Performance analysis of FDLO (FIDELITY LOW VOLATILITY FACTOR ETF)
Annual Return
Over the past 3 years, FDLO has had an average annual return of +14.32%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, FDLO has had an average annual return of +10.14%, underperforming the benchmark SPY, which returned +13.88% annual.
Since Sep 15, 2016, FDLO has had an average annual return of +12.80%, underperforming the benchmark SPY, which returned +15.64% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +5.01% | +11.77% | +16.06% | +16.39% | -10.38% | +24.01% | +12.23% | +31.10% | -0.26% | +20.43% | +3.55% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.93% | +0.59% | -5.22% | +7% | +1.91% | -0.91% | +5.01% | ||||||
| 2025 | +3.10% | +0.25% | -2.82% | -1.76% | +2.59% | +3.19% | +0.49% | +2.60% | +2.07% | -0.06% | +3.11% | -1.34% | +11.77% |
| 2024 | +1.83% | +2.71% | +1.83% | -3.89% | +3.31% | +2.62% | +2.60% | +3.51% | +1.60% | -1.55% | +4.32% | -3.50% | +16.06% |
| 2023 | +2.30% | -3.05% | +4.14% | +2.72% | -1.93% | +5.13% | +1.86% | -0.57% | -3.83% | -0.39% | +7.16% | +2.35% | +16.39% |
| 2022 | -6.12% | -2.22% | +4.46% | -5.96% | +0.19% | -4.93% | +6.55% | -4.00% | -7.61% | +9.24% | +5.08% | -3.81% | -10.38% |
| 2021 | -2.49% | +1.01% | +4.62% | +5.15% | -0.05% | +2.59% | +3.52% | +2.36% | -4.58% | +6.35% | -1.97% | +5.87% | +24.01% |
| 2020 | +1.32% | -8.01% | -12.95% | +10.93% | +5.37% | +0.67% | +4.89% | +5.63% | -2.04% | -3.46% | +8.95% | +2.98% | +12.23% |
| 2019 | +7.27% | +3.67% | +2.49% | +2.53% | -2.74% | +5.53% | +1.96% | +0.57% | +0.71% | +1.14% | +2.64% | +1.94% | +31.10% |
| 2018 | +4.31% | -3.70% | -1.54% | +0.23% | +2.18% | +1.06% | +4.35% | +3.67% | +0.65% | -4.64% | +2.41% | -8.38% | -0.26% |
| 2017 | +0.81% | +4.13% | -0.18% | +1.52% | +1.57% | +0.27% | +1.64% | -0.05% | +2.21% | +2.54% | +3.18% | +1.19% | +20.43% |
Drawdown analysis of FDLO (FIDELITY LOW VOLATILITY FACTOR ETF)
The maximum drawdown for the FDLO was -34.33%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
The current FDLO drawdown is -0.91%.
Since Sep 15, 2016 FDLO has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.33% | Feb 19, 2020 | 23 | Mar 23, 2020 | 111 | Aug 28, 2020 | 134 |
| -19.23% | Dec 29, 2021 | 190 | Sep 30, 2022 | 286 | Nov 20, 2023 | 476 |
| -15.96% | Sep 20, 2018 | 65 | Dec 24, 2018 | 53 | Mar 13, 2019 | 118 |
| -13.67% | Feb 19, 2025 | 34 | Apr 8, 2025 | 57 | Jul 1, 2025 | 91 |
| -9.65% | Jan 26, 2018 | 9 | Feb 8, 2018 | 114 | Jul 24, 2018 | 123 |
| -7.34% | Sep 2, 2020 | 39 | Oct 28, 2020 | 10 | Nov 11, 2020 | 49 |
| -7.13% | Feb 2, 2026 | 38 | Mar 27, 2026 | 14 | Apr 17, 2026 | 52 |
| -5.05% | Sep 3, 2021 | 18 | Sep 30, 2021 | 15 | Oct 21, 2021 | 33 |
| -4.93% | Jul 29, 2019 | 5 | Aug 5, 2019 | 22 | Sep 5, 2019 | 27 |
| -4.92% | Dec 3, 2024 | 25 | Jan 10, 2025 | 23 | Feb 13, 2025 | 48 |
| -4.55% | Sep 22, 2016 | 30 | Nov 3, 2016 | 12 | Nov 21, 2016 | 42 |
| -4.51% | Jul 17, 2024 | 13 | Aug 5, 2024 | 10 | Aug 19, 2024 | 23 |
| -4.39% | Feb 9, 2021 | 16 | Mar 4, 2021 | 7 | Mar 15, 2021 | 23 |
| -4.38% | Mar 28, 2024 | 14 | Apr 18, 2024 | 19 | May 15, 2024 | 33 |
| -4.13% | Nov 16, 2021 | 10 | Dec 1, 2021 | 7 | Dec 10, 2021 | 17 |
| -3.32% | Jan 8, 2021 | 14 | Jan 29, 2021 | 5 | Feb 5, 2021 | 19 |
| -3.29% | May 7, 2021 | 3 | May 12, 2021 | 21 | Jun 11, 2021 | 24 |
| -3.09% | Oct 18, 2024 | 11 | Nov 4, 2024 | 4 | Nov 8, 2024 | 15 |
| -3.05% | Sep 6, 2019 | 18 | Oct 2, 2019 | 18 | Oct 28, 2019 | 36 |
| -2.74% | Apr 30, 2019 | 22 | May 31, 2019 | 4 | Jun 6, 2019 | 26 |
| -2.50% | Nov 11, 2025 | 7 | Nov 20, 2025 | 3 | Nov 25, 2025 | 10 |
| -2.49% | Oct 8, 2025 | 2 | Oct 10, 2025 | 11 | Oct 27, 2025 | 13 |
| -2.45% | Jul 25, 2025 | 5 | Aug 1, 2025 | 8 | Aug 13, 2025 | 13 |
| -2.38% | May 21, 2024 | 5 | May 29, 2024 | 9 | Jun 11, 2024 | 14 |
| -2.28% | Nov 28, 2025 | 13 | Dec 17, 2025 | 15 | Jan 9, 2026 | 28 |