PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

Fidelity Low Duration Bond Factor ETF (FLDR)

ETF · Currency in USD · Last updated Dec 7, 2023

FLDR is a passive ETF by Fidelity tracking the investment results of the Fidelity Low Duration Investment Grade Factor Index. FLDR launched on Jun 12, 2018 and has a 0.15% expense ratio.

Summary

ETF Info

ISINUS3161884081
CUSIP316188408
IssuerFidelity
Inception DateJun 12, 2018
RegionDeveloped Markets (Broad)
CategoryCorporate Bonds
Index TrackedFidelity Low Duration Investment Grade Factor Index
ETF Home Pagescreener.fidelity.com
Asset ClassBond

Expense Ratio

The Fidelity Low Duration Bond Factor ETF features an expense ratio of 0.15%, falling within the medium range.


0.15%
0.00%2.15%

Share Price Chart


Loading data...

Performance

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


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
2.71%
6.61%
FLDR (Fidelity Low Duration Bond Factor ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with FLDR

Fidelity Low Duration Bond Factor ETF

Popular comparisons: FLDR vs. VCSH, FLDR vs. IGSB, FLDR vs. BSV, FLDR vs. FCOR, FLDR vs. AGG, FLDR vs. VTIP, FLDR vs. BND, FLDR vs. SCHZ, FLDR vs. VOO, FLDR vs. ICSH

Return

Fidelity Low Duration Bond Factor ETF had a return of 5.62% year-to-date (YTD) and 5.94% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.62%18.49%
1 month1.01%4.20%
6 months2.71%6.60%
1 year5.94%15.43%
5 years (annualized)2.30%11.59%
10 years (annualized)N/A9.70%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.42%0.56%0.39%0.35%0.09%0.12%0.98%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Fidelity Low Duration Bond Factor ETF (FLDR) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FLDR
Fidelity Low Duration Bond Factor ETF
4.46
^GSPC
S&P 500
1.00

Sharpe Ratio

The current Fidelity Low Duration Bond Factor ETF Sharpe ratio is 4.46. A Sharpe ratio of 3.0 or higher is considered excellent.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
4.46
1.00
FLDR (Fidelity Low Duration Bond Factor ETF)
Benchmark (^GSPC)

Dividend History

Fidelity Low Duration Bond Factor ETF granted a 5.24% dividend yield in the last twelve months. The annual payout for that period amounted to $2.61 per share.


PeriodTTM20222021202020192018
Dividend$2.61$1.04$0.26$0.63$1.36$0.69

Dividend yield

5.24%2.09%0.51%1.22%2.69%1.38%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.18$0.21$0.19$0.22$0.22$0.23$0.21$0.24$0.23$0.23$0.24
2022$0.01$0.03$0.02$0.04$0.05$0.07$0.08$0.11$0.11$0.14$0.17$0.22
2021$0.02$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03
2020$0.09$0.09$0.09$0.08$0.06$0.05$0.04$0.03$0.03$0.02$0.03$0.03
2019$0.09$0.14$0.11$0.13$0.13$0.12$0.11$0.10$0.10$0.10$0.10$0.14
2018$0.06$0.11$0.11$0.10$0.09$0.11$0.11

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-5.15%
FLDR (Fidelity Low Duration Bond Factor ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Low Duration Bond 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 Low Duration Bond Factor ETF was 12.23%, occurring on Mar 20, 2020. Recovery took 58 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.23%Mar 6, 202011Mar 20, 202058Jun 12, 202069
-2.33%Aug 4, 2021307Oct 20, 202257Jan 12, 2023364
-1.06%Oct 24, 201835Dec 13, 201838Feb 8, 201973
-0.68%Mar 14, 20236Mar 21, 202311Apr 5, 202317
-0.53%Dec 14, 202074Mar 31, 202168Jul 8, 2021142

Volatility Chart

The current Fidelity Low Duration Bond Factor ETF volatility is 0.39%, 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.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
0.39%
2.92%
FLDR (Fidelity Low Duration Bond Factor ETF)
Benchmark (^GSPC)