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Sunday, August 23, 2026The Morning Brief →Sign in

Fidelity Value Factor ETF

$82.57+0.38% today
678352-WK

The fund normally invests at least 80% of assets in securities included in the Fidelity U.S. Value Factor Index?, which is designed to reflect the performance of stocks of large and mid-capitalization U.S. companies that have attractive valuations. It may lend securities to earn income for the fund.

Price & daily flows
79.975.170.482.57DAILY NET FLOWAug 22Dec 19Apr 21Aug 21

SOURCE: MARKET TAPE & DAILY CREATION/REDEMPTION RECORDS · 1Y SHOWN

The desk’s read

Flows are quiet — the past month netted out near zero, while the price has returned +13.8% so far this year. At 0.15% a year it is not the cheapest way in — IVV runs the same ground at 0.03%.

COMPOSED FROM THE FUND’S OWN DAILY RECORDS · UPDATED WITH EACH REFRESH

$838Massets under management
0.15%expense ratio · $15 per $10,000 a year
net flow, trailing month
68Kavg daily volume, 30 days
130holdings · US-domiciled
2016listed September 14, 2016 · beta 0.88
Sector weights
Technology30.5%
Information Technology28.66%
Technology Services22.59%
Consumer Discretionary16.15%
Finance14.77%
Financials13.84%
Financial Services13.55%
Healthcare11.96%
Electronic Technology11.07%
Consumer Cyclical10.22%
PORTFOLIO COMPOSITION, LATEST DISCLOSURE
Country weights
United States99.6%
Ireland1.27%
Bermuda0.94%
United Kingdom0.62%
Other0.45%
India0.4%
PORTFOLIO COMPOSITION, LATEST DISCLOSURE
Performance
1 week-0.8%
1 month+4.6%
3 months+5.0%
6 months+12.2%
YTD+13.8%
1 year+22.5%
3 years

PRICE RETURN, DISTRIBUTIONS NOT REINVESTED

Net flows
1 week
1 month
3 months
YTD
1 year

CREATION/REDEMPTION DOLLARS, DAILY RECORDS

The risk read
11%realized volatility, 30 days (annualized)
12%realized volatility, 1 year
-9.3%deepest fall from a peak, 1 year
-1.0%where it sits vs. that peak today

VOLATILITY & DRAWDOWN FROM THE DAILY TAPE · CONCENTRATION FROM THE LATEST DISCLOSED BOOK

Options tape
calls today
puts today
put/call ratio
33Kshares traded
The case against FVAL

Due diligence cuts both ways. These funds sit on the same shelf and beat FVAL on at least one dimension that matters — the fee, the asset base, or where the money is going.

FundFeeAssetsFlow, 1MThe case
IUSG iShares Core S&P U.S. Growth ETF0.04%$33.8B+$668M-11bp on fee · 40× the assets · +$668M in over the monthHead-to-head
IUSV iShares Core S&P U.S. Value ETF0.04%$28.1B+$103M-11bp on fee · 34× the assets · +$103M in over the monthHead-to-head
ILCG iShares Morningstar Growth ETF0.04%$3.3B+$7M-11bp on fee · 4× the assets · +$7M in over the monthHead-to-head
VUG Vanguard Growth Index Fund0.04%$135.5B-11bp on fee · 162× the assetsHead-to-head
VTV Vanguard Value Index Fund0.04%$125.5B-11bp on fee · 150× the assetsHead-to-head
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InstrumentsHarvest substitutesTrade cost at $1MClient tearsheetStress this fund
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