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Fidelity Sustainable Low Duration Bond ETF (FSLD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

Fidelity

Inception Date

Apr 19, 2022

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

Expense Ratio

FSLD has an expense ratio of 0.20%, which is considered low compared to other funds.


Expense ratio chart for FSLD: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
FSLD vs. MUB FSLD vs. FTHRX
Popular comparisons:
FSLD vs. MUB FSLD vs. FTHRX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Sustainable Low Duration Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
2.44%
10.29%
FSLD (Fidelity Sustainable Low Duration Bond ETF)
Benchmark (^GSPC)

Returns By Period

Fidelity Sustainable Low Duration Bond ETF had a return of 0.53% year-to-date (YTD) and 5.37% in the last 12 months.


FSLD

YTD

0.53%

1M

0.36%

6M

1.92%

1Y

5.37%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of FSLD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.42%0.53%
20240.49%0.19%0.56%0.20%0.64%0.42%0.49%0.70%0.74%0.15%0.46%0.36%5.53%
20230.42%0.26%0.46%0.35%0.38%0.33%0.38%0.50%0.44%0.41%0.57%0.61%5.23%
2022-0.06%0.09%-0.23%0.19%0.16%0.11%0.03%0.40%0.57%1.26%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 97, FSLD is among the top 3% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FSLD is 9797
Overall Rank
The Sharpe Ratio Rank of FSLD is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of FSLD is 9797
Sortino Ratio Rank
The Omega Ratio Rank of FSLD is 9797
Omega Ratio Rank
The Calmar Ratio Rank of FSLD is 9898
Calmar Ratio Rank
The Martin Ratio Rank of FSLD is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Fidelity Sustainable Low Duration Bond ETF (FSLD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FSLD, currently valued at 2.95, compared to the broader market0.002.004.002.951.74
The chart of Sortino ratio for FSLD, currently valued at 4.63, compared to the broader market-2.000.002.004.006.008.0010.0012.004.632.35
The chart of Omega ratio for FSLD, currently valued at 1.72, compared to the broader market0.501.001.502.002.503.001.721.32
The chart of Calmar ratio for FSLD, currently valued at 10.90, compared to the broader market0.005.0010.0015.0020.0010.902.61
The chart of Martin ratio for FSLD, currently valued at 45.23, compared to the broader market0.0020.0040.0060.0080.00100.0045.2310.66
FSLD
^GSPC

The current Fidelity Sustainable Low Duration Bond ETF Sharpe ratio is 2.95. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Fidelity Sustainable Low Duration Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.004.505.00SeptemberOctoberNovemberDecember2025February
2.95
1.74
FSLD (Fidelity Sustainable Low Duration Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity Sustainable Low Duration Bond ETF provided a 4.95% dividend yield over the last twelve months, with an annual payout of $2.49 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.00$2.50202220232024
Dividends
Dividend Yield
PeriodTTM202420232022
Dividend$2.49$2.52$2.40$0.77

Dividend yield

4.95%5.02%4.80%1.54%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.18$0.00$0.18
2024$0.22$0.21$0.21$0.22$0.23$0.21$0.22$0.21$0.18$0.21$0.20$0.21$2.52
2023$0.13$0.16$0.18$0.19$0.19$0.21$0.16$0.22$0.20$0.21$0.19$0.37$2.40
2022$0.08$0.04$0.07$0.09$0.09$0.11$0.13$0.17$0.77

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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.07%
0
FSLD (Fidelity Sustainable Low Duration Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Sustainable Low Duration Bond 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 Sustainable Low Duration Bond ETF was 0.50%, occurring on Aug 22, 2024. Recovery took 16 trading sessions.

The current Fidelity Sustainable Low Duration Bond ETF drawdown is 0.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.5%Aug 22, 20241Aug 22, 202416Sep 16, 202417
-0.45%May 26, 202218Jun 22, 202245Aug 25, 202263
-0.36%Dec 9, 20244Dec 12, 20246Dec 20, 202410
-0.35%Jan 10, 20251Jan 10, 202510Jan 27, 202511
-0.32%Dec 24, 20241Dec 24, 20246Jan 3, 20257

Volatility

Volatility Chart

The current Fidelity Sustainable Low Duration Bond ETF volatility is 0.56%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
0.56%
3.07%
FSLD (Fidelity Sustainable Low Duration Bond ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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