Performance analysis of FQAL (FIDELITY QUALITY FACTOR ETF)
Annual Return
Over the past 3 years, FQAL has had an average annual return of +17.96%, underperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, FQAL has had an average annual return of +11.47%, underperforming the benchmark SPY, which returned +12.55% annual.
Since Sep 15, 2016, FQAL has had an average annual return of +14.29%, underperforming the benchmark SPY, which returned +15.26% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +8.60% | +16.93% | +21.92% | +24.21% | -19.70% | +32.14% | +16.21% | +28.11% | -4.38% | +23.04% | +4.27% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.48% | +0.34% | -5.33% | +7.91% | +3.75% | +0.41% | +0.22% | +8.60% | |||||
| 2025 | +2.85% | +0.24% | -4.58% | -0.78% | +5.67% | +3.83% | +1.80% | +2.36% | +3.28% | +0.78% | +0.81% | -0.13% | +16.93% |
| 2024 | +0.74% | +4.40% | +3.42% | -4.65% | +5.14% | +4.08% | +1.34% | +2.79% | +1.93% | -0.40% | +5.09% | -3.33% | +21.92% |
| 2023 | +6.04% | -1.70% | +2.97% | +1% | -0.65% | +6.55% | +3.33% | -1.04% | -4.30% | -2.38% | +8.54% | +4.38% | +24.21% |
| 2022 | -6.27% | -3.69% | +3.56% | -7.94% | +0.46% | -8.14% | +8.78% | -4.70% | -9.03% | +7.57% | +5.90% | -5.88% | -19.70% |
| 2021 | -1.33% | +2.42% | +4.71% | +5.24% | +0.62% | +3.14% | +3.63% | +2.63% | -4.96% | +6.87% | +0.41% | +5.38% | +32.14% |
| 2020 | +0.11% | -6.81% | -12.62% | +12.73% | +5.61% | +0.83% | +4.71% | +6.75% | -3.91% | -3.51% | +10.85% | +3.37% | +16.21% |
| 2019 | +8.08% | +3.39% | +1.56% | +3.45% | -6.29% | +6.27% | +1.72% | -1.42% | +1.17% | +1.94% | +3.30% | +2.54% | +28.11% |
| 2018 | +4.86% | -2.82% | -2.33% | -0.41% | +3.03% | +0.63% | +3.39% | +3.60% | +0.08% | -6.51% | +1.83% | -8.82% | -4.38% |
| 2017 | +2.22% | +4.37% | -0.04% | +0.54% | +0.98% | +1.47% | +1.89% | +0.77% | +2.08% | +1.77% | +3.66% | +1.29% | +23.04% |
Drawdown analysis of FQAL (FIDELITY QUALITY FACTOR ETF)
The maximum drawdown for the FQAL was -33.70%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
The current FQAL drawdown is -1.26%.
Since Sep 15, 2016 FQAL has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.70% | Feb 14, 2020 | 25 | Mar 23, 2020 | 97 | Aug 10, 2020 | 122 |
| -25.50% | Dec 29, 2021 | 198 | Oct 12, 2022 | 318 | Jan 19, 2024 | 516 |
| -18.60% | Sep 21, 2018 | 64 | Dec 24, 2018 | 75 | Apr 12, 2019 | 139 |
| -16.87% | Feb 19, 2025 | 34 | Apr 8, 2025 | 54 | Jun 26, 2025 | 88 |
| -9.50% | Jan 26, 2018 | 9 | Feb 8, 2018 | 115 | Jul 25, 2018 | 124 |
| -9.15% | Sep 2, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
| -8.42% | Feb 25, 2026 | 23 | Mar 30, 2026 | 13 | Apr 17, 2026 | 36 |
| -7.16% | Jul 16, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
| -6.57% | May 3, 2019 | 20 | Jun 3, 2019 | 13 | Jun 20, 2019 | 33 |
| -5.78% | Jul 26, 2019 | 6 | Aug 5, 2019 | 59 | Oct 28, 2019 | 65 |
| -5.74% | Aug 30, 2021 | 24 | Oct 4, 2021 | 13 | Oct 21, 2021 | 37 |
| -5.69% | Mar 28, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -4.82% | Feb 12, 2021 | 13 | Mar 4, 2021 | 7 | Mar 15, 2021 | 20 |
| -4.81% | Dec 6, 2024 | 22 | Jan 10, 2025 | 18 | Feb 6, 2025 | 40 |
| -4.57% | Oct 28, 2025 | 17 | Nov 20, 2025 | 14 | Dec 11, 2025 | 31 |
| -4.49% | Sep 22, 2016 | 30 | Nov 3, 2016 | 12 | Nov 21, 2016 | 42 |
| -4.07% | Aug 30, 2024 | 4 | Sep 6, 2024 | 9 | Sep 19, 2024 | 13 |
| -3.64% | Jan 21, 2021 | 6 | Jan 29, 2021 | 4 | Feb 4, 2021 | 10 |
| -3.56% | May 7, 2021 | 3 | May 12, 2021 | 16 | Jun 4, 2021 | 19 |
| -3.50% | Nov 16, 2021 | 10 | Dec 1, 2021 | 4 | Dec 7, 2021 | 14 |
| -3.31% | Jan 17, 2020 | 9 | Jan 31, 2020 | 4 | Feb 6, 2020 | 13 |
| -3.16% | Jun 2, 2026 | 6 | Jun 10, 2026 | 15 | Jul 2, 2026 | 21 |
| -2.85% | Mar 1, 2017 | 31 | Apr 13, 2017 | 28 | May 24, 2017 | 59 |
| -2.85% | Oct 6, 2025 | 4 | Oct 10, 2025 | 11 | Oct 27, 2025 | 15 |
| -2.71% | Nov 8, 2024 | 5 | Nov 15, 2024 | 7 | Nov 26, 2024 | 12 |