Performance analysis of FVAL (FIDELITY VALUE FACTOR ETF)
Annual Return
Over the past 3 years, FVAL has had an average annual return of +18.70%, underperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, FVAL has had an average annual return of +12.38%, underperforming the benchmark SPY, which returned +12.73% annual.
Since Sep 15, 2016, FVAL has had an average annual return of +14.39%, underperforming the benchmark SPY, which returned +15.35% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +11.32% | +19.55% | +18.05% | +23.12% | -14.40% | +30.35% | +9.12% | +30.33% | -7.86% | +22.48% | +8.57% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.16% | -0.85% | -4.77% | +9.61% | +5.41% | -2.44% | +2.39% | +11.32% | |||||
| 2025 | +3.21% | -1.11% | -4.66% | -2.53% | +5.44% | +4.69% | +1.12% | +4.18% | +2.78% | +2.88% | +0.56% | +1.96% | +19.55% |
| 2024 | +0.23% | +3.72% | +4.01% | -4.17% | +3.26% | +2.45% | +2.27% | +1.24% | +2.06% | -0.25% | +6.14% | -3.74% | +18.05% |
| 2023 | +6.61% | -3.16% | +1.64% | +1.64% | -0.52% | +6.57% | +3.83% | -2.14% | -3.70% | -2.63% | +8.52% | +5.32% | +23.12% |
| 2022 | -2.07% | -3.00% | +3.05% | -7.16% | +1.97% | -10.19% | +7.46% | -4.11% | -9.29% | +10.42% | +5.80% | -5.81% | -14.40% |
| 2021 | -0.02% | +3.77% | +6.72% | +5.07% | +1.65% | +0.76% | +2.04% | +2.46% | -4.76% | +4.72% | -0.86% | +5.82% | +30.35% |
| 2020 | -2.02% | -8.88% | -16.42% | +13.83% | +3.59% | +1.97% | +3.57% | +6.71% | -3.81% | -2.10% | +11.78% | +4.54% | +9.12% |
| 2019 | +9.19% | +2.44% | +0.28% | +4.64% | -8.18% | +7% | +2.01% | -3.91% | +3.83% | +3.61% | +4.36% | +2.71% | +30.33% |
| 2018 | +4.72% | -4.10% | -2.39% | +0.03% | +1.84% | +1.12% | +3.13% | +2.80% | +0.68% | -6.29% | +2.07% | -10.63% | -7.86% |
| 2017 | +1.90% | +3.81% | -0.49% | +0.08% | +0.06% | +2.20% | +2.06% | +0.23% | +2.11% | +2.31% | +3.61% | +2.69% | +22.48% |
Drawdown analysis of FVAL (FIDELITY VALUE FACTOR ETF)
The maximum drawdown for the FVAL was -37.24%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current FVAL drawdown is -0.59%.
Since Sep 15, 2016 FVAL has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.24% | Feb 12, 2020 | 27 | Mar 23, 2020 | 166 | Nov 16, 2020 | 193 |
| -23.42% | Jan 4, 2022 | 186 | Sep 30, 2022 | 300 | Dec 11, 2023 | 486 |
| -19.68% | Sep 21, 2018 | 64 | Dec 24, 2018 | 137 | Jul 12, 2019 | 201 |
| -18.39% | Feb 18, 2025 | 35 | Apr 8, 2025 | 59 | Jul 3, 2025 | 94 |
| -10.78% | Jan 26, 2018 | 39 | Mar 23, 2018 | 108 | Aug 27, 2018 | 147 |
| -8.92% | Feb 2, 2026 | 39 | Mar 30, 2026 | 12 | Apr 16, 2026 | 51 |
| -7.76% | Jul 16, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -7.32% | Jul 26, 2019 | 20 | Aug 23, 2019 | 40 | Oct 21, 2019 | 60 |
| -5.10% | Sep 2, 2021 | 19 | Sep 30, 2021 | 14 | Oct 20, 2021 | 33 |
| -4.68% | Nov 12, 2025 | 6 | Nov 20, 2025 | 8 | Dec 3, 2025 | 14 |
| -4.50% | Nov 12, 2021 | 12 | Dec 1, 2021 | 7 | Dec 10, 2021 | 19 |
| -4.49% | Jun 1, 2026 | 7 | Jun 10, 2026 | Ongoing | Ongoing | Ongoing |
| -4.48% | Dec 4, 2024 | 11 | Dec 19, 2024 | 21 | Jan 23, 2025 | 32 |
| -4.47% | Mar 28, 2024 | 23 | May 1, 2024 | 10 | May 15, 2024 | 33 |
| -4.16% | Jan 17, 2020 | 9 | Jan 31, 2020 | 8 | Feb 12, 2020 | 17 |
| -3.89% | May 7, 2021 | 3 | May 12, 2021 | 16 | Jun 4, 2021 | 19 |
| -3.75% | Mar 1, 2017 | 31 | Apr 13, 2017 | 40 | Jun 12, 2017 | 71 |
| -3.61% | Jan 26, 2021 | 3 | Jan 29, 2021 | 4 | Feb 4, 2021 | 7 |
| -3.27% | Jun 7, 2021 | 9 | Jun 18, 2021 | 9 | Jul 1, 2021 | 18 |
| -3.27% | Oct 6, 2025 | 4 | Oct 10, 2025 | 7 | Oct 21, 2025 | 11 |
| -3.09% | Jul 12, 2021 | 5 | Jul 19, 2021 | 4 | Jul 23, 2021 | 9 |
| -2.97% | Jan 9, 2026 | 6 | Jan 20, 2026 | 6 | Jan 28, 2026 | 12 |
| -2.83% | Feb 24, 2021 | 2 | Feb 26, 2021 | 7 | Mar 9, 2021 | 9 |
| -2.77% | May 15, 2024 | 10 | May 30, 2024 | 14 | Jun 20, 2024 | 24 |
| -2.59% | Dec 15, 2021 | 3 | Dec 20, 2021 | 2 | Dec 22, 2021 | 5 |