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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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FQALPerformance

The chart shows the growth of $10,000 invested in FQAL on Sep 19, 2016 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,855 for a total return of roughly 98.55%. All prices are adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%20172018201920202021
98.55%
90.45%
S&P 500

FQALReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M3.97%
YTD8.35%
6M16.22%
1Y42.81%
5Y16.31%
10Y16.31%

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 3.02. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.004.002018201920202021
3.02

FQALDividends

Fidelity Quality Factor ETF granted a 1.35% dividend yield in the last twelve months, as of Apr 7, 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
1.35%1.46%1.55%1.73%1.53%0.43%

FQALDrawdowns Chart


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%20172018201920202021
0.00%

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 {{portfolioName}} 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
-3.31%Jan 21, 20209Jan 31, 20204Feb 6, 202013

FQALVolatility Chart

Current Fidelity Quality Factor ETF volatility is 13.42%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%20172018201920202021
13.42%

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