FVAL

Fidelity Value Factor ETF
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76
*Unless otherwise stated, data provided by FactSet.

FVAL Fund Description

FVAL follows a fundamentally selected, tier-weighted index of large-cap US stocks.

FVAL Factset Analytics Insight

FVAL is Fidelity’s take on US value investing. It follows a proprietary selection method where constituents are selected from the largest 1000 US stocks based on four value measurements: high free-cash-flow yield, low enterprise-value-to-EBITDA, low price-to-tangible-book-value, and low price-to-future-earnings. The fund weights each sector in its portfolio in-line with the broad market. Individual stocks are then weighed on their value characteristics within the amount set for the sector. For this exposure, FVAL charges a fee in-line with its competitors.

FVAL MSCI ESG Analytics Insight

Fidelity Value 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 Value Factor ETF ranks in the 48th percentile within its peer group and in the 47th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FVAL 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.

FVAL Charts And Performance

Price Chart ($)
Total Return Chart (%)
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PERFORMANCE [as of 09/19/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FVAL 5.44% 3.41% 18.51% 1.35% 13.56% -- --
FVAL (NAV) 4.05% 3.35% 17.74% 1.32% 13.42% -- --
Fidelity U.S. Value Factor Index -- -- -- -- -- -- --
MSCI USA Large Cap Value 3.68% 2.98% 17.09% 4.42% 10.72% 7.84% 11.21%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FVAL Summary Data

Fidelity
09/12/16
Open-Ended Fund
0.29%
$155.01M
$1.71M
0.14%

FVAL Portfolio Data

$224.83B
14.83
2.27
1.90%
09/20/19
130

FVAL Index Data

Tiered
Fundamental
MSCI USA Large Cap Value

FVAL Portfolio Management

0.29%
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--
--

FVAL Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

FVAL 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 -

FVAL Factset Analytics Block Liquidity

As of 09/20/19
5
4
3
2
1

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

FVAL Tradability

50,832
$1.71M
14,369
$491.40K
0.14%
$0.05
0.03%
0.51% / -0.55%
None
100.00%
50,000
0.29
0.03%
0.01%
0
$34.83
5

FVAL Sector/Industry Breakdown


FVAL
Segment Benchmark
27.24%
10.53%
17.98%
22.56%
14.26%
7.68%
11.57%
16.75%
8.40%
13.96%
8.17%
7.72%
4.69%
9.07%
3.11%
5.33%
2.38%
4.40%
2.21%
2.02%

FVAL Countries


FVAL
Segment Benchmark
100.00%
100.00%

FVAL Regions


FVAL
Segment Benchmark
100.00%
100.00%

FVAL Economic Development


FVAL
Segment Benchmark
100.00%
100.00%

FVAL Performance Statistics

0.94
1.13
1.17
1.12
0.30%
MSCI USA Large Cap Value

FVAL MSCI ESG Ratings

BBB
5.26 / 10
47.23
47.79
7.90%
7.30%
217.07

FVAL Benchmark Comparison Holdings

130
189
69
41.49%

FVAL Benchmark Comparison Summary


FVAL
Segment Benchmark
130
189
$224.83B
$146.00B
14.83
18.40
2.27
2.30
2.32%
2.93%
Low
Low

FVAL Benchmark Comparison Market Cap Size


FVAL
Segment Benchmark
84.18%
99.56%
15.59%
0.44%
0.23%
0.00%
0.00%
0.00%