Fidelity Managed Futures ETF (FFUT)

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

Based on dividend-adjusted daily data since Jun 5, 2025, FFUT's average daily return is +0.08%, while the average monthly return is +1.53%. At this rate, your investment would double in approximately 3.8 years.

Historically, 90% of months were positive and 10% were negative. The best month was Jan 2026 with a return of +3.7%, while the worst month was Jul 2025 at -0.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 1 months.

On a daily basis, FFUT closed higher 60% of trading days. The best single day was Mar 18, 2026 with a return of +3.3%, while the worst single day was Mar 19, 2026 at -2.8%.

Fidelity Managed Futures ETF has an annualized alpha of 18.31%, beta of 0.19, and R² of 0.04 versus S&P 500 Index. Calculated based on daily prices since June 06, 2025.

• This ETF captured 59.04% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -110.22%) — a profile typical of hedging or uncorrelated assets.
• Beta of 0.19 may look defensive, but with R² of 0.04 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R² of 0.04 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

FFUT has an expense ratio of 0.80%, placing it in the medium range.

The table below present risk-adjusted performance metrics for Fidelity Managed Futures ETF (FFUT) and compare them to a chosen benchmark (S&P 500 Index).

Fidelity Managed Futures ETF provided a 1.95% dividend yield over the last twelve months, with an annual payout of $1.12 per share.

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

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.

The table below displays the maximum drawdowns of the Fidelity Managed Futures 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 Managed Futures ETF was 2.84%, occurring on Mar 23, 2026. The portfolio has not yet recovered.

The current Fidelity Managed Futures ETF drawdown is 1.59%.

The chart below shows the rolling one-month volatility.