Fidelity Enhanced Small Cap Growth ETF (FSEG) Sharpe Ratio

Sharpe ratio is not yet available for FSEG. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Fidelity Enhanced Small Cap Growth ETF's Sharpe Ratio with other ETFs in the Small Cap Growth Equities category across multiple time periods, showing how FSEG's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 19, 2026.

Symbol	Name	1Y Sharpe Ratio
FYC	First Trust Small Cap Growth AlphaDEX Fund	2.27
CAFG	Pacer US Small Cap Cash Cows Growth Leaders ETF	2.06
JPSE	JPMorgan Diversified Return U.S. Small Cap Equity ETF	1.93
RZG	Invesco S&P SmallCap 600® Pure Growth ETF	1.81
BKSE	BNY Mellon US Small Cap Core Equity ETF	1.77
SMMD	iShares Russell 2500 ETF	1.70
ESML	iShares ESG Aware MSCI USA Small-Cap ETF	1.68
GSSC	Goldman Sachs ActiveBeta US Small Cap Equity ETF	1.66
GRPZ	Invesco S&P Smallcap 600 GARP ETF	1.60
BBMC	JPMorgan BetaBuilders U.S. Mid Cap Equity ETF	1.59
FSEG	Fidelity Enhanced Small Cap Growth ETF	—

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows FSEG's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FSEG consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does FSEG fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio