FDLO vs SPY
Comparison between FIDELITY LOW VOLATILITY FACTOR ETF (FDLO, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).
5-Year PerformanceSPY has outperformed FDLO, delivering a return of +13.3% compared to +9.7%
FDLO vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
FDLO
$1.30B
Winner
SPY
$652B
Expense Ratio
FDLO
0.15%
Winner
SPY
0.09%
Max Drawdown
Winner
FDLO
34.72%
SPY
56.47%
Sharpe Ratio
FDLO
1.42
Winner
SPY
2.07
5Y Beta
Winner
FDLO
0.64
SPY
1.00
P/E Ratio
Winner
FDLO
22.74
SPY
28.24
Forward P/E
Winner
FDLO
19.68
SPY
21.85
PEG Ratio
FDLO
0.47
SPY
N/A
5Y Dividends CAGR
Winner
FDLO
10.19%
SPY
5.43%
5Y EPS CAGR
FDLO
16.50%
Winner
SPY
25.79%
Debt to Equity
Winner
FDLO
21.77%
SPY
22.35%
P/S Ratio
Winner
FDLO
2.96
SPY
3.55
P/B Ratio
Winner
FDLO
4.32
SPY
5.29
FDLO vs SPY - Holdings Comparison
FDLO and SPY have 115 common holdings. Overlap is 48.80%
FDLO's top 25 holdings weight is 56.25%. SPY's top 25 holdings weight is 51.32%.
| Rank | FDLO | SPY |
|---|---|---|
| #1 | APPLE INC (AAPL) - 7.36% | NVIDIA CORP (NVDA) - 8.45% |
| #2 | ALPHABET INC CLASS A (GOOGL) - 6.41% | APPLE INC (AAPL) - 6.48% |
| #3 | MICROSOFT CORP (MSFT) - 6.16% | MICROSOFT CORP (MSFT) - 5.20% |
| #4 | AMAZON.COM INC (AMZN) - 4.51% | AMAZON.COM INC (AMZN) - 4.14% |
| #5 | BROADCOM INC (AVGO) - 4.41% | ALPHABET INC CLASS A (GOOGL) - 3.32% |
| #6 | n/a (n/a) - 2.00% | BROADCOM INC (AVGO) - 3.09% |
| #7 | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.78% | ALPHABET INC CLASS C (GOOG) - 2.65% |
| #8 | JPMORGAN CHASE & CO (JPM) - 1.75% | META PLATFORMS INC CLASS A (META) - 2.40% |
| #9 | CISCO SYSTEMS INC (CSCO) - 1.73% | TESLA INC (TSLA) - 1.73% |
| #10 | TEXAS INSTRUMENTS INC (TXN) - 1.71% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.43% |
| #11 | ANALOG DEVICES INC (ADI) - 1.63% | JPMORGAN CHASE & CO (JPM) - 1.37% |
| #12 | AMPHENOL CORP CLASS A (APH) - 1.51% | ELI LILLY AND CO (LLY) - 1.13% |
| #13 | ELI LILLY AND CO (LLY) - 1.44% | EXXON MOBIL CORP (XOM) - 1.03% |
| #14 | JOHNSON & JOHNSON (JNJ) - 1.30% | MICRON TECHNOLOGY INC (MU) - 0.93% |
| #15 | VERISIGN INC (VRSN) - 1.29% | WALMART INC (WMT) - 0.91% |
| #16 | MOTOROLA SOLUTIONS INC (MSI) - 1.28% | JOHNSON & JOHNSON (JNJ) - 0.90% |
| #17 | INTERNATIONAL BUSINESS MACHINES CORP (IBM) - 1.24% | ADVANCED MICRO DEVICES INC (AMD) - 0.86% |
| #18 | VISA INC CLASS A (V) - 1.22% | VISA INC CLASS A (V) - 0.85% |
| #19 | ROPER TECHNOLOGIES INC (ROP) - 1.16% | COSTCO WHOLESALE CORP (COST) - 0.72% |
| #20 | EXXON MOBIL CORP (XOM) - 1.15% | MASTERCARD INC CLASS A (MA) - 0.67% |
| #21 | UNITEDHEALTH GROUP INC (UNH) - 1.12% | INTEL CORP (INTC) - 0.65% |
| #22 | WALMART INC (WMT) - 1.07% | NETFLIX INC (NFLX) - 0.64% |
| #23 | MASTERCARD INC CLASS A (MA) - 1.04% | CATERPILLAR INC (CAT) - 0.62% |
| #24 | AMDOCS LTD (DOX) - 0.99% | CHEVRON CORP (CVX) - 0.58% |
| #25 | ACCENTURE PLC CLASS A (ACN) - 0.99% | PROCTER & GAMBLE CO (PG) - 0.57% |
| Total Holdings | 127 | 505 |
FDLO vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
FDLO
+3.61%
Winner
SPY
+9.11%
3M
FDLO
+1.30%
Winner
SPY
+6.59%
6M
FDLO
+6.08%
Winner
SPY
+10.56%
1Y
FDLO
+17.25%
Winner
SPY
+32.04%
5Y(CAGR)
FDLO
+9.66%
Winner
SPY
+13.35%
10Y(CAGR)
FDLO
+12.78%
Winner
SPY
+15.49%
