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ISIN
US3160928327
CUSIP
316092832
Issuer
Fidelity
Inception Date
Sep 12, 2016
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Fidelity Dividend Index for Rising Rates
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$728M

Share Price Chart


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Performance

FDRR Performance Chart

Fidelity Dividend ETF for Rising Rates (FDRR) is up 8.3% since the beginning of the year. FDRR is currently trading at $65 per share. Investors who bought $1,000 worth of FDRR shares 5 years ago would now be looking at an investment worth $1,818.


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S&P 500 Index

Returns By Period

Fidelity Dividend ETF for Rising Rates (FDRR) has returned 8.28% so far this year and 28.05% over the past 12 months.


Fidelity Dividend ETF for Rising Rates

1D
0.09%
1M
0.99%
YTD
8.28%
6M
9.17%
1Y
28.05%
3Y*
19.29%
5Y*
12.70%
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.34%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDRR Monthly Returns History

Based on dividend-adjusted daily data since Sep 15, 2016, FDRR's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, an investment would double in approximately 5.1 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +12.4%, while the worst month was Mar 2020 at -15.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FDRR closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.2%, while the worst single day was Mar 12, 2020 at -10.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.88%-0.50%-4.38%7.70%5.94%-2.10%8.28%
20251.48%1.42%-4.98%-2.52%5.84%6.04%1.78%3.81%2.87%2.35%1.41%0.84%21.70%
20240.57%2.22%3.79%-3.65%5.97%2.15%2.46%3.33%1.37%-0.01%4.34%-3.49%20.24%
20234.37%-2.98%1.72%1.33%-3.47%5.88%3.02%-2.14%-4.86%-2.18%7.98%5.19%13.66%
2022-1.68%-2.78%3.36%-6.36%1.56%-8.00%6.39%-3.77%-9.64%10.40%6.74%-4.21%-9.73%
20210.52%3.24%5.83%3.51%1.68%0.46%0.93%1.64%-3.93%5.01%-1.41%6.39%26.06%

Benchmark Metrics

Fidelity Dividend ETF for Rising Rates has an annualized alpha of 1.16%, beta of 0.89, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since September 15, 2016.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.36%) than losses (94.13%) - typical of diversified or defensive assets.
  • With beta of 0.89 and R2 of 0.93, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.16%
Beta
0.89
0.93
Upside Capture
94.36%
Downside Capture
94.13%

Expense Ratio

FDRR has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

FDRR ranks 77 for risk / return — better than 77% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FDRR Risk / Return Rank: 7777
Overall Rank
FDRR Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FDRR Sortino Ratio Rank: 8282
Sortino Ratio Rank
FDRR Omega Ratio Rank: 8080
Omega Ratio Rank
FDRR Calmar Ratio Rank: 6868
Calmar Ratio Rank
FDRR Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity Dividend ETF for Rising Rates (FDRR) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FDRRBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.45

1.35

+0.10

Calmar ratioReturn relative to maximum drawdown

3.29

2.66

+0.64

Martin ratioReturn relative to average drawdown

13.59

11.86

+1.73

Dividends

Dividend History

Fidelity Dividend ETF for Rising Rates provided a 2.16% dividend yield over the last twelve months, with an annual payout of $1.41 per share. The fund has been increasing its distributions for 4 consecutive years.


1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.402016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$1.41$1.35$1.34$1.29$1.10$0.95$1.05$1.02$0.92$0.89$0.16

Dividend yield

2.16%2.21%2.61%2.93%2.75%2.09%2.85%2.89%3.20%2.89%0.61%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Dividend ETF for Rising Rates. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.35$0.00$0.00$0.41$0.76
2025$0.00$0.00$0.30$0.00$0.00$0.40$0.00$0.00$0.32$0.00$0.00$0.33$1.35
2024$0.00$0.00$0.29$0.00$0.00$0.30$0.00$0.00$0.28$0.00$0.00$0.47$1.34
2023$0.00$0.00$0.37$0.00$0.00$0.37$0.00$0.00$0.28$0.00$0.00$0.27$1.29
2022$0.00$0.00$0.30$0.00$0.00$0.31$0.00$0.00$0.29$0.00$0.00$0.19$1.10
2021$0.00$0.00$0.24$0.00$0.00$0.25$0.00$0.00$0.27$0.00$0.00$0.20$0.95

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Dividend ETF for Rising Rates. 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 Fidelity Dividend ETF for Rising Rates was 36.52%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.

The current Fidelity Dividend ETF for Rising Rates drawdown is 2.71%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-36.52%Mar 2020
1mo 9d8mo 6d
9mo 15dFeb 2020 - Nov 2020
Bear market2022
-20.92%Sep 2022
8mo 28d1y 2mo
1y 11moJan 2022 - Dec 2023
2025 selloff2025
-18.04%Apr 2025
1mo 17d2mo 19d
4mo 6dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018
-15.97%Dec 2018
3mo 1d3mo 11d
6mo 12dSep 2018 - Apr 2019
2018 pullback2018
-9.96%Mar 2018
1mo 23d5mo 7d
7moJan 2018 - Aug 2018

Drawdown Indicators


FDRRBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-36.52%

-56.78%

+20.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.52%

-9.10%

+0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-18.04%

-18.90%

+0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

-25.43%

+4.51%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.71%

-2.49%

-0.22%

Average Drawdown

Average peak-to-trough decline

-4.00%

-10.72%

+6.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.03%

+0.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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