FIVA

Fidelity International Value Factor ETF
*Unless otherwise stated, data provided by FactSet.

FIVA Fund Description

FIVA tracks a multi-factor index of large- and midcap value stocks from developed markets, ex-US.

FIVA Factset Analytics Insight

FIVA complements its US-focused sibling, FVAL. Both funds select value stocks using a size-adjusted composite score based on four equally-weighted measures: free cash flow yield, EBITDA to enterprise value, tangible book value to price, and price to forward earnings. Banking stocks are scored on the last two measures only. FIVA targets 100 high-scoring stocks from a selection universe of the 1000 largest firms. Holdings are selected such that country and sector representation is roughly market-like, and weighted by market-cap within each country/sector group. The index is rebalanced on a quarterly basis.

FIVA MSCI ESG Analytics Insight

Fidelity International Value Factor ETF has an MSCI ESG Fund Rating of AA based on a score of 7.34 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 International Value Factor ETF ranks in the 80th percentile within its peer group and in the 39th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FIVA 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.

PERFORMANCE [as of 09/16/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FIVA -0.12% -1.20% 15.55% 29.13% 6.65% -- --
FIVA (NAV) -0.09% -1.58% 14.69% 28.19% 6.42% -- --
Fidelity International Value Factor Index 0.01% -1.41% 15.21% 28.89% 7.03% 9.54% 7.24%
MSCI World ex USA IMI Value -0.62% -2.85% 13.58% 29.54% 5.37% 7.52% 6.17%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FIVA Summary Data

Fidelity
01/16/18
Open-Ended Fund
0.39%
$39.56M
$403.75K
0.47%

FIVA Portfolio Data

$73.16B
16.47
1.36
2.79%
09/17/21
104

FIVA Index Data

Fidelity International Value Factor Index
Tiered
Fundamental
MSCI World ex USA IMI Value

FIVA Portfolio Management

0.39%
-0.66%
1.13%
-2.22%

FIVA Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FIVA Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
High
Daily

FIVA Factset Analytics Block Liquidity

As of 09/17/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of FIVA. FIVA is rated a 4 out of 5.

FIVA Tradability

16,490
$403.75K
4,654
$111.28K
0.47%
$0.12
0.35%
1.73% / -0.97%
None
30.00%
100,000
0.05
0.03%
0.05%
0
$24.64
4

FIVA Sector/Industry Breakdown


FIVA
Segment Benchmark
19.42%
34.41%
15.65%
11.74%
11.68%
10.24%
10.77%
6.99%
10.03%
5.33%
9.44%
3.14%
7.92%
9.84%
5.01%
7.40%
4.77%
4.35%
3.15%
5.67%

FIVA Top 10 Holdings[View All]

2.41%
2.32%
1.60%
1.53%
1.48%
1.40%
1.38%
1.31%
1.31%
1.31%
16.03%

FIVA Countries


FIVA
Segment Benchmark
23.83%
22.24%
15.25%
16.44%
10.72%
8.76%
10.42%
9.78%
8.90%
6.09%
8.41%
9.27%
4.52%
6.81%
2.85%
3.07%
2.81%
2.64%
2.73%
0.76%

FIVA Regions


FIVA
Segment Benchmark
56.86%
56.12%
32.71%
33.07%
10.42%
10.07%
0.01%
0.74%

FIVA Economic Development


FIVA
Segment Benchmark
99.99%
100.00%
0.01%
0.00%

FIVA Performance Statistics

0.97
0.95
0.92
0.96
0.17%
MSCI World ex USA IMI Value

FIVA MSCI ESG Ratings

7.34 / 10
39.48
80.05
13.39%
6.97%
165.87

FIVA Benchmark Comparison Holdings

104
2070
75
25.34%

FIVA Benchmark Comparison Summary


FIVA
Segment Benchmark
104
2070
$73.16B
$53.92B
16.47
19.17
1.36
1.21
3.02%
3.20%
Low
Low

FIVA Benchmark Comparison Market Cap Size


FIVA
Segment Benchmark
83.57%
72.15%
16.42%
20.10%
0.00%
7.21%
0.01%
0.54%