Fidelity® Blue Chip Value ETF

10-Year Study

FBCV.US · · US · ETF

Executive Summary: Fidelity® Blue Chip Value ETF has compounded at 13.8% annually over the last 10 years, with a maximum drawdown of 13.5% and an annualized volatility of 11.0%.

1Y CAGR
+20.3%
3Y CAGR
+14.2%
5Y CAGR
+7.7%
10Y CAGR
+13.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
13.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.76
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +26.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -2.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.92.4-5.23.2————————4.1%
20252.50.6-1.4-2.53.22.3-0.23.90.71.53.02.016.4%
20240.22.54.7-3.82.0-1.55.13.40.7-1.15.4-6.810.3%
20232.3-4.1-1.12.5-4.04.53.4-2.1-2.1-2.44.84.25.4%
2022-1.1-0.21.6-4.82.8-6.34.3-2.2-7.610.95.0-3.2-2.3%
20210.13.47.64.83.4-2.21.32.1-4.34.8-3.97.326.2%
2020——————2.44.7-2.2-0.013.13.322.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 11.0%. The dominant macroeconomic risk driver is VTV.US, accounting for 77.4% of variance. Idiosyncratic stock-specific factors contribute 2.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-06-0110000
2020-07-0110236.839845427221
2020-08-0110722.427365106625
2020-09-0110486.045513095749
2020-10-0110481.23658222413
2020-11-0111849.778159438958
2020-12-0112239.98855016459
2021-01-0112255.21683125805
2021-02-0112667.29640761414
2021-03-0113631.315299842563
2021-04-0114292.257048804922
2021-05-0114773.665378560183
2021-06-0114442.364391011877
2021-07-0114636.725347073136
2021-08-0114948.676112780877
2021-09-0114304.909116931443
2021-10-0114987.319307284957
2021-11-0114397.252039501931
2021-12-0115444.511235150992
2022-01-0115271.21797624159
2022-02-0115244.997853155859
2022-03-0115490.654071847715
2022-04-0114753.227422355802
2022-05-0115160.21182195506
2022-06-0114206.72677830256
2022-07-0114820.323457850292
2022-08-0114497.667096035493
2022-09-0113397.910405037926
2022-10-0114859.31014741663
2022-11-0115600.801488478603
2022-12-0115094.890510948904
2023-01-0115448.633175898094
2023-02-0114821.468441391153
2023-03-0114660.312008014884
2023-04-0115026.077000143123
2023-05-0114430.742808072135
2023-06-0115080.635465865176
2023-07-0115597.137541147846
2023-08-0115263.317589809647
2023-09-0114939.916988693287
2023-10-0114588.693287533992
2023-11-0115283.240303420638
2023-12-0115917.561185057963
2024-01-0115941.892085301273
2024-02-0116339.773865750678
2024-03-0117099.81394017461
2024-04-0116445.16960068699
2024-05-0116774.066122799486
2024-06-0116525.43294690139
2024-07-0117363.331902103906
2024-08-0117957.349363102905
2024-09-0118074.481179333045
2024-10-0117879.54773150136
2024-11-0118840.58966652354
2024-12-0117550.250465149562
2025-01-0117993.70259052526
2025-02-0118096.350364963502
2025-03-0117836.095606125662
2025-04-0117384.685845140975
2025-05-0117940.804350937455
2025-06-0118348.36124230714
2025-07-0118310.23329039645
2025-08-0119029.282954057537
2025-09-0119167.997710032916
2025-10-0119445.942464577067
2025-11-0120025.30413625304
2025-12-0120421.81193645341
2026-01-0121216.54501216545
2026-02-0121723.200228996706
2026-03-0120598.253900100182
2026-04-0121260.45513095749
Annual Return Matrix
YearAnnual Return
20210.26180765381053495
2022-0.022637215181427583
20230.054499943110706495
20240.10257157243562087
20250.16361940115931994
20260.04106605217566828
Total Factor Risk
0.1103822073499733
VTI.US Exposure
0.2603859934816594
VEA.US Exposure
0.037003026633579184
VWO.US Exposure
-0.03297265116888374
QQQ.US Exposure
-0.06153704510573415
VTV.US Exposure
0.7735466887450739
IJR.US Exposure
-0.03624807574517306
QUAL.US Exposure
-0.10269227136698007
SHV.US Exposure
0.08786244221419995
TLT.US Exposure
-0.017146349295687015
LQD.US Exposure
0.057826028428099974
HYG.US Exposure
-0.027525116549734715
GLD.US Exposure
0.0029360641337151548
USO.US Exposure
-0.00043102494366024046
VNQ.US Exposure
0.0062928434611381045
BTC-USD.CC Exposure
-0.008919379169592033
CPER.US Exposure
-0.015652656148895144
VIX.INDX Exposure
0.00794596742526288
UUP.US Exposure
0.009278039120663596
TIP.US Exposure
0.03058352868396858
Idiosyncratic Exposure
0.029463947166979466
Value Score
43.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
17.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →16.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.46%
Market Cap$124.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$81
Avg Yield on Cost
0.81%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$80.720.81%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.60
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fidelity® Blue Chip Value ETF a high-risk investment?

Fidelity® Blue Chip Value ETF (FBCV.US) has an annualized volatility of 11.0% and experienced a maximum drawdown of 13.5% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of FBCV.US?

Over the past 10 years, FBCV.US has generated a Compound Annual Growth Rate (CAGR) of 13.8%. It has had a positive return in 83% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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