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Issuer
Fidelity
Inception Date
Apr 19, 2007
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
Assets Under Management
$8B

Share Price Chart


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Performance

FELC Performance Chart

Fidelity Enhanced Large Cap Core ETF (FELC) is up 10.3% since the beginning of the year. FELC is currently trading at $42 per share.


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S&P 500 Index

Returns By Period

Fidelity Enhanced Large Cap Core ETF (FELC) has returned 10.25% so far this year and 27.67% over the past 12 months.


Fidelity Enhanced Large Cap Core ETF

1D
-0.17%
1M
0.55%
YTD
10.25%
6M
9.77%
1Y
27.67%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FELC Monthly Returns History

Based on dividend-adjusted daily data since Nov 20, 2023, FELC's average daily return is +0.09%, while the average monthly return is +1.76%. At this rate, an investment would double in approximately 3.3 years.

Historically, 72% of months were positive and 28% were negative. The best month was Apr 2026 with a return of +10.4%, 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, FELC closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.3%, while the worst single day was Apr 4, 2025 at -5.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.18%-0.91%-4.96%10.42%5.79%-0.95%10.25%
20252.58%-1.87%-5.63%-0.67%6.26%5.06%1.48%2.91%3.70%1.99%0.18%0.46%17.09%
20242.03%5.60%3.32%-4.34%4.54%4.00%0.85%2.27%1.93%-0.31%5.60%-2.24%25.25%
20230.95%5.06%6.06%

Benchmark Metrics

Fidelity Enhanced Large Cap Core ETF has an annualized alpha of 1.71%, beta of 0.98, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since November 20, 2023.

  • This ETF captured 103.18% of S&P 500 Index gains but only 93.98% of its losses - a favorable profile for investors.
  • With beta of 0.98 and R2 of 0.99, 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
1.71%
Beta
0.98
0.99
Upside Capture
103.18%
Downside Capture
93.98%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FELC ranks 70 for risk / return — better than 70% 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.


FELC Risk / Return Rank: 7070
Overall Rank
FELC Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FELC Sortino Ratio Rank: 6868
Sortino Ratio Rank
FELC Omega Ratio Rank: 7070
Omega Ratio Rank
FELC Calmar Ratio Rank: 6464
Calmar Ratio Rank
FELC Martin Ratio Rank: 7575
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 Large Cap Core ETF (FELC) 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.


FELCBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

3.06

2.78

+0.27

Martin ratioReturn relative to average drawdown

13.72

12.44

+1.28

Dividends

Dividend History

Fidelity Enhanced Large Cap Core ETF provided a 0.85% dividend yield over the last twelve months, with an annual payout of $0.36 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%0.20%0.40%0.60%0.80%1.00%$0.00$0.10$0.20$0.30$0.40202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.36$0.35$0.34$0.01

Dividend yield

0.85%0.92%1.03%0.04%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Enhanced Large Cap Core 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$0.10$0.00$0.00$0.09$0.19
2025$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.08$0.00$0.00$0.09$0.35
2024$0.00$0.00$0.09$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.09$0.34
2023$0.01$0.01

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 Large Cap Core 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 Large Cap Core ETF was 18.59%, occurring on Apr 8, 2025. Recovery took 54 trading sessions.

The current Fidelity Enhanced Large Cap Core ETF drawdown is 1.46%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-18.59%Apr 2025
2mo 14d2mo 19d
5mo 3dJan 2025 - Jun 2025
2026 pullback2026
-9.09%Mar 2026
1mo 25d15d
2mo 10dFeb 2026 - Apr 2026
2024 pullback2024
-8.70%Aug 2024
19d1mo 15d
2mo 4dJul 2024 - Sep 2024
2025 pullback2025
-5.14%Nov 2025
22d15d
1mo 7dOct 2025 - Dec 2025
2024 pullback2024
-5.08%Apr 2024
18d26d
1mo 14dApr 2024 - May 2024

Drawdown Indicators


FELCBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.59%

-56.78%

+38.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.09%

-9.10%

+0.01%

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

-1.46%

-1.80%

+0.34%

Average Drawdown

Average peak-to-trough decline

-1.91%

-10.71%

+8.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.03%

-0.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FELC

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

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