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CUSIP
31609A701
Issuer
Fidelity
Inception Date
Nov 19, 2024
Region
North America (United States)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

FEAC Performance Chart

Fidelity Enhanced U.S. All-Cap Equity ETF (FEAC) is up 13.0% since the beginning of the year. FEAC is currently trading at $33 per share.


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S&P 500 Index

Returns By Period

Fidelity Enhanced U.S. All-Cap Equity ETF (FEAC) has returned 13.02% so far this year and 32.02% over the past 12 months.


Fidelity Enhanced U.S. All-Cap Equity ETF

1D
0.47%
1M
6.39%
YTD
13.02%
6M
13.99%
1Y
32.02%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEAC Monthly Returns History

Based on dividend-adjusted daily data since Nov 21, 2024, FEAC's average daily return is +0.08%, while the average monthly return is +1.43%. At this rate, an investment would double in approximately 4.1 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2026 with a return of +10.3%, while the worst month was Mar 2025 at -5.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FEAC closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Apr 4, 2025 at -5.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.20%-0.07%-5.13%10.30%5.70%1.05%13.02%
20252.81%-1.68%-5.55%-0.40%5.94%5.47%0.99%3.06%3.70%2.03%0.07%0.77%18.01%
20241.64%-3.28%-1.69%

Benchmark Metrics

Fidelity Enhanced U.S. All-Cap Equity ETF has an annualized alpha of 1.52%, beta of 1.01, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since November 22, 2024.

  • This ETF captured 104.00% of S&P 500 Index gains but only 94.27% of its losses - a favorable profile for investors.
  • With beta of 1.01 and R2 of 0.97, 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
1.52%
Beta
1.01
0.97
Upside Capture
104.00%
Downside Capture
94.27%

Expense Ratio

FEAC has an expense ratio of 0.18%, which is considered low.


Return for Risk

Risk / Return Rank

FEAC 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.


FEAC Risk / Return Rank: 7777
Overall Rank
FEAC Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FEAC Sortino Ratio Rank: 7676
Sortino Ratio Rank
FEAC Omega Ratio Rank: 7474
Omega Ratio Rank
FEAC Calmar Ratio Rank: 7777
Calmar Ratio Rank
FEAC Martin Ratio Rank: 8383
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 Enhanced U.S. All-Cap Equity ETF (FEAC) and compare them to S&P 500 Index.


FEACBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.57

2.39

+0.19

Sortino ratio

Return per unit of downside risk

3.49

3.25

+0.24

Omega ratio

Gain probability vs. loss probability

1.45

1.43

+0.02

Calmar ratio

Return relative to maximum drawdown

3.95

3.11

+0.83

Martin ratio

Return relative to average drawdown

17.26

14.38

+2.87

Dividends

Dividend History

Fidelity Enhanced U.S. All-Cap Equity ETF provided a 0.85% dividend yield over the last twelve months, with an annual payout of $0.28 per share.


0.20%0.40%0.60%0.80%1.00%$0.00$0.05$0.10$0.15$0.20$0.2520242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.28$0.27$0.03

Dividend yield

0.85%0.94%0.12%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Enhanced U.S. All-Cap Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.08$0.00$0.00$0.00$0.08
2025$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.06$0.00$0.00$0.06$0.27
2024$0.03$0.03

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 Enhanced U.S. All-Cap Equity ETF. 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 Enhanced U.S. All-Cap Equity ETF was 18.96%, occurring on Apr 8, 2025. Recovery took 54 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-18.96%Apr 2025
4mo 3d2mo 19d
6mo 22dDec 2024 - Jun 2025
2026 pullback2026
-8.15%Mar 2026
2mo 1d15d
2mo 16dJan 2026 - Apr 2026
2025 pullback2025
-5.80%Nov 2025
22d20d
1mo 12dOct 2025 - Dec 2025
2025 pullback2025
-3.30%Oct 2025
1d11d
12dOct 2025 - Oct 2025
2025 pullback2025
-2.73%Dec 2025
5d5d
10dDec 2025 - Dec 2025

Drawdown Indicators


FEACBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.96%

-56.78%

+37.82%

Max Drawdown (1Y)

Largest decline over 1 year

-8.15%

-9.10%

+0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.56%

-10.72%

+8.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

1.97%

-0.11%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FEAC

Add Fidelity Enhanced U.S. All-Cap Equity ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with FEAC