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Issuer
Fidelity
Inception Date
Sep 8, 2022
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

FEQHX Performance Chart

Fidelity Hedged Equity Fund (FEQHX) is up 8.3% since the beginning of the year. FEQHX is currently trading at $16 per share.


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S&P 500 Index

Returns By Period

Fidelity Hedged Equity Fund (FEQHX) has returned 8.26% so far this year and 20.17% over the past 12 months.


Fidelity Hedged Equity Fund

1D
0.88%
1M
0.00%
YTD
8.26%
6M
7.75%
1Y
20.17%
3Y*
16.28%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.15%
1Y
24.03%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEQHX Monthly Returns History

Based on dividend-adjusted daily data since Sep 8, 2022, FEQHX's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, an investment would double in approximately 5.1 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +8.9%, while the worst month was Sep 2022 at -7.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FEQHX closed higher 51% of trading days. The best single day was Nov 10, 2022 with a return of +4.7%, while the worst single day was Sep 13, 2022 at -3.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.01%-1.06%-4.03%8.89%5.02%-1.29%8.26%
20251.37%-1.20%-3.94%0.39%4.95%4.12%1.58%1.70%3.27%1.95%-0.46%-0.57%13.61%
20241.17%4.54%2.58%-4.07%3.81%3.42%0.81%2.48%1.56%-1.00%4.58%-1.59%19.46%
20234.21%-2.42%2.55%0.81%0.30%4.69%2.67%-1.86%-3.60%-1.37%7.06%3.92%17.65%
2022-7.08%4.08%4.02%-5.41%-4.85%

Benchmark Metrics

Fidelity Hedged Equity Fund has an annualized alpha of 1.51%, beta of 0.68, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since September 08, 2022.

  • This fund participated in 83.73% of S&P 500 Index downside but only 75.14% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.68 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.51%
Beta
0.68
0.92
Upside Capture
75.14%
Downside Capture
83.73%

Expense Ratio

FEQHX has an expense ratio of 0.55%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FEQHX ranks 55 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FEQHX Risk / Return Rank: 5555
Overall Rank
FEQHX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FEQHX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FEQHX Omega Ratio Rank: 5454
Omega Ratio Rank
FEQHX Calmar Ratio Rank: 5454
Calmar Ratio Rank
FEQHX Martin Ratio Rank: 5555
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 Hedged Equity Fund (FEQHX) 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.


FEQHXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

2.70

2.78

-0.08

Martin ratioReturn relative to average drawdown

10.42

12.44

-2.02

Dividends

Dividend History

Fidelity Hedged Equity Fund provided a 0.51% dividend yield over the last twelve months, with an annual payout of $0.08 per share.


0.40%0.50%0.60%0.70%0.80%$0.00$0.02$0.04$0.06$0.082022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.08$0.06$0.08$0.09$0.04

Dividend yield

0.51%0.43%0.61%0.77%0.37%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Hedged Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.02$0.00$0.00$0.02
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.06
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2023$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.09
2022$0.04$0.04

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 Hedged Equity Fund. 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 Hedged Equity Fund was 10.42%, occurring on Apr 7, 2025. Recovery took 44 trading sessions.

The current Fidelity Hedged Equity Fund drawdown is 1.59%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-10.42%Apr 2025
3mo 21d2mo 4d
5mo 25dDec 2024 - Jun 2025
Bear market2022
-9.38%Oct 2022
1mo 1d7mo 21d
8mo 22dSep 2022 - Jun 2023
2023 pullback2023
-7.52%Oct 2023
2mo 27d1mo 5d
4mo 2dAug 2023 - Dec 2023
2026 pullback2026
-7.40%Mar 2026
5mo 1d16d
5mo 17dOct 2025 - Apr 2026
2024 pullback2024
-5.69%Aug 2024
21d1mo 13d
2mo 4dJul 2024 - Sep 2024

Drawdown Indicators


FEQHXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-10.42%

-56.78%

+46.36%

Max Drawdown (1Y)

Largest decline over 1 year

-7.40%

-9.10%

+1.70%

Max Drawdown (3Y)

Largest decline over 3 years

-10.42%

-18.90%

+8.48%

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

-1.59%

-1.80%

+0.21%

Average Drawdown

Average peak-to-trough decline

-2.22%

-10.71%

+8.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

2.03%

-0.12%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FEQHX

Add Fidelity Hedged Equity Fund 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 FEQHX