- Issuer
- Fidelity
- Inception Date
- Feb 15, 2022
- Category
- High Yield Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $125M
Share Price Chart
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Performance
FSYD Performance Chart
Fidelity Sustainable High Yield ETF (FSYD) is up 3.8% since the beginning of the year. FSYD is currently trading at $49 per share.
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Returns By Period
Fidelity Sustainable High Yield ETF (FSYD) has returned 3.79% so far this year and 10.30% over the past 12 months.
Fidelity Sustainable High Yield ETF
- 1D
- 0.02%
- 1M
- 1.25%
- YTD
- 3.79%
- 6M
- 4.26%
- 1Y
- 10.30%
- 3Y*
- 9.45%
- 5Y*
- —
- 10Y*
- —
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%
FSYD Monthly Returns History
Based on dividend-adjusted daily data since Feb 17, 2022, FSYD's average daily return is +0.02%, while the average monthly return is +0.51%. At this rate, an investment would double in approximately 11.4 years.
Historically, 68% of months were positive and 32% were negative. The best month was Jul 2022 with a return of +6.6%, while the worst month was Jun 2022 at -7.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FSYD closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +2.9%, while the worst single day was Jun 13, 2022 at -3.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.12% | 0.48% | -1.18% | 2.39% | 0.78% | 0.18% | 3.79% | ||||||
| 2025 | 1.32% | 0.85% | -1.52% | 0.16% | 1.45% | 2.08% | 0.07% | 1.86% | 1.34% | -0.04% | 0.38% | 0.85% | 9.09% |
| 2024 | 0.33% | 0.19% | 1.49% | -1.35% | 1.85% | 0.55% | 2.22% | 1.46% | 1.84% | -0.86% | 1.31% | -0.55% | 8.74% |
| 2023 | 4.05% | -1.66% | 2.03% | 0.23% | -1.16% | 2.21% | 1.39% | -0.23% | -1.91% | -1.48% | 4.52% | 3.89% | 12.22% |
| 2022 | 1.03% | -1.02% | -4.41% | 1.81% | -7.41% | 6.55% | -3.34% | -3.78% | 2.90% | 2.71% | -1.07% | -6.63% |
Benchmark Metrics
Fidelity Sustainable High Yield ETF has an annualized alpha of 1.58%, beta of 0.34, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since February 17, 2022.
- This ETF participated in 42.37% of S&P 500 Index downside but only 36.47% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.34 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.58%
- Beta
- 0.34
- R²
- 0.58
- Upside Capture
- 36.47%
- Downside Capture
- 42.37%
Expense Ratio
FSYD has an expense ratio of 0.55%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FSYD ranks 85 for risk / return — in the top 85% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Fidelity Sustainable High Yield ETF (FSYD) 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.
| FSYD | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.36 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.87 | 2.71 | +1.16 |
| Martin ratioReturn relative to average drawdown | 15.45 | 12.15 | +3.29 |
Dividends
Dividend History
Fidelity Sustainable High Yield ETF provided a 6.29% dividend yield over the last twelve months, with an annual payout of $3.08 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $3.08 | $3.14 | $3.07 | $3.12 | $2.35 |
Dividend yield | 6.29% | 6.49% | 6.47% | 6.70% | 5.29% |
Monthly Dividends
The table displays the monthly dividend distributions for Fidelity Sustainable High Yield ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.23 | $0.20 | $0.30 | $0.28 | $0.24 | $0.00 | $1.26 | ||||||
| 2025 | $0.24 | $0.25 | $0.28 | $0.29 | $0.27 | $0.24 | $0.29 | $0.28 | $0.24 | $0.26 | $0.25 | $0.27 | $3.14 |
| 2024 | $0.22 | $0.24 | $0.23 | $0.26 | $0.27 | $0.27 | $0.26 | $0.26 | $0.24 | $0.27 | $0.26 | $0.29 | $3.07 |
| 2023 | $0.22 | $0.25 | $0.25 | $0.25 | $0.26 | $0.27 | $0.26 | $0.27 | $0.25 | $0.27 | $0.25 | $0.32 | $3.12 |
| 2022 | $0.30 | $0.21 | $0.21 | $0.23 | $0.22 | $0.22 | $0.22 | $0.23 | $0.24 | $0.28 | $2.35 |
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 Sustainable High Yield 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 High Yield ETF was 12.11%, occurring on Sep 27, 2022. Recovery took 297 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -12.11%Sep 2022 | 6mo 28d | 1y 2mo | 1y 9moMar 2022 - Dec 2023 |
2025 selloff2025 | -5.49%Apr 2025 | 1mo 6d | 1mo 5d | 2mo 11dMar 2025 - May 2025 |
2026 pullback2026 | -2.67%Mar 2026 | 1mo 2d | 13d | 1mo 15dFeb 2026 - Apr 2026 |
2024 pullback2024 | -2.45%Apr 2024 | 19d | 20d | 1mo 9dMar 2024 - May 2024 |
2024 pullback2024 | -1.75%Jan 2024 | 8d | 20d | 28dDec 2023 - Jan 2024 |
Drawdown Indicators
| FSYD | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.11% | -56.78% | +44.67% |
Max Drawdown (1Y)Largest decline over 1 year | -2.67% | -9.10% | +6.43% |
Max Drawdown (3Y)Largest decline over 3 years | -5.49% | -18.90% | +13.41% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.29% | +1.29% |
Average DrawdownAverage peak-to-trough decline | -2.38% | -10.72% | +8.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 2.02% | -1.35% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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