FDLO
Fidelity Low Volatility Factor ETF
NAV as of
4 Week: 65.02 - 67.88
52 Week: 54.44 - 67.88
Latest Closing Price
67.45
Premium / Discount
-0.02
Expense Ratio
0.15%
Investment Objective
The investment seeks to provide investment returns that correspond, before fees and expenses, generally to the performance of the Fidelity U.S. Low Volatility Factor Index?. The fund normally invests at least 80% of assets in securities included in the Fidelity U.S. Low Volatility Factor Index?, which is designed to reflect the performance of stocks of large and mid-capitalization U.S. companies with lower volatility than the broader market. It invests in lending securities to earn income for the fund.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 10.55 | 0.87 | 12.12 |
| 1 Day | -0.70 | 0.00 | 0.00 |
| 1 Week | -0.53 | 1.28 | -0.42 |
| 1 Month | 0.48 | 2.82 | 0.17 |
| 3 Months | 2.03 | 4.37 | 0.46 |
| 6 Months | 7.65 | 5.89 | 1.30 |
| 1 Year | 6.96 | 13.72 | 0.51 |
| 2 Years | 27.78 | 16.37 | 1.70 |
| 3 Years | 40.66 | 19.73 | 2.06 |
| 5 Years | 59.49 | 29.55 | 2.01 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | |
| Price (%) | 0.0000 | 0.0000 | 19.9596 | 0.5375 | 30.4492 | 12.4264 | 23.7778 | -10.3822 | 16.2929 | 16.0941 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 64.0000 | 2.0000 | 44.0000 | 74.0000 | 80.0000 | 11.0000 | 83.0000 | 81.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 27/12/2016 | 02/01/2017 | 0.0090 |
| 15/12/2016 | 21/12/2016 | 0.1330 |
Portfolio Data
Total Number of Holdings: 129
Number of Bond Holdings: 1
Number of Equity Holdings: 124
Total Market Value: 1,513,250,726
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Apple Inc | 8.0309 | 435,915 | 579 | 121,197,447 |
| 2 | Microsoft Corp | 6.6719 | 208,263 | 268 | 100,688,913 |
| 3 | Alphabet Inc Class A | 5.6333 | 272,106 | 371 | 85,014,078 |
| 4 | Broadcom Inc | 4.5373 | 168,504 | 225 | 68,474,970 |
| 5 | Amazon.com Inc | 3.8233 | 250,561 | 347 | 57,699,187 |
| 6 | Meta Platforms Inc Class A | 2.4626 | 56,938 | 65 | 37,164,002 |
| 7 | Berkshire Hathaway Inc Class B | 1.9179 | 58,371 | 69 | 28,943,260 |
| 8 | JPMorgan Chase & Co | 1.8843 | 89,597 | 97 | 28,436,296 |
| 9 | Eli Lilly and Co | 1.8562 | 27,753 | 24 | 28,013,323 |
| 10 | International Business Machines Corp | 1.8034 | 87,586 | 116 | 27,216,474 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 41.30 |
| Large | 37.87 |
| Medium | 18.97 |
| Small | 1.55 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
22.2654
Price/Book*
4.6120
Price/Sales*
3.7766
Price/Cash Flow*
15.8145
Dividend Yield*
1.5814
Growth Measures
Long-Term Earnings
8.0171
Historical Earnings
9.4060
Sales Growth
7.1705
Cash-Flow Growth
5.2065
Book-Value Growth
9.4246
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
1
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 0 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 0.00 |
| 3 to 5 Years | 0.00 |
| 5 to 7 Years | 0.00 |
| 7 to 10 Years | 0.00 |
| 10 to 15 Years | 0.00 |
| 15 to 20 Years | 0.00 |
| 20 to 30 Years | 0.00 |
| Over 30 Years | 0.00 |
| 1 to 7 Days | 0.00 |
| 8 to 30 Days | 0.00 |
| 31 to 90 Days | 0.00 |
| 91 to 182 Days | 0.01 |
| 183 to 364 Days | 0.00 |
Data Source: Morningstar
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(4) are provided solely for informational purposes;
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Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
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