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Fidelity InvestmentsLarge BlendFDLO · NYSE Arca

Fidelity Low Volatility Factor ETF (FDLO)

Price
$72.01
11 Sept 2026
Assets
$1.4B
Total net assets
Expense ratio
0.15%
Category 0.72%
Yield
1.35%
Trailing distributions
3Y CAGR
14.2%-5.0%
Category 19.2%
5Y CAGR
9.4%-2.0%
Category 11.4%
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Fidelity Low Volatility Factor ETF

Calendar-year returns

Fund only: no comparison series covers this fund's history.

Risk statistics

Five years of daily closes. Risk-free rate 4% a year.

Standard deviation
Maximum drawdown
Sharpe ratio
Sortino ratio
Beta
Alpha
Information ratio
Upside capture
Downside capture
Tracking error
Trailing returns compared with benchmark
Period1M3M6MYTD1Y3YCAGR5YCAGR10YCAGRLaunchCAGR
ETF-1.3%+4.3%+10.1%+8.8%+11.0%+14.2%+9.4%+12.8%
Large Blend average-1.7%2.7%14.8%12.0%15.6%19.2%11.4%14.1%14.5%
Difference+0.4%+1.6%-4.7%-3.3%-4.6%-5.0%-2.0%-1.6%

Holdings

The 10 largest positions make up 35.9% of the fund.

Top holdings

Largest holdings by weight
TickerHoldingWeight
AAPLApple Inc7.87%
MSFTMicrosoft Corp6.63%
GOOGLAlphabet Inc Class A5.23%
AMZNAmazon.com Inc3.74%
AVGOBroadcom Inc3.62%
METAMeta Platforms Inc Class A1.96%
CSCOCisco Systems Inc1.81%
JPMJPMorgan Chase & Co1.75%
BRK-BBerkshire Hathaway Inc Class B1.69%
IBMInternational Business Machines Corp1.63%

Portfolio valuation

Weighted averages of what the fund holds.

P/E
23.9
P/B
5.0
P/S
3.8
P/CF
17.7

Sector allocation

Share of the equity the fund holds.

37.6%Technology11 sectors
  1. Technology37.6%
  2. Financial services12.5%
  3. Health care9.7%
  4. Communication services9.1%
  5. Consumer discretionary8.9%
  6. Industrials8.5%
  7. Consumer staples4.3%
  8. Energy3.6%
  9. Utilities2.0%
  10. Real estate1.9%
  11. Materials1.8%

Asset mix

  • Stocks99.8%
  • Cash1.4%

Credit quality

Share of the bonds by rating.

  • US government0.0%

ETF details

Issuer
Fidelity Investments
Category
Equity · Large Blend
Ticker
FDLO
Exchange
NYSE Arca
Inception
12 Sept 2016 (10.0 years)
Structure
Exchange Traded Fund
Expense ratio
0.15% (category 0.72%)
Holdings turnover
19% (category 95%)
Distribution yield
1.35%
Beta, 3 years
0.67
Total net assets
$1.4B

Prices and returns as of 11 Sept 2026; total return with distributions reinvested, before brokerage and taxes. Not investment advice.

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