FDLO
Fidelity® Low Volatility Factor ETF
Fidelity US Low Volatility Factor TR USD
NAV as of
4 Week: 44.89 - 46.64
52 Week: 41.99 - 50.69
Latest Closing Price
46.10
Premium / Discount
0
Expense Ratio
0.29%
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 | 1.10 | 0.85 | 1.30 |
| 1 Day | 1.28 | 0.00 | 0.00 |
| 1 Week | 2.41 | 1.97 | 1.23 |
| 1 Month | 1.94 | 4.28 | 0.45 |
| 3 Months | 0.84 | 6.76 | 0.12 |
| 6 Months | 9.81 | 12.16 | 0.81 |
| 1 Year | -7.89 | 18.44 | -0.43 |
| 2 Years | 5.87 | 22.26 | 0.26 |
| 3 Years | 51.89 | 29.82 | 1.74 |
| 5 Years | 54.86 | 42.99 | 1.28 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 19.9596 | 0.5375 | 30.4492 | 12.4264 | 23.7778 | -10.3822 |
| 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 | 0.0000 | 0.0000 | 64.0000 | 2.0000 | 44.0000 | 74.0000 | 80.0000 | 11.0000 |
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: 0
Number of Equity Holdings: 125
Total Market Value: 472,509,170
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Microsoft Corp | 4.6327 | 106,338 | 1,188 | 15,371,158 |
| 2 | Alphabet Inc A | 2.9473 | 7,583 | 84 | 9,779,113 |
| 3 | Berkshire Hathaway Inc B | 2.2336 | 33,998 | 378 | 7,410,884 |
| 4 | Johnson & Johnson | 1.8898 | 48,147 | 536 | 6,270,184 |
| 5 | Facebook Inc A | 1.8349 | 31,267 | 348 | 6,088,310 |
| 6 | Visa Inc Class A | 1.8066 | 33,496 | 374 | 5,994,109 |
| 7 | Intel Corp | 1.7530 | 100,962 | 1,128 | 5,816,421 |
| 8 | The Home Depot Inc | 1.6023 | 22,631 | 252 | 5,316,475 |
| 9 | Mastercard Inc A | 1.5929 | 19,126 | 212 | 5,285,088 |
| 10 | UnitedHealth Group Inc | 1.4928 | 19,714 | 220 | 4,953,142 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 46.12 |
| Large | 33.32 |
| Medium | 18.15 |
| Small | 2.28 |
| 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*
19.5249
Price/Book*
4.2752
Price/Sales*
2.6817
Price/Cash Flow*
12.0525
Dividend Yield*
2.2031
Growth Measures
Long-Term Earnings
11.8760
Historical Earnings
10.9598
Sales Growth
10.9970
Cash-Flow Growth
4.6601
Book-Value Growth
4.1393
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
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 | |
|---|---|
| N.A | |
Data Source: Morningstar
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(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.
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.
For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.
