- ISIN
- US3160927170
- CUSIP
- 316092717
- Issuer
- Fidelity
- Inception Date
- Jan 16, 2018
- Region
- Developed Markets (Broad)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Fidelity® International Value Factor Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $555M
Share Price Chart
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Performance
FIVA Performance Chart
Fidelity International Value Factor ETF (FIVA) is up 14.5% since the beginning of the year. FIVA is currently trading at $39 per share. Investors who bought $1,000 worth of FIVA shares 5 years ago would now be looking at an investment worth $1,899.
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Returns By Period
Fidelity International Value Factor ETF (FIVA) has returned 14.51% so far this year and 38.46% over the past 12 months.
Fidelity International Value Factor ETF
- 1D
- -0.84%
- 1M
- 3.85%
- YTD
- 14.51%
- 6M
- 17.25%
- 1Y
- 38.46%
- 3Y*
- 22.00%
- 5Y*
- 13.68%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -1.21%
- 1M
- 0.23%
- YTD
- 8.39%
- 6M
- 10.39%
- 1Y
- 24.03%
- 3Y*
- 18.94%
- 5Y*
- 12.24%
- 10Y*
- 13.61%
FIVA Monthly Returns History
Based on dividend-adjusted daily data since Jan 18, 2018, FIVA's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +17.9%, while the worst month was Mar 2020 at -16.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FIVA closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +7.7%, while the worst single day was Mar 12, 2020 at -10.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.60% | 4.33% | -7.75% | 5.77% | 3.45% | 2.00% | 14.51% | ||||||
| 2025 | 4.92% | 4.53% | 1.31% | 3.41% | 4.97% | 2.63% | -0.68% | 5.46% | 2.36% | 1.31% | 3.18% | 5.12% | 45.83% |
| 2024 | -0.78% | 1.73% | 4.13% | -1.42% | 5.00% | -3.23% | 3.35% | 2.20% | 0.66% | -4.84% | -0.38% | -3.37% | 2.53% |
| 2023 | 9.60% | -1.99% | 0.98% | 3.07% | -4.73% | 6.37% | 3.16% | -1.99% | -2.38% | -3.87% | 7.15% | 4.51% | 20.38% |
| 2022 | 0.39% | -3.17% | -0.15% | -5.64% | 2.78% | -9.88% | 3.00% | -5.33% | -9.89% | 7.55% | 13.22% | -1.26% | -10.37% |
| 2021 | 0.14% | 4.02% | 4.17% | 1.79% | 4.41% | -1.84% | 0.16% | 0.94% | -2.27% | 2.90% | -4.80% | 5.79% | 15.90% |
Benchmark Metrics
Fidelity International Value Factor ETF has an annualized alpha of 0.36%, beta of 0.73, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since January 18, 2018.
- This ETF participated in 82.57% of S&P 500 Index downside but only 72.45% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.36%
- Beta
- 0.73
- R²
- 0.62
- Upside Capture
- 72.45%
- Downside Capture
- 82.57%
Expense Ratio
FIVA has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FIVA ranks 78 for risk / return — better than 78% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Fidelity International Value Factor ETF (FIVA) 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.
| FIVA | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.35 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 2.65 | +0.65 |
| Martin ratioReturn relative to average drawdown | 12.91 | 11.88 | +1.03 |
Dividends
Dividend History
Fidelity International Value Factor ETF provided a 2.49% dividend yield over the last twelve months, with an annual payout of $0.97 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.97 | $0.92 | $0.85 | $0.89 | $0.76 | $0.92 | $0.54 | $0.83 | $0.65 |
Dividend yield | 2.49% | 2.68% | 3.52% | 3.63% | 3.62% | 3.76% | 2.46% | 3.61% | 3.28% |
Monthly Dividends
The table displays the monthly dividend distributions for Fidelity International Value Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.00 | $0.31 | ||||||
| 2025 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.14 | $0.92 |
| 2024 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.11 | $0.85 |
| 2023 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.16 | $0.89 |
| 2022 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.08 | $0.76 |
| 2021 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.27 | $0.92 |
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 International Value Factor 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 International Value Factor ETF was 39.76%, occurring on Mar 23, 2020. Recovery took 227 trading sessions.
The current Fidelity International Value Factor ETF drawdown is 1.02%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -39.76%Mar 2020 | 2y 1mo | 11mo | 3y 24dJan 2018 - Feb 2021 |
Bear market2022 | -28.70%Sep 2022 | 8mo 12d | 9mo 24d | 1y 6moJan 2022 - Jul 2023 |
2025 selloff2025 | -14.77%Apr 2025 | 19d | 24d | 1mo 13dMar 2025 - May 2025 |
2026 correction2026 | -11.71%Mar 2026 | 21d | 2mo 2d | 2mo 23dFeb 2026 - May 2026 |
2025 correction2025 | -10.18%Jan 2025 | 3mo 18d | 1mo 13d | 5mo 1dSep 2024 - Feb 2025 |
Drawdown Indicators
| FIVA | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.76% | -56.78% | +17.02% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -9.10% | -2.61% |
Max Drawdown (3Y)Largest decline over 3 years | -14.77% | -18.90% | +4.13% |
Max Drawdown (5Y)Largest decline over 5 years | -28.70% | -25.43% | -3.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.02% | -2.49% | +1.47% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -10.72% | +2.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.03% | +0.96% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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