FCLO vs AAVM
Comparison between FIDELITY CLO ETF (FCLO, ETF) and ALPHA ARCHITECT GLOBAL FACTOR EQUITY ETF (AAVM, ETF).
FCLO vs AAVM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
FCLO
$26M
AAVM
$26M
Expense Ratio
FCLO
N/A
AAVM
0.38%
Max Drawdown
Winner
FCLO
0.68%
AAVM
36.35%
Sharpe Ratio
FCLO
1.24
Winner
AAVM
1.52
5Y Beta
Winner
FCLO
0.01
AAVM
0.90
5Y Dividends CAGR
FCLO
N/A
AAVM
28.54%
FCLO vs AAVM - Historical Returns
Returns include dividend reinvestment.
1M
FCLO
+0.44%
Winner
AAVM
+0.83%
3M
FCLO
+1.95%
Winner
AAVM
+7.49%
6M
FCLO
N/A
AAVM
+16.94%
1Y
FCLO
N/A
AAVM
+31.95%
5Y(CAGR)
FCLO
N/A
AAVM
+7.11%
10Y(CAGR)
FCLO
N/A
AAVM
+4.98%
Max(CAGR)
Winner
FCLO
+5.55%
AAVM
+4.98%
FCLO vs AAVM - Annual Returns (2017 - 2026)
Returns include dividend reinvestment.
| Year | FCLO | AAVM |
|---|---|---|
| 2026 | +1.86% | +13.78% |
| 2025 | N/A | +17.99% |
| 2024 | N/A | +12.87% |
| 2023 | N/A | +1.34% |
| 2022 | N/A | -6.83% |
| 2021 | N/A | +3.43% |
| 2020 | N/A | +3.98% |
| 2019 | N/A | +4.52% |
| 2018 | N/A | -16.23% |
| 2017 | N/A | +14.62% |
FCLO vs AAVM Drawdown Comparison
The maximum drawdown for FCLO was -0.58%, occurring on Mar 9, 2026. Recovery took 24 trading sessions.
The maximum drawdown for AAVM was -34.70%, occurring on Mar 18, 2020. Recovery took 1899 trading sessions.
The current AAVM drawdown is -2.34%.
| Rank | FCLO | AAVM |
|---|---|---|
| #1 | -0.58% Feb 26, 2026 - Apr 1, 2026 | -34.70% Jan 23, 2018 - Aug 13, 2025 |
| #2 | -0.21% Apr 1, 2026 - Apr 10, 2026 | -10.85% Feb 27, 2026 - Apr 17, 2026 |
| #3 | -0.15% Feb 13, 2026 - Feb 23, 2026 | -5.04% May 29, 2026 - Jun 10, 2026 |
| #4 | -0.11% May 18, 2026 - May 22, 2026 | -4.64% Nov 12, 2025 - Nov 28, 2025 |
| #5 | -0.07% Apr 17, 2026 - Apr 21, 2026 | -3.72% Oct 6, 2025 - Oct 27, 2025 |
| #6 | -0.07% Apr 21, 2026 - Apr 24, 2026 | -3.41% May 6, 2026 - May 26, 2026 |
| #7 | -0.04% Apr 15, 2026 - Apr 17, 2026 | -3.11% Apr 17, 2026 - May 6, 2026 |
| #8 | -0.04% May 22, 2026 - May 28, 2026 | -2.65% Aug 7, 2017 - Aug 31, 2017 |
| #9 | -0.03% May 7, 2026 - May 12, 2026 | -2.33% Jan 27, 2026 - Feb 6, 2026 |
| #10 | -0.01% Jun 5, 2026 - Jun 10, 2026 | -2.15% Jun 13, 2017 - Jul 12, 2017 |
| #11 | -0.01% Jun 11, 2026 - Jun 16, 2026 | -1.77% Nov 30, 2017 - Dec 18, 2017 |
| #12 | -0.01% Apr 24, 2026 - Apr 28, 2026 | -1.67% Nov 8, 2017 - Nov 17, 2017 |
| #13 | N/A | -1.56% Dec 11, 2025 - Dec 22, 2025 |
| #14 | N/A | -1.47% Oct 27, 2025 - Nov 10, 2025 |
| #15 | N/A | -1.47% Sep 11, 2025 - Oct 1, 2025 |
Correlation
Correlation between FCLO and AAVM is 0.60 which considered as a moderate positive correlation - the stocks show some tendency to move together.
0.60
-101
Dividend Comparison (2017 - 2026)
FCLO vs AAVM dividend yield comparison.
| Year | FCLO | AAVM |
|---|---|---|
| 2026 | 1.56% | 0.00% |
| 2025 | 0.00% | 2.05% |
| 2024 | 0.00% | 2.54% |
| 2023 | 0.00% | 4.13% |
| 2022 | 0.00% | 2.24% |
| 2021 | 0.00% | 0.82% |
| 2019 | 0.00% | 1.76% |
| 2018 | 0.00% | 0.93% |
| 2017 | 0.00% | 0.81% |
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