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Issuer
Fidelity
Inception Date
Feb 2, 2021
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Assets Under Management
$258M

Share Price Chart


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Performance

FMAG Performance Chart

Fidelity Magellan ETF (FMAG) is up 7.1% since the beginning of the year. FMAG is currently trading at $37 per share. Investors who bought $1,000 worth of FMAG shares 5 years ago would now be looking at an investment worth $1,684.


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S&P 500 Index

Returns By Period

Fidelity Magellan ETF (FMAG) has returned 7.11% so far this year and 12.33% over the past 12 months.


Fidelity Magellan ETF

1D
-0.98%
1M
1.26%
YTD
7.11%
6M
6.48%
1Y
12.33%
3Y*
20.08%
5Y*
10.98%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMAG Monthly Returns History

Based on dividend-adjusted daily data since Feb 4, 2021, FMAG's average daily return is +0.05%, while the average monthly return is +1.08%. At this rate, an investment would double in approximately 5.4 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2026 with a return of +12.7%, while the worst month was Jan 2022 at -10.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FMAG closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +10.0%, while the worst single day was Apr 4, 2025 at -6.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.64%-2.10%-5.98%12.65%3.00%-0.37%7.11%
20254.02%-2.87%-6.97%2.68%9.18%5.25%2.36%-0.83%1.18%-0.23%-1.76%-1.10%10.40%
20244.11%8.37%3.21%-3.91%4.27%5.54%-0.66%1.82%2.07%-1.05%5.25%-2.91%28.52%
20236.95%-2.04%3.65%0.69%2.01%6.47%2.06%0.61%-5.01%-1.93%10.63%4.44%31.25%
2022-10.72%-4.56%4.09%-10.52%-0.51%-6.74%12.57%-6.17%-10.61%5.81%6.16%-6.43%-26.92%
2021-2.89%2.79%6.64%-0.91%4.80%4.33%3.67%-5.46%8.51%0.89%1.86%26.06%

Benchmark Metrics

Fidelity Magellan ETF has an annualized alpha of -2.23%, beta of 1.12, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since February 04, 2021.

  • This ETF participated in 110.22% of S&P 500 Index downside but only 104.58% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -2.23% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.12 and R2 of 0.90, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-2.23%
Beta
1.12
0.90
Upside Capture
104.58%
Downside Capture
110.22%

Expense Ratio

FMAG has an expense ratio of 0.59%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FMAG ranks 22 for risk / return — below 22% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


FMAG Risk / Return Rank: 2222
Overall Rank
FMAG Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FMAG Sortino Ratio Rank: 2323
Sortino Ratio Rank
FMAG Omega Ratio Rank: 2222
Omega Ratio Rank
FMAG Calmar Ratio Rank: 2020
Calmar Ratio Rank
FMAG Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity Magellan ETF (FMAG) 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.


FMAGBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.22

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.15

1.37

-0.22

Calmar ratioReturn relative to maximum drawdown

0.89

2.78

-1.90

Martin ratioReturn relative to average drawdown

3.09

12.44

-9.35

Dividends

Dividend History

Fidelity Magellan ETF provided a 0.08% dividend yield over the last twelve months, with an annual payout of $0.03 per share.


0.00%0.05%0.10%0.15%0.20%0.25%0.30%0.35%$0.00$0.02$0.04$0.06$0.0820212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.03$0.03$0.05$0.08$0.04$0.01

Dividend yield

0.08%0.09%0.15%0.34%0.23%0.03%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.03
2024$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.02$0.05
2023$0.00$0.00$0.02$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.04$0.08
2022$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.02$0.04
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01

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 Magellan 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 Magellan ETF was 32.93%, occurring on Oct 14, 2022. Recovery took 322 trading sessions.

The current Fidelity Magellan ETF drawdown is 1.55%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-32.93%Oct 2022
10mo 26d1y 3mo
2y 2moNov 2021 - Jan 2024
2025 selloff2025
-20.12%Apr 2025
2mo 14d1mo 27d
4mo 11dJan 2025 - Jun 2025
2026 correction2026
-13.97%Mar 2026
5mo 2d25d
5mo 27dOct 2025 - Apr 2026
2024 correction2024
-10.20%Aug 2024
25d1mo 15d
2mo 10dJul 2024 - Sep 2024
2021 pullback2021
-8.12%Mar 2021
16d1mo 2d
1mo 18dFeb 2021 - Apr 2021

Drawdown Indicators


FMAGBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-32.93%

-56.78%

+23.85%

Max Drawdown (1Y)

Largest decline over 1 year

-13.97%

-9.10%

-4.87%

Max Drawdown (3Y)

Largest decline over 3 years

-20.12%

-18.90%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-32.93%

-25.43%

-7.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.55%

-1.80%

+0.25%

Average Drawdown

Average peak-to-trough decline

-8.92%

-10.71%

+1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

2.03%

+1.97%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FMAG

Add Fidelity Magellan ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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