Fidelity Investment Grade Securitized ETF

10-Year Study

FSEC.US · · US · ETF

Executive Summary: Fidelity Investment Grade Securitized ETF has compounded at 20.5% annually over the last 10 years, with a maximum drawdown of 26.1% and an annualized volatility of 8.7%.

1Y CAGR
+7.1%
3Y CAGR
+4.9%
5Y CAGR
+0.5%
10Y CAGR
+20.5%

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 →
26.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +40.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -12.6%
% 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.
20260.51.6-2.10.9————————0.8%
20250.52.30.30.4-0.91.7-0.51.41.30.90.60.18.3%
2024-0.1-1.71.1-2.92.01.32.52.01.5-2.91.1-1.42.4%
20233.3-2.51.80.6-0.7-0.60.0-0.6-3.1-2.25.44.05.2%
2022-1.6-1.3-2.4-3.41.0-2.13.0-3.0-4.9-1.63.5-0.3-12.6%
202117.0-26.161.70.9-0.50.00.6-0.1-0.5-0.3-0.10.040.0%
2020——————————53.725.993.5%

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 8.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 48.2% of variance. Idiosyncratic stock-specific factors contribute 3.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-10-0110000
2020-11-0115365.238943758859
2020-12-0119345.08758940021
2021-01-0122637.280606114073
2021-02-0116731.737722509242
2021-03-0127049.05522068522
2021-04-0127286.33481595257
2021-05-0127159.445648101268
2021-06-0127167.128267693253
2021-07-0127331.863782878867
2021-08-0127311.208871188926
2021-09-0127179.97461520773
2021-10-0127097.921719073613
2021-11-0127070.150938417322
2021-12-0127081.108117179672
2022-01-0126642.443132935416
2022-02-0126290.23910524691
2022-03-0125651.826011610927
2022-04-0124768.072869365176
2022-05-0125020.276897774344
2022-06-0124502.39277052416
2022-07-0125236.58671989306
2022-08-0124481.8638034177
2022-09-0123292.12829561886
2022-10-0122920.528802075165
2022-11-0123731.737864239174
2022-12-0123663.224010828646
2023-01-0124436.019975032712
2023-02-0123816.120735167584
2023-03-0124243.32476231559
2023-04-0124399.873879575316
2023-05-0124238.098062101373
2023-06-0124098.92929736124
2023-07-0124103.27438549113
2023-08-0123947.22904656531
2023-09-0123215.3650719907
2023-10-0122706.863816209425
2023-11-0123942.065318642828
2023-12-0124899.11820847116
2024-01-0124882.99730178633
2024-02-0124471.41040298925
2024-03-0124744.45825996357
2024-04-0124023.740381026517
2024-05-0124499.81090656292
2024-06-0124823.173624635594
2024-07-0125455.793267431716
2024-08-0125958.87890612356
2024-09-0126342.88394113956
2024-10-0125571.725256520673
2024-11-0125864.10560705844
2024-12-0125497.73281372897
2025-01-0125636.901578469107
2025-02-0126223.992254338933
2025-03-0126305.98217818131
2025-04-0126398.61441932735
2025-05-0126152.770592383687
2025-06-0126586.586710164145
2025-07-0126463.66479669231
2025-08-0126828.778144187032
2025-09-0127167.128267693253
2025-10-0127422.858744439727
2025-11-0127594.017433382574
2025-12-0127622.54388153972
2026-01-0127755.22650023088
2026-02-0128198.992240105887
2026-03-0127607.052697772266
2026-04-0127846.347406375215
Annual Return Matrix
YearAnnual Return
20210.3998958646234443
2022-0.1262091673487612
20230.05222847897129124
20240.024041598591798774
20250.08333333333333348
20260.008102205423051734
Total Factor Risk
0.08738703113117763
VTI.US Exposure
-0.008443286222990646
VEA.US Exposure
0.016049284615861734
VWO.US Exposure
-0.0027213384251567074
QQQ.US Exposure
0.0163587339657719
VTV.US Exposure
0.04380854833785976
IJR.US Exposure
-0.0027645832508854952
QUAL.US Exposure
-0.04894104215799518
SHV.US Exposure
0.48170596704498087
TLT.US Exposure
0.04045005955392032
LQD.US Exposure
0.36105787794581834
HYG.US Exposure
-0.02151834514175855
GLD.US Exposure
-0.002837377103281467
USO.US Exposure
0.004575476060775613
VNQ.US Exposure
-0.010555906672775497
BTC-USD.CC Exposure
0.0013998584265297448
CPER.US Exposure
-0.001134323118279044
VIX.INDX Exposure
0.005144415764039783
UUP.US Exposure
-0.004520834118501622
TIP.US Exposure
0.09888846702271464
Idiosyncratic Exposure
0.033998347473351495
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
50.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
8.7%

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 →4.18%
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
$174
Avg Yield on Cost
1.74%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$173.81.74%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 →
+1.0%
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 →
56.3% 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 →
1.12
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fidelity Investment Grade Securitized ETF a high-risk investment?

Fidelity Investment Grade Securitized ETF (FSEC.US) has an annualized volatility of 8.7% and experienced a maximum drawdown of 26.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FSEC.US has generated a Compound Annual Growth Rate (CAGR) of 20.5%. 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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