Performance analysis of FLRG (FIDELITY U.S. MULTIFACTOR ETF)
Annual Return
Over the past 3 years, FLRG has had an average annual return of +19.66%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, FLRG has had an average annual return of +13.33%, underperforming the benchmark SPY, which returned +14% annual.
Since Sep 17, 2020, FLRG has had an average annual return of +15.68%, underperforming the benchmark SPY, which returned +17% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +9.54% | +13.91% | +23.36% | +18.32% | -10.97% | +29.37% | +9.53% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.83% | -0.68% | -3.75% | +8.20% | +3.50% | +0.49% | +9.54% | ||||||
| 2025 | +4.01% | -1.37% | -4.02% | -0.67% | +5.89% | +3.39% | +0.87% | +2.53% | +3.71% | -1.38% | +0.81% | -0.24% | +13.91% |
| 2024 | +2.12% | +3.55% | +4.13% | -4.78% | +5.48% | +3.30% | +2.92% | +2.84% | +1.73% | -0.41% | +5.43% | -4.50% | +23.36% |
| 2023 | +3.84% | -2.21% | +2.40% | +2.23% | -2.06% | +5.86% | +2.09% | +0.13% | -3.86% | -1.99% | +7.15% | +4.03% | +18.32% |
| 2022 | -4.20% | -3.34% | +2.22% | -5.81% | +2.03% | -8.12% | +8.28% | -3.52% | -7.20% | +9.44% | +5.12% | -4.48% | -10.97% |
| 2021 | -0.30% | +1.47% | +5.59% | +4.98% | +0.53% | +2.71% | +3.84% | +2.44% | -4.95% | +5.28% | -1.34% | +6.38% | +29.37% |
| 2020 | +0.15% | -3.18% | +8.83% | +3.79% | +9.53% |
Drawdown analysis of FLRG (FIDELITY U.S. MULTIFACTOR ETF)
The maximum drawdown for the FLRG was -19.64%, occurring on Jun 16, 2022. Recovery took 304 trading sessions.
Since Sep 17, 2020 FLRG has experienced the following drawdowns:
- 10% or more: 2 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.64% | Jan 4, 2022 | 113 | Jun 16, 2022 | 304 | Sep 1, 2023 | 417 |
| -16.53% | Jan 23, 2025 | 52 | Apr 8, 2025 | 55 | Jun 27, 2025 | 107 |
| -7.70% | Sep 1, 2023 | 39 | Oct 27, 2023 | 16 | Nov 20, 2023 | 55 |
| -7.46% | Oct 12, 2020 | 14 | Oct 30, 2020 | 8 | Nov 11, 2020 | 22 |
| -7.16% | Jan 28, 2026 | 42 | Mar 30, 2026 | 11 | Apr 15, 2026 | 53 |
| -6.45% | Jul 16, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
| -5.83% | Mar 28, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -5.39% | Sep 3, 2021 | 20 | Oct 4, 2021 | 21 | Nov 2, 2021 | 41 |
| -5.35% | Dec 4, 2024 | 11 | Dec 19, 2024 | 20 | Jan 22, 2025 | 31 |
| -4.90% | Aug 30, 2024 | 4 | Sep 6, 2024 | 9 | Sep 19, 2024 | 13 |
| -4.85% | Oct 27, 2025 | 18 | Nov 20, 2025 | 22 | Dec 23, 2025 | 40 |
| -4.40% | Feb 12, 2021 | 13 | Mar 4, 2021 | 6 | Mar 12, 2021 | 19 |
| -4.39% | Nov 16, 2021 | 10 | Dec 1, 2021 | 5 | Dec 8, 2021 | 15 |
| -3.65% | May 7, 2021 | 3 | May 12, 2021 | 20 | Jun 10, 2021 | 23 |
| -3.26% | Jan 25, 2021 | 4 | Jan 29, 2021 | 5 | Feb 5, 2021 | 9 |
| -3.19% | Sep 17, 2020 | 4 | Sep 23, 2020 | 5 | Sep 30, 2020 | 9 |
| -3.00% | Dec 15, 2021 | 3 | Dec 20, 2021 | 3 | Dec 23, 2021 | 6 |
| -3.00% | Oct 14, 2024 | 15 | Nov 4, 2024 | 2 | Nov 6, 2024 | 17 |
| -2.98% | Oct 3, 2025 | 5 | Oct 10, 2025 | 11 | Oct 27, 2025 | 16 |
| -2.79% | Dec 26, 2025 | 15 | Jan 20, 2026 | 5 | Jan 27, 2026 | 20 |
| -2.77% | Nov 8, 2024 | 5 | Nov 15, 2024 | 7 | Nov 26, 2024 | 12 |
| -2.04% | Jul 14, 2021 | 3 | Jul 19, 2021 | 3 | Jul 22, 2021 | 6 |
| -1.86% | Jun 14, 2021 | 4 | Jun 18, 2021 | 4 | Jun 24, 2021 | 8 |
| -1.77% | Aug 16, 2021 | 2 | Aug 18, 2021 | 5 | Aug 25, 2021 | 7 |
| -1.73% | Nov 16, 2020 | 4 | Nov 20, 2020 | 6 | Dec 1, 2020 | 10 |