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Fidelity Fundamental Large Cap Core ETF (FFLC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

Fidelity

Inception Date

Jun 2, 2020

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FFLC features an expense ratio of 0.38%, falling within the medium range.


Expense ratio chart for FFLC: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
FFLC vs. FFLV FFLC vs. INFL FFLC vs. SCHG FFLC vs. SDCI FFLC vs. MGK FFLC vs. SPGP FFLC vs. FMAG FFLC vs. MOAT FFLC vs. UPRO FFLC vs. HFXI
Popular comparisons:
FFLC vs. FFLV FFLC vs. INFL FFLC vs. SCHG FFLC vs. SDCI FFLC vs. MGK FFLC vs. SPGP FFLC vs. FMAG FFLC vs. MOAT FFLC vs. UPRO FFLC vs. HFXI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Fundamental Large Cap Core ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.58%
8.87%
FFLC (Fidelity Fundamental Large Cap Core ETF)
Benchmark (^GSPC)

Returns By Period

Fidelity Fundamental Large Cap Core ETF had a return of 28.29% year-to-date (YTD) and 28.78% in the last 12 months.


FFLC

YTD

28.29%

1M

-1.52%

6M

6.29%

1Y

28.78%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

The table below presents the monthly returns of FFLC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.27%7.78%4.82%-3.45%5.14%2.84%0.48%2.66%2.06%-0.50%4.69%28.29%
20235.85%-1.38%1.63%0.81%0.68%7.26%2.98%-0.93%-4.94%-2.19%9.38%4.38%25.07%
2022-0.75%1.62%2.26%-5.71%4.26%-10.17%7.70%-1.15%-8.42%12.27%5.21%-4.69%-0.04%
20210.29%8.09%5.50%4.02%3.31%-1.26%-0.24%1.27%-3.12%4.88%-5.56%5.85%24.53%
2020-4.07%3.15%3.23%-2.86%-0.67%15.59%4.25%18.76%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 88, FFLC is among the top 12% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FFLC is 8888
Overall Rank
The Sharpe Ratio Rank of FFLC is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of FFLC is 8787
Sortino Ratio Rank
The Omega Ratio Rank of FFLC is 8686
Omega Ratio Rank
The Calmar Ratio Rank of FFLC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of FFLC is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Fidelity Fundamental Large Cap Core ETF (FFLC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FFLC, currently valued at 2.26, compared to the broader market0.002.004.002.262.07
The chart of Sortino ratio for FFLC, currently valued at 3.07, compared to the broader market-2.000.002.004.006.008.0010.003.072.76
The chart of Omega ratio for FFLC, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.411.39
The chart of Calmar ratio for FFLC, currently valued at 3.38, compared to the broader market0.005.0010.0015.003.383.05
The chart of Martin ratio for FFLC, currently valued at 15.49, compared to the broader market0.0020.0040.0060.0080.00100.0015.4913.27
FFLC
^GSPC

The current Fidelity Fundamental Large Cap Core ETF Sharpe ratio is 2.26. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Fidelity Fundamental Large Cap Core ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.26
2.10
FFLC (Fidelity Fundamental Large Cap Core ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity Fundamental Large Cap Core ETF provided a 0.61% dividend yield over the last twelve months, with an annual payout of $0.28 per share.


0.60%0.80%1.00%1.20%1.40%1.60%$0.00$0.10$0.20$0.30$0.40$0.502020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend$0.28$0.21$0.49$0.50$0.22

Dividend yield

0.61%0.57%1.67%1.68%0.89%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Fundamental Large Cap Core ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.06$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.00$0.28
2023$0.00$0.00$0.08$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.04$0.21
2022$0.00$0.00$0.09$0.00$0.00$0.12$0.00$0.00$0.13$0.00$0.00$0.15$0.49
2021$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.23$0.50
2020$0.02$0.00$0.00$0.06$0.00$0.00$0.14$0.22

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.84%
-2.62%
FFLC (Fidelity Fundamental Large Cap Core ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Fundamental 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 Fundamental Large Cap Core ETF was 15.86%, occurring on Sep 27, 2022. Recovery took 83 trading sessions.

The current Fidelity Fundamental Large Cap Core ETF drawdown is 3.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.86%Apr 21, 2022110Sep 27, 202283Jan 26, 2023193
-11.19%Jun 9, 202014Jun 26, 202092Nov 5, 2020106
-9.4%Aug 2, 202362Oct 27, 202316Nov 20, 202378
-8.94%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-8.03%Nov 9, 202116Dec 1, 202123Jan 4, 202239

Volatility

Volatility Chart

The current Fidelity Fundamental Large Cap Core ETF volatility is 3.60%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.60%
3.79%
FFLC (Fidelity Fundamental Large Cap Core ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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