FFLV vs. VLUE

In the year-to-date period, FFLV achieves a -0.85% return, which is significantly lower than VLUE's 0.12% return.

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FFLV has a 0.38% expense ratio, which is higher than VLUE's 0.15% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Large Cap Value ETF (FFLV) and iShares Edge MSCI USA Value Factor ETF (VLUE). 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.

The current FFLV Sharpe Ratio is 0.18, which is lower than the VLUE Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of FFLV and VLUE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FFLV's dividend yield for the trailing twelve months is around 1.77%, less than VLUE's 2.73% yield.

The maximum FFLV drawdown since its inception was -16.71%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for FFLV and VLUE. For additional features, visit the drawdowns tool.