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FDLO vs. USMV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDLO vs. USMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Low Volatility Factor ETF (FDLO) and iShares MSCI USA Minimum Volatility Factor ETF (USMV). The values are adjusted to include any dividend payments, if applicable.

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FDLO vs. USMV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDLO
Fidelity Low Volatility Factor ETF
-2.35%11.77%16.06%16.38%-10.38%24.00%12.19%31.10%-0.26%20.44%
USMV
iShares MSCI USA Minimum Volatility Factor ETF
-1.18%7.65%15.74%10.33%-9.43%20.85%5.64%27.69%1.33%18.91%

Returns By Period

In the year-to-date period, FDLO achieves a -2.35% return, which is significantly lower than USMV's -1.18% return.


FDLO

1D
0.48%
1M
-4.39%
YTD
-2.35%
6M
-0.81%
1Y
8.58%
3Y*
12.59%
5Y*
9.51%
10Y*

USMV

1D
-0.08%
1M
-4.74%
YTD
-1.18%
6M
-1.61%
1Y
0.57%
3Y*
10.26%
5Y*
7.59%
10Y*
9.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDLO vs. USMV - Expense Ratio Comparison

FDLO has a 0.29% expense ratio, which is higher than USMV's 0.15% expense ratio.


Return for Risk

FDLO vs. USMV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FDLO
FDLO Risk / Return Rank: 3434
Overall Rank
FDLO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FDLO Sortino Ratio Rank: 3232
Sortino Ratio Rank
FDLO Omega Ratio Rank: 3434
Omega Ratio Rank
FDLO Calmar Ratio Rank: 3232
Calmar Ratio Rank
FDLO Martin Ratio Rank: 4040
Martin Ratio Rank

USMV
USMV Risk / Return Rank: 1212
Overall Rank
USMV Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 1111
Sortino Ratio Rank
USMV Omega Ratio Rank: 1111
Omega Ratio Rank
USMV Calmar Ratio Rank: 1313
Calmar Ratio Rank
USMV Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDLO vs. USMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Low Volatility Factor ETF (FDLO) and iShares MSCI USA Minimum Volatility Factor ETF (USMV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FDLOUSMVDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.05

+0.59

Sortino ratio

Return per unit of downside risk

0.99

0.15

+0.84

Omega ratio

Gain probability vs. loss probability

1.15

1.02

+0.13

Calmar ratio

Return relative to maximum drawdown

0.82

0.06

+0.76

Martin ratio

Return relative to average drawdown

3.92

0.25

+3.67

FDLO vs. USMV - Sharpe Ratio Comparison

The current FDLO Sharpe Ratio is 0.63, which is higher than the USMV Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of FDLO and USMV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FDLOUSMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.05

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.62

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.85

-0.07

Correlation

The correlation between FDLO and USMV is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FDLO vs. USMV - Dividend Comparison

FDLO's dividend yield for the trailing twelve months is around 1.46%, less than USMV's 1.59% yield.


TTM20252024202320222021202020192018201720162015
FDLO
Fidelity Low Volatility Factor ETF
1.46%1.37%1.40%1.35%1.49%1.11%1.38%1.55%1.76%1.61%0.55%0.00%
USMV
iShares MSCI USA Minimum Volatility Factor ETF
1.59%1.49%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%

Drawdowns

FDLO vs. USMV - Drawdown Comparison

The maximum FDLO drawdown since its inception was -34.35%, roughly equal to the maximum USMV drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for FDLO and USMV.


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Drawdown Indicators


FDLOUSMVDifference

Max Drawdown

Largest peak-to-trough decline

-34.35%

-33.10%

-1.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-8.91%

-1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-19.23%

-17.93%

-1.30%

Max Drawdown (10Y)

Largest decline over 10 years

-33.10%

Current Drawdown

Current decline from peak

-5.06%

-4.87%

-0.19%

Average Drawdown

Average peak-to-trough decline

-3.42%

-2.88%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

2.03%

+0.18%

Volatility

FDLO vs. USMV - Volatility Comparison

Fidelity Low Volatility Factor ETF (FDLO) has a higher volatility of 3.48% compared to iShares MSCI USA Minimum Volatility Factor ETF (USMV) at 3.02%. This indicates that FDLO's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDLOUSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

3.02%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

6.73%

6.07%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

13.61%

12.50%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.12%

12.38%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

14.51%

+1.09%