FDMO

Fidelity Momentum Factor ETF
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83
*Unless otherwise stated, data provided by FactSet.

FDMO Fund Description

FDMO tracks an index large-cap US stocks selected for positive momentum signals.

FDMO Factset Analytics Insight

FDMO hunts among the 1000 largest US stocks for those with positive price momentum. Potential holdings are screened using a scoring system based on four metrics: high total return, high volatility-adjusted return, high positive earnings surprises, and low average short interest. 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 quarterly. FDMO charges a reasonable fee in context.

FDMO MSCI ESG Analytics Insight

Fidelity Momentum Factor ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.26 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 Momentum Factor ETF ranks in the 47th percentile within its peer group and in the 45th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FDMO 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.

FDMO Charts And Performance

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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Select ETFs to compare their performance:
PERFORMANCE [as of 10/11/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FDMO -0.37% -4.01% 18.54% 6.70% 12.77% -- --
FDMO (NAV) -0.04% -3.53% 19.14% 9.23% 13.49% -- --
MSCI USA Large Cap Index -0.82% -0.54% 20.30% 11.16% 14.16% 11.70% 13.05%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FDMO Summary Data

Fidelity
09/12/16
Open-Ended Fund
0.29%
$116.60M
$1.59M
0.11%

FDMO Portfolio Data

$192.20B
29.26
5.05
1.20%
12/20/19
130

FDMO Index Data

Tiered
Multi-Factor
MSCI USA Large Cap Index

FDMO Portfolio Management

0.29%
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--
--

FDMO Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

FDMO Fund Structure

Open-Ended Fund
No
No
100% / 0%
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

FDMO Factset Analytics Block Liquidity

As of 10/14/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of FDMO. FDMO is rated a 5 out of 5.

FDMO Tradability

45,081
$1.59M
11,155
$390.31K
0.11%
$0.04
0.01%
0.48% / -0.29%
None
100.00%
50,000
0.22
0.03%
0.01%
0
$35.07
5

FDMO Sector/Industry Breakdown


FDMO
Segment Benchmark
25.69%
28.82%
16.02%
14.64%
15.95%
13.38%
13.69%
13.93%
10.51%
9.10%
6.38%
8.01%
4.18%
4.64%
3.50%
2.97%
2.59%
2.08%
1.49%
2.43%

FDMO Countries


FDMO
Segment Benchmark
100.00%
100.00%

FDMO Regions


FDMO
Segment Benchmark
100.00%
100.00%

FDMO Economic Development


FDMO
Segment Benchmark
100.00%
100.00%

FDMO Performance Statistics

0.94
1.05
1.11
1.01
0.32%
MSCI USA Large Cap Index

FDMO MSCI ESG Ratings

BBB
5.26 / 10
45.03
46.75
10.01%
5.75%
219.99

FDMO Benchmark Comparison Holdings

130
296
84
47.13%

FDMO Benchmark Comparison Summary


FDMO
Segment Benchmark
130
296
$192.20B
$265.76B
29.26
21.77
5.05
3.49
1.42%
1.94%
Low
Low

FDMO Benchmark Comparison Market Cap Size


FDMO
Segment Benchmark
92.74%
99.78%
7.26%
0.22%
0.00%
0.00%
0.00%
0.00%