Sortino ratio is not yet available for FEMV. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Fidelity Enhanced Mid Cap Value ETF's Sortino Ratio with other ETFs in the Mid Cap Value Equities category across multiple time periods, showing how FEMV's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 8, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| QVAL | Alpha Architect U.S. Quantitative Value ETF | 3.08 | |||
| IMCV | iShares Morningstar Mid-Cap ETF | 3.00 | |||
| EQRR | ProShares Equities for Rising Rates ETF | 2.97 | |||
| VOE | Vanguard Mid-Cap Value ETF | 2.94 | |||
| RDIV | Invesco S&P Ultra Dividend Revenue ETF | 2.86 | |||
| FAB | First Trust Multi Cap Value AlphaDEX Fund | 2.84 | |||
| DVLU | First Trust Dorsey Wright Momentum & Value ETF | 2.81 | |||
| RNIN | Bushido Capital US SMID Cap Equity ETF | 2.78 | |||
| IWS | iShares Russell Mid-Cap Value ETF | 2.74 | |||
| ONEY | SPDR Russell 1000 Yield Focus ETF | 2.71 | |||
| FEMV | Fidelity Enhanced Mid Cap Value ETF | — |
Historical Sortino Ratio
The chart shows FEMV's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when FEMV consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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