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Fidelity Quality Factor ETF

FQAL
ETF · Currency in USD
ISIN
US3160927907
CUSIP
316092790
Issuer
Fidelity
Inception Date
Sep 12, 2016
Region
North America (U.S.)
Category
Large Cap Growth Equities
Expense Ratio
0.29%
Index Tracked
Fidelity U.S. Quality Factor Index
ETF Home Page
screener.fidelity.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

FQALPrice Chart


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S&P 500

FQALPerformance

The chart shows the growth of $10,000 invested in Fidelity Quality Factor ETF on Sep 19, 2016 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $20,848 for a total return of roughly 108.48%. All prices are adjusted for splits and dividends.


FQAL (Fidelity Quality Factor ETF)
Benchmark (S&P 500)

FQALReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M1.76%
YTD13.77%
6M15.12%
1Y36.37%
5Y16.82%
10Y16.82%

FQALMonthly Returns Heatmap


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FQALSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Fidelity Quality Factor ETF Sharpe ratio is 2.58. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


FQAL (Fidelity Quality Factor ETF)
Benchmark (S&P 500)

FQALDividends

Fidelity Quality Factor ETF granted a 1.28% dividend yield in the last twelve months, as of Jun 12, 2021. The annual payout for that period amounted to $0.63 per share.


PeriodTTM20202019201820172016
Dividend$0.63$0.63$0.58$0.52$0.49$0.11

Dividend yield

1.28%1.46%1.55%1.73%1.53%0.43%

FQALDrawdowns Chart

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


FQAL (Fidelity Quality Factor ETF)
Benchmark (S&P 500)

FQALWorst Drawdowns

The table below shows the maximum drawdowns of the Fidelity Quality Factor ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Fidelity Quality Factor ETF is 33.71%, recorded on Mar 23, 2020. It took 97 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.71%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-18.61%Sep 24, 201864Dec 24, 201875Apr 12, 2019139
-9.49%Jan 29, 20189Feb 8, 2018115Jul 25, 2018124
-9.16%Sep 3, 202041Oct 30, 202011Nov 16, 202052
-6.57%May 6, 201920Jun 3, 201913Jun 20, 201933
-5.78%Jul 29, 20196Aug 5, 201959Oct 28, 201965
-4.82%Feb 16, 202113Mar 4, 20217Mar 15, 202120
-4.49%Sep 23, 201630Nov 3, 201610Nov 17, 201640
-3.64%Jan 22, 20216Jan 29, 20214Feb 4, 202110
-3.56%May 10, 20213May 12, 202116Jun 4, 202119

FQALVolatility Chart

Current Fidelity Quality Factor ETF volatility is 6.69%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


FQAL (Fidelity Quality Factor ETF)
Benchmark (S&P 500)

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