Fidelity® Low Duration Bond Factor ETF (FLDR)

49.59 +0.42  +0.85% NYSE Arca Apr 6, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 49.42
Discount or Premium to NAV -0.52%
Turnover Ratio 14.00%
1 Year Fund Level Flows 117.37M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -2.53% -2.92% -2.16% 76
3M -1.73% -1.99% -1.65% 70
6M -1.23% -1.44% -1.14% 70
YTD -1.59% -1.83% -1.60% 68
1Y 1.03% 0.89% 0.40% 49
3Y -- -- 1.34% --
5Y -- -- 1.17% --
10Y -- -- 1.09% --
15Y -- -- 1.64% --
20Y -- -- 2.05% --
As of April 6, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 5.46% 5.46% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 89.08% 89.08% 0.00%
Convertible 5.46% 5.46% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of April 3, 2020

Region Exposure

Americas 72.08%
North America 72.08%
Latin America 0.00%
Greater Europe 18.32%
United Kingdom 7.21%
Europe Developed 11.11%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 9.60%
Japan 3.74%
Australasia 5.86%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.00%
As of April 3, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

FLDR Bond Exposure

Government 10.76%
Corporate 83.78%
Securitized 0.00%
Municipal 0.00%
Cash 5.46%
Derivative 0.00%
As of April 3, 2020

FLDR Bond Credit Quality Exposure

AAA 15.82%
AA 26.10%
A 45.55%
BBB 12.53%
BB 0.00%
B 0.00%
Below B 0.00%
Not Rated 0.00%
As of Feb. 29, 2020

FLDR Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 7.91%
183 to 364 Days 13.48%
1 to 3 Years 51.72%
3 to 5 Years 15.50%
5 to 7 Years 0.00%
7 to 10 Years 11.38%
10 to 15 Years 0.00%
15 to 20 Years 0.00%
20 to 30 Years 0.00%
Over 30 Years 0.00%
As of April 3, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- United States Treasury Notes 2.25% 1.64% -- --
-- Morgan Stanley 3% 1.58% -- --
-- United States Treasury Notes 2.88% 1.49% -- --
-- United States Treasury Notes 2.62% 1.32% -- --
-- Wells Fargo Bank, National Association 2.08% 1.29% -- --
-- United States Treasury Notes 2.38% 1.25% -- --
-- Wells Fargo & Company 2.82% 1.19% -- --
-- National Australia Bank Limited 2.19% 1.16% -- --
-- U.S. Bank National Association 2.05% 1.15% -- --
-- Lloyds Banking Group plc 2.73% 1.13% -- --
As of April 3, 2020
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Basic Info

Investment Strategy
The investment seeks to provide investment returns that correspond, before fees and expenses, generally to the performance of the Fidelity Low Duration Investment Grade Factor Index℠. The fund normally invests at least 80% of assets in securities included in the index. The index is designed to optimize the balance of interest rate risk and credit risk such that both returns and risk measures may be improved relative to traditional U.S. investment grade floating rate note indices. The index is comprised solely of U.S. investment grade floating rate notes and U.S. Treasury notes.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style Medium Quality/Limited Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Ultrashort Bond
Prospectus Objective Growth and Income
Fund Owner Firm Name Fidelity Investments
Benchmark Index
Fidelity Low Durtn IG Fct TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Brandon Bettencourt 1.72 yrs
Jay Small 1.72 yrs

Net Fund Flows

1M -34.72M
3M -2.944M
6M 50.32M
YTD -2.944M
1Y 117.37M
3Y --
5Y --
10Y --
As of March 31, 2020

Risk Info

Beta (5Y) --
Max Drawdown (All) 12.23%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.0503
30-Day Rolling Volatility 42.25%
Daily Value at Risk (VaR) 1% (All) 0.97%
Monthly Value at Risk (VaR) 1% (All) 6.78%

Fundamentals

Dividend Yield TTM (4-6-20) 2.60%
30-Day SEC Yield (3-31-20) 3.14%
7-Day SEC Yield --
Current Yield 2.12%
Yield to Maturity --
Effective Duration 0.96
Average Coupon 2.34%
Average Credit Score 6.00 (A)
Average Price 99.03
Number of Holdings 327
As of April 3, 2020

Comparables

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Attributes

Key Dates
Inception Date 6/12/2018
Termination Date
Last Annual Report Date 8/31/2019
Last Prospectus Date 12/30/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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