR Fidelity Low Duration Bond Factor ETF | 1.17% | -0.13% | 1.94% | 5.45% | 3.10% | N/A |
Monthly Returns
The table below presents the monthly returns of ETF Fidelity, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.48% | -0.36% | -3.53% | -4.10% | -5.53% | ||||||||
| 2024 | 0.42% | 3.40% | 2.87% | -3.48% | 4.16% | 1.89% | 1.96% | 2.07% | 1.91% | -1.83% | 4.17% | -2.59% | 15.60% |
| 2023 | 6.12% | -2.70% | 2.66% | 1.23% | -0.81% | 4.73% | 2.70% | -1.97% | -3.98% | -2.40% | 7.76% | 4.74% | 18.71% |
| 2022 | -4.14% | -2.24% | 1.36% | -7.04% | 0.65% | -6.67% | 6.59% | -3.79% | -7.94% | 5.22% | 6.19% | -3.90% | -15.93% |
| 2021 | -0.41% | 1.84% | 2.49% | 3.45% | 1.05% | 1.18% | 1.21% | 1.87% | -3.40% | 4.35% | -1.30% | 3.22% | 16.40% |
| 2020 | -0.32% | -5.22% | -9.77% | 7.98% | 3.53% | 1.93% | 3.99% | 4.01% | -2.30% | -1.56% | 8.42% | 3.27% | 13.14% |
| 2019 | 5.72% | 1.93% | 1.50% | 2.45% | -3.85% | 4.82% | 0.40% | -0.62% | 1.34% | 1.87% | 1.89% | 2.29% | 21.26% |
| 2018 | -1.67% | 2.27% | 1.35% | -0.01% | -5.45% | 1.45% | -5.01% | -7.13% |
Expense Ratio
ETF Fidelity has an expense ratio of 0.05%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ETF Fidelity is 60, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
IEMG iShares Core MSCI Emerging Markets ETF | 0.38 | 0.68 | 1.09 | 0.31 | 1.25 |
IDEV iShares Core MSCI International Developed Markets ETF | 0.61 | 0.97 | 1.13 | 0.77 | 2.46 |
IJR iShares Core S&P Small-Cap ETF | -0.20 | -0.12 | 0.98 | -0.16 | -0.55 |
IJH iShares Core S&P Mid-Cap ETF | -0.12 | -0.02 | 1.00 | -0.10 | -0.38 |
IVV iShares Core S&P 500 ETF | 0.31 | 0.57 | 1.08 | 0.31 | 1.41 |
AGG iShares Core U.S. Aggregate Bond ETF | 1.29 | 1.88 | 1.22 | 0.52 | 3.31 |
FLDR Fidelity Low Duration Bond Factor ETF | 4.90 | 8.12 | 2.28 | 7.40 | 42.85 |
Dividends
Dividend yield
ETF Fidelity provided a 2.62% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.62% | 2.56% | 2.38% | 2.08% | 1.71% | 1.76% | 2.42% | 2.49% | 1.77% | 1.68% | 1.82% | 1.60% |
| Portfolio components: | ||||||||||||
IEMG iShares Core MSCI Emerging Markets ETF | 3.22% | 3.20% | 2.89% | 2.71% | 3.06% | 1.87% | 3.15% | 2.76% | 2.35% | 2.28% | 2.53% | 2.30% |
IDEV iShares Core MSCI International Developed Markets ETF | 3.10% | 3.30% | 3.06% | 2.69% | 3.05% | 2.00% | 3.19% | 3.16% | 1.54% | 0.00% | 0.00% | 0.00% |
IJR iShares Core S&P Small-Cap ETF | 2.45% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% |
IJH iShares Core S&P Mid-Cap ETF | 1.51% | 1.33% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% | 1.34% |
IVV iShares Core S&P 500 ETF | 1.46% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.79% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% |
FLDR Fidelity Low Duration Bond Factor ETF | 5.28% | 5.50% | 5.28% | 2.09% | 0.51% | 1.22% | 2.69% | 1.38% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the ETF Fidelity. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the ETF Fidelity was 25.09%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current ETF Fidelity drawdown is 7.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.09% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -22.17% | Jan 5, 2022 | 196 | Oct 14, 2022 | 320 | Jan 25, 2024 | 516 |
| -14% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -12.76% | Sep 21, 2018 | 65 | Dec 24, 2018 | 68 | Apr 3, 2019 | 133 |
| -6.2% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The current ETF Fidelity volatility is 10.21%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| FLDR | AGG | IEMG | IJR | IVV | IDEV | IJH | |
|---|---|---|---|---|---|---|---|
| FLDR | 1.00 | 0.51 | 0.03 | 0.02 | 0.02 | 0.05 | 0.02 |
| AGG | 0.51 | 1.00 | 0.07 | 0.04 | 0.08 | 0.12 | 0.05 |
| IEMG | 0.03 | 0.07 | 1.00 | 0.59 | 0.68 | 0.79 | 0.63 |
| IJR | 0.02 | 0.04 | 0.59 | 1.00 | 0.79 | 0.73 | 0.96 |
| IVV | 0.02 | 0.08 | 0.68 | 0.79 | 1.00 | 0.80 | 0.86 |
| IDEV | 0.05 | 0.12 | 0.79 | 0.73 | 0.80 | 1.00 | 0.78 |
| IJH | 0.02 | 0.05 | 0.63 | 0.96 | 0.86 | 0.78 | 1.00 |