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ISIN
US3160925018
CUSIP
316092501
Issuer
Fidelity
Inception Date
Oct 21, 2013
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
MSCI USA IMI Financials Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$2B

Share Price Chart


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Performance

FNCL Performance Chart

Fidelity MSCI Financials Index ETF (FNCL) is up 0.2% since the beginning of the year. FNCL is currently trading at $77 per share. Investors who bought $1,000 worth of FNCL shares 5 years ago would now be looking at an investment worth $1,647.


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S&P 500 Index

Returns By Period

Fidelity MSCI Financials Index ETF (FNCL) has returned 0.16% so far this year and 10.54% over the past 12 months. Over the last ten years, FNCL has had an annualized return of 13.27%, just under the S&P 500 Index benchmark’s 13.75%.


Fidelity MSCI Financials Index ETF

1D
1.48%
1M
6.38%
YTD
0.16%
6M
0.55%
1Y
10.54%
3Y*
20.15%
5Y*
10.50%
10Y*
13.27%

Benchmark (S&P 500 Index)

1D
-0.57%
1M
1.39%
YTD
9.73%
6M
10.46%
1Y
24.50%
3Y*
19.43%
5Y*
12.21%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNCL Monthly Returns History

Based on dividend-adjusted daily data since Oct 24, 2013, FNCL's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, an investment would double in approximately 5.6 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +16.4%, while the worst month was Mar 2020 at -22.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FNCL closed higher 53% of trading days. The best single day was Mar 13, 2020 with a return of +12.4%, while the worst single day was Mar 16, 2020 at -13.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.96%-4.08%-3.42%5.98%-1.20%5.31%0.16%
20256.51%0.29%-4.83%-2.24%5.22%3.94%0.32%3.41%-0.25%-2.83%1.86%3.25%14.94%
20241.94%4.10%5.00%-4.55%3.25%-0.60%7.02%3.58%-0.17%2.86%11.62%-5.94%30.44%
20237.78%-1.99%-10.39%2.20%-4.10%7.11%5.97%-3.17%-3.12%-2.90%11.52%6.67%14.10%
2022-0.48%-1.33%-0.89%-10.27%3.64%-10.81%7.48%-1.92%-7.90%12.09%6.03%-5.83%-12.28%
2021-1.49%11.76%5.78%6.23%4.13%-2.88%-0.32%5.15%-1.69%7.49%-5.23%2.74%34.92%

Benchmark Metrics

Fidelity MSCI Financials Index ETF has an annualized alpha of -0.34%, beta of 1.03, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since October 24, 2013.

  • With beta of 1.03 and R2 of 0.71, 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
-0.34%
Beta
1.03
0.71
Upside Capture
98.33%
Downside Capture
101.82%

Expense Ratio

FNCL has an expense ratio of 0.08%, which is considered low.


Return for Risk

Risk / Return Rank

FNCL ranks 19 for risk / return — in the bottom 19% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


FNCL Risk / Return Rank: 1919
Overall Rank
FNCL Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FNCL Sortino Ratio Rank: 1919
Sortino Ratio Rank
FNCL Omega Ratio Rank: 1919
Omega Ratio Rank
FNCL Calmar Ratio Rank: 1717
Calmar Ratio Rank
FNCL Martin Ratio Rank: 1717
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 MSCI Financials Index ETF (FNCL) 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.


FNCLBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-1.65

Omega ratioGain probability vs. loss probability

1.13

1.36

-0.23

Calmar ratioReturn relative to maximum drawdown

0.72

2.71

-1.99

Martin ratioReturn relative to average drawdown

1.87

12.15

-10.29

Dividends

Dividend History

Fidelity MSCI Financials Index ETF provided a 1.59% dividend yield over the last twelve months, with an annual payout of $1.23 per share. The fund has been increasing its distributions for 2 consecutive years.


1.40%1.60%1.80%2.00%2.20%2.40%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.23$1.13$1.05$1.02$1.10$0.98$0.95$0.96$0.82$0.65$0.63$0.61

Dividend yield

1.59%1.45%1.52%1.91%2.29%1.75%2.26%2.17%2.37%1.60%1.81%2.17%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity MSCI Financials Index 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$0.40$0.00$0.00$0.00$0.40
2025$0.00$0.00$0.30$0.00$0.00$0.28$0.00$0.00$0.28$0.00$0.00$0.27$1.13
2024$0.00$0.00$0.26$0.00$0.00$0.25$0.00$0.00$0.27$0.00$0.00$0.27$1.05
2023$0.00$0.00$0.28$0.00$0.00$0.27$0.00$0.00$0.24$0.00$0.00$0.23$1.02
2022$0.00$0.00$0.27$0.00$0.00$0.28$0.00$0.00$0.28$0.00$0.00$0.27$1.10
2021$0.00$0.00$0.22$0.00$0.00$0.23$0.00$0.00$0.26$0.00$0.00$0.27$0.98

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 MSCI Financials Index 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 MSCI Financials Index ETF was 44.38%, occurring on Mar 23, 2020. Recovery took 201 trading sessions.

The current Fidelity MSCI Financials Index ETF drawdown is 2.89%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-44.38%Mar 2020
1mo 4d9mo 20d
10mo 24dFeb 2020 - Jan 2021
Bear market2022
-25.68%Sep 2022
8mo 20d1y 4mo
2y 1moJan 2022 - Feb 2024
Rate-hike selloffLate 2018
-24.27%Dec 2018
10mo 29d10mo 12d
1y 9moJan 2018 - Nov 2019
2016 bear market2016
-20.93%Feb 2016
6mo 23d6mo 21d
1y 1moJul 2015 - Aug 2016
2025 selloff2025
-17.29%Apr 2025
1mo 18d2mo 23d
4mo 11dFeb 2025 - Jun 2025

Drawdown Indicators


FNCLBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-44.38%

-56.78%

+12.40%

Max Drawdown (1Y)

Largest decline over 1 year

-14.78%

-9.10%

-5.68%

Max Drawdown (3Y)

Largest decline over 3 years

-17.29%

-18.90%

+1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-25.68%

-25.43%

-0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-44.38%

-33.92%

-10.46%

Current Drawdown

Current decline from peak

-2.89%

-1.29%

-1.60%

Average Drawdown

Average peak-to-trough decline

-6.90%

-10.72%

+3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.66%

2.02%

+3.64%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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