Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Fidelity Water Sustainability Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
Fidelity Water Sustainability Fund (FLOWX) has returned -0.36% so far this year and 17.74% over the past 12 months.
Fidelity Water Sustainability Fund
- 1D
- 0.10%
- 1M
- -10.56%
- YTD
- -0.36%
- 6M
- 0.59%
- 1Y
- 17.74%
- 3Y*
- 12.88%
- 5Y*
- 8.51%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Apr 16, 2020, FLOWX's average daily return is +0.06%, while the average monthly return is +1.19%. At this rate, your investment would double in approximately 4.9 years.
Historically, 57% of months were positive and 43% were negative. The best month was Oct 2022 with a return of +11.7%, while the worst month was Jan 2022 at -12.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FLOWX closed higher 53% of trading days. The best single day was Nov 10, 2022 with a return of +6.4%, while the worst single day was Jun 11, 2020 at -5.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.34% | 5.75% | -10.56% | -0.36% | |||||||||
| 2025 | 2.94% | -1.72% | -1.28% | 5.48% | 4.41% | 3.05% | 0.07% | 3.48% | -0.41% | -0.10% | 1.64% | -0.58% | 18.02% |
| 2024 | -2.94% | 6.95% | 4.51% | -3.05% | 4.04% | -3.60% | 8.59% | -1.91% | 1.95% | -3.12% | 5.36% | -6.98% | 8.78% |
| 2023 | 5.90% | -2.51% | 2.14% | -0.70% | -1.90% | 9.12% | 3.24% | -2.23% | -7.32% | -5.14% | 11.37% | 7.04% | 18.58% |
| 2022 | -12.68% | -1.22% | 4.04% | -8.74% | -2.45% | -7.68% | 11.44% | -5.60% | -9.13% | 11.72% | 5.99% | -4.09% | -19.94% |
| 2021 | -0.82% | 1.66% | 2.89% | 5.12% | 1.71% | -1.08% | 7.26% | 4.45% | -5.72% | 6.58% | -0.97% | 5.06% | 28.52% |
Benchmark Metrics
Fidelity Water Sustainability Fund has an annualized alpha of 1.14%, beta of 0.86, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since April 17, 2020.
- This fund participated in 94.74% of S&P 500 Index downside but only 91.08% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.86 and R² of 0.67, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.14%
- Beta
- 0.86
- R²
- 0.67
- Upside Capture
- 91.08%
- Downside Capture
- 94.74%
Expense Ratio
FLOWX has a high expense ratio of 1.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
FLOWX ranks 59 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Fidelity Water Sustainability Fund (FLOWX) and compare them to a chosen benchmark (S&P 500 Index).
| FLOWX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.90 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.39 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.40 | +0.06 |
Martin ratioReturn relative to average drawdown | 5.54 | 6.61 | -1.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore FLOWX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Fidelity Water Sustainability Fund provided a 2.94% dividend yield over the last twelve months, with an annual payout of $0.57 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.57 | $0.57 | $0.43 | $0.07 | $0.01 | $0.24 | $0.20 |
Dividend yield | 2.94% | 2.93% | 2.51% | 0.42% | 0.08% | 1.41% | 1.49% |
Monthly Dividends
The table displays the monthly dividend distributions for Fidelity Water Sustainability Fund. 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 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.57 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.43 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.07 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.01 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.24 |
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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the Fidelity Water Sustainability 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 Water Sustainability Fund was 30.63%, occurring on Jun 16, 2022. Recovery took 432 trading sessions.
The current Fidelity Water Sustainability Fund drawdown is 10.72%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.63% | Nov 22, 2021 | 143 | Jun 16, 2022 | 432 | Mar 7, 2024 | 575 |
| -16.13% | Dec 4, 2024 | 85 | Apr 8, 2025 | 26 | May 15, 2025 | 111 |
| -11.27% | Feb 27, 2026 | 16 | Mar 20, 2026 | — | — | — |
| -8.8% | Jun 8, 2020 | 13 | Jun 24, 2020 | 19 | Jul 22, 2020 | 32 |
| -8.09% | May 16, 2024 | 31 | Jul 1, 2024 | 10 | Jul 16, 2024 | 41 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...