Fidelity Value Factor ETF (FVAL)
FVAL is a passive ETF by Fidelity tracking the investment results of the Fidelity U.S. Value Factor Index. FVAL launched on Sep 12, 2016 and has a 0.29% expense ratio.
ETF Info
| ISIN | US3160927824 |
|---|---|
| CUSIP | 316092782 |
| Issuer | Fidelity |
| Inception Date | Sep 12, 2016 |
| Region | North America (U.S.) |
| Category | Large Cap Blend Equities |
| Index Tracked | Fidelity U.S. Value Factor Index |
| Home Page | screener.fidelity.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
The Fidelity Value Factor ETF has a high expense ratio of 0.29%, indicating higher-than-average management fees.
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: FVAL vs. VTV, FVAL vs. SCHD, FVAL vs. VOO, FVAL vs. DEEP, FVAL vs. IWF, FVAL vs. HERO, FVAL vs. RWL, FVAL vs. IWD, FVAL vs. DGRO, FVAL vs. IWY
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Fidelity Value Factor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Fidelity Value Factor ETF had a return of 4.47% year-to-date (YTD) and 21.82% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 4.47% | 5.05% |
| 1 month | -2.33% | -4.27% |
| 6 months | 19.19% | 18.82% |
| 1 year | 21.82% | 21.22% |
| 5 years (annualized) | 11.83% | 11.38% |
| 10 years (annualized) | N/A | 10.42% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.23% | 3.72% | 4.01% | |||||||||
| 2023 | -3.70% | -2.63% | 8.52% | 5.31% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Fidelity Value Factor ETF(FVAL)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Fidelity Value Factor ETF (FVAL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Fidelity Value Factor ETF granted a 1.64% dividend yield in the last twelve months. The annual payout for that period amounted to $0.90 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.90 | $0.90 | $0.79 | $0.73 | $0.65 | $0.67 | $0.61 | $0.53 | $0.12 |
Dividend yield | 1.64% | 1.69% | 1.79% | 1.41% | 1.61% | 1.77% | 2.06% | 1.62% | 0.45% |
Monthly Dividends
The table displays the monthly dividend distributions for Fidelity Value Factor 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.25 | |||||||||
| 2023 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.25 |
| 2022 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.18 |
| 2021 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.22 |
| 2020 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.14 |
| 2019 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 |
| 2018 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.18 |
| 2017 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.14 |
| 2016 | $0.12 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Fidelity Value Factor 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 Value Factor ETF was 37.26%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current Fidelity Value Factor ETF drawdown is 3.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.26% | Feb 13, 2020 | 27 | Mar 23, 2020 | 166 | Nov 16, 2020 | 193 |
| -23.42% | Jan 5, 2022 | 186 | Sep 30, 2022 | 300 | Dec 11, 2023 | 486 |
| -19.69% | Sep 24, 2018 | 64 | Dec 24, 2018 | 137 | Jul 12, 2019 | 201 |
| -10.78% | Jan 29, 2018 | 39 | Mar 23, 2018 | 108 | Aug 27, 2018 | 147 |
| -7.32% | Jul 29, 2019 | 20 | Aug 23, 2019 | 40 | Oct 21, 2019 | 60 |
Volatility
Volatility Chart
The current Fidelity Value Factor ETF volatility is 3.21%, 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.