FDLOFidelity Low Volatility Factor ETF
FDLO Fund Description
FDLO tracks an index of large- and midcap US stocks selected for low volatility of returns and earnings.
FDLO Factset Analytics Insight
FDLO hunts among the 1,000 largest US stocks for those with low volatility of returns and earnings. Potential holdings are screened using a scoring system based on three metrics: low volatility of returns, low beta, and low earnings volatility. Factor scores are also scaled by market cap. The portfolio is weighted so that sector exposure reflects the neutral market, with holdings within sectors weighted by a combination of market cap and factor score. The fund is rebalanced twice annually.
FDLO MSCI ESG Analytics Insight
Fidelity Low Volatility Factor ETF has an MSCI ESG Fund Rating of A based on a score of 6.16 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.
The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Fidelity Low Volatility Factor ETF ranks in the 52nd percentile within its peer group and in the 64th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
FDLO MSCI FaCS and Factor Box
MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.
FDLO Summary Data
FDLO Portfolio Data
FDLO Index Data
FDLO Portfolio Management
FDLO Tax Exposures
FDLO Fund Structure
FDLO Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of FDLO. FDLO is rated a 5 out of 5.
FDLO Sector/Industry Breakdown
FDLO Economic Development
FDLO Performance Statistics
FDLO MSCI ESG Ratings
FDLO Benchmark Comparison Summary
FDLO Benchmark Comparison Market Cap Size