Fidelity® Low Duration Bond Factor ETF

10-Year Study

FLDR.US · · US · ETF

Executive Summary: Fidelity® Low Duration Bond Factor ETF has compounded at 3.1% annually over the last 10 years, with a maximum drawdown of 3.9% and an annualized volatility of 6.5%.

1Y CAGR
+4.2%
3Y CAGR
+5.2%
5Y CAGR
+3.6%
10Y CAGR
+3.1%

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 →
3.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.64
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.47
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +6.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -0.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.30.5-0.50.2————————0.5%
20250.40.80.30.10.50.60.40.60.50.50.40.35.4%
20240.60.40.60.00.80.50.80.60.6-0.00.60.25.7%
20231.10.10.30.70.40.60.40.30.10.11.01.16.3%
2022-0.1-0.1-0.6-0.40.0-0.50.50.1-0.3-0.11.00.5-0.3%
2021-0.1-0.2-0.20.10.20.10.3-0.0-0.1-0.1-0.0-0.0-0.2%
20200.60.3-3.92.70.81.00.40.10.0-0.00.10.12.0%
20190.90.30.60.20.50.40.30.50.10.30.20.14.5%
2018——————0.10.5-0.00.20.0-0.10.7%

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 6.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 97.9% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-06-0110000
2018-07-0110009.585612452165
2018-08-0110059.643810813483
2018-09-0110057.843338633314
2018-10-0110079.727951189452
2018-11-0110080.564790371784
2018-12-0110068.823683056036
2019-01-0110159.05016216929
2019-02-0110187.426618079277
2019-03-0110250.620655726896
2019-04-0110276.08085388027
2019-05-0110325.150060480648
2019-06-0110363.999685551336
2019-07-0110396.991436345701
2019-08-0110453.008944035746
2019-09-0110465.079715271808
2019-10-0110494.267651601025
2019-11-0110513.00777753264
2019-12-0110523.58238174575
2020-01-0110587.38502970779
2020-02-0110622.532275365736
2020-03-0110206.217461537097
2020-04-0110477.404074138878
2020-05-0110561.417656292399
2020-06-0110667.848385027171
2020-07-0110711.871197770457
2020-08-0110719.833849384162
2020-09-0110724.575938084045
2020-10-0110719.428109174547
2020-11-0110725.869235002194
2020-12-0110734.973030955442
2021-01-0110726.985020578637
2021-02-0110701.093723452545
2021-03-0110678.372271714074
2021-04-0110687.425350141122
2021-05-0110706.596575045454
2021-06-0110714.381715317453
2021-07-0110747.272031059412
2021-08-0110745.167253722033
2021-09-0110734.41513816722
2021-10-0110718.565911229112
2021-11-0110717.729072046783
2021-12-0110715.979317392814
2022-01-0110702.310944081393
2022-02-0110686.461717143286
2022-03-0110617.283011403835
2022-04-0110570.876474929059
2022-05-0110575.162105893121
2022-06-0110522.162291012093
2022-07-0110573.361633712952
2022-08-0110578.940561595167
2022-09-0110543.51436954311
2022-10-0110530.73355294022
2022-11-0110631.25568987247
2022-12-0110680.553125340759
2023-01-0110796.113008791883
2023-02-0110811.886159440686
2023-03-0110840.009027719663
2023-04-0110916.085317022576
2023-05-0110961.756449367425
2023-06-0111022.871068440765
2023-07-0111065.828813133809
2023-08-0111104.17126294248
2023-09-0111114.035821788755
2023-10-0111127.678836337078
2023-11-0111236.64544138195
2023-12-0111355.121582589689
2024-01-0111420.800779021203
2024-02-0111464.975744343094
2024-03-0111528.448728384823
2024-04-0111533.621916057422
2024-05-0111620.171374521036
2024-06-0111682.325702881515
2024-07-0111772.50146446857
2024-08-0111847.918425930857
2024-09-0111916.234933724872
2024-10-0111915.271300727036
2024-11-0111983.892113678263
2024-12-0112004.077689106636
2025-01-0112057.939701933097
2025-02-0112151.386743960178
2025-03-0112188.537331903097
2025-04-0112196.322472175098
2025-05-0112251.300270578004
2025-06-0112322.178013445215
2025-07-0112370.89219736218
2025-08-0112442.809649516536
2025-09-0112503.163505696846
2025-10-0112564.202048480884
2025-11-0112610.963607639074
2025-12-0112653.388818307
2026-01-0112688.941804174561
2026-02-0112754.189901633357
2026-03-0112692.060932035978
2026-04-0112717.419695136949
Annual Return Matrix
YearAnnual Return
20190.04516502751507989
20200.0200873278263467
2021-0.0017693303474407562
2022-0.0033059220256758115
20230.0631585695359207
20240.057150960630132364
20250.054090880283921505
20260.005060373766220705
Total Factor Risk
0.06526253460057196
VTI.US Exposure
0.014491712893182573
VEA.US Exposure
0.0056468912521304435
VWO.US Exposure
0.00003716832205075118
QQQ.US Exposure
-0.004289877382985371
VTV.US Exposure
-0.0014485484850976509
IJR.US Exposure
-0.0008696958365035647
QUAL.US Exposure
-0.00234164744745152
SHV.US Exposure
0.979109218176715
TLT.US Exposure
0.008706374161793618
LQD.US Exposure
-0.0008626791086693211
HYG.US Exposure
-0.0007809887829790114
GLD.US Exposure
-0.0010026314485322724
USO.US Exposure
0.0003608778995558071
VNQ.US Exposure
0.0001719358986545591
BTC-USD.CC Exposure
-0.00034418151044285545
CPER.US Exposure
0.0003031850135154879
VIX.INDX Exposure
-0.0003082791818744826
UUP.US Exposure
-0.0006201497886662642
TIP.US Exposure
0.0015422890776947149
Idiosyncratic Exposure
0.0024990262779094998
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
54.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.5%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.54%
Market Cap$0
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
$86
Avg Yield on Cost
0.86%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$85.970.86%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 →
-0.0%
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 →
+1.2%
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 →
0.3% 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 →
0.12
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fidelity® Low Duration Bond Factor ETF a high-risk investment?

Fidelity® Low Duration Bond Factor ETF (FLDR.US) has an annualized volatility of 6.5% and experienced a maximum drawdown of 3.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FLDR.US has generated a Compound Annual Growth Rate (CAGR) of 3.1%. It has had a positive return in 75% 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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