Max(CAGR)
Winner
FDLO
+12.78%
SPY
+8.50%
FDLO vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | FDLO | SPY |
|---|---|---|
| 2026 | +3.88% | +8.27% |
| 2025 | +12.31% | +18.00% |
| 2024 | +16.30% | +25.59% |
| 2023 | +16.85% | +26.72% |
| 2022 | -9.91% | -18.64% |
| 2021 | +25.84% | +30.52% |
| 2020 | +11.71% | +17.28% |
| 2019 | +30.94% | +31.09% |
| 2018 | -0.03% | -5.24% |
| 2017 | +19.74% | +20.78% |
| 2016 | +3.55% | +13.59% |
| 2015 | N/A | +1.31% |
| 2014 | N/A | +14.56% |
| 2013 | N/A | +29.00% |
| 2012 | N/A | +14.17% |
| 2011 | N/A | +0.85% |
| 2010 | N/A | +13.14% |
| 2009 | N/A | +22.67% |
| 2008 | N/A | -36.25% |
| 2007 | N/A | +5.32% |
| 2006 | N/A | +13.85% |
| 2005 | N/A | +5.32% |
| 2004 | N/A | +10.75% |
| 2003 | N/A | +24.18% |
| 2002 | N/A | -22.42% |
| 2001 | N/A | -10.13% |
| 2000 | N/A | -8.84% |
| 1999 | N/A | +8.61% |
FDLO vs SPY Drawdown Comparison
The maximum drawdown for FDLO was -34.33%, occurring on Mar 23, 2020. Recovery took 134 trading sessions.
The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current FDLO drawdown is -0.44%.
| Rank | FDLO | SPY |
|---|---|---|
| #1 | -34.33% Feb 19, 2020 - Aug 28, 2020 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -19.23% Dec 29, 2021 - Nov 20, 2023 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -15.97% Sep 21, 2018 - Mar 13, 2019 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -13.68% Feb 19, 2025 - Jul 1, 2025 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -9.65% Jan 26, 2018 - Jul 24, 2018 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -7.33% Sep 2, 2020 - Nov 11, 2020 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -7.13% Feb 2, 2026 - Apr 17, 2026 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -5.05% Sep 3, 2021 - Oct 21, 2021 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -4.93% Jul 29, 2019 - Sep 5, 2019 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -4.92% Dec 3, 2024 - Feb 13, 2025 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -4.56% Sep 22, 2016 - Nov 21, 2016 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -4.51% Jul 17, 2024 - Aug 19, 2024 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -4.40% Feb 9, 2021 - Mar 15, 2021 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -4.39% Mar 28, 2024 - May 15, 2024 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -4.13% Nov 16, 2021 - Dec 10, 2021 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between FDLO and SPY is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.
0.99
-101
Dividend Comparison (1999 - 2026)
FDLO vs SPY dividend yield comparison.
| Year | FDLO | SPY |
|---|---|---|
| 2026 | 0.40% | 0.24% |
| 2025 | 1.37% | 1.07% |
| 2024 | 1.40% | 1.21% |
| 2023 | 1.35% | 1.40% |
| 2022 | 1.49% | 1.65% |
| 2021 | 1.11% | 1.20% |
| 2020 | 1.38% | 1.52% |
| 2019 | 1.55% | 1.75% |
| 2018 | 1.76% | 2.04% |
| 2017 | 1.61% | 1.80% |
| 2016 | 0.55% | 2.03% |
| 2015 | 0.00% | 2.06% |
| 2014 | 0.00% | 1.87% |
| 2013 | 0.00% | 1.81% |
| 2012 | 0.00% | 2.18% |
| 2011 | 0.00% | 2.05% |
| 2010 | 0.00% | 1.80% |
| 2009 | 0.00% | 1.95% |
| 2008 | 0.00% | 3.02% |
| 2007 | 0.00% | 1.85% |
| 2006 | 0.00% | 1.73% |
| 2005 | 0.00% | 1.73% |
| 2004 | 0.00% | 1.82% |
| 2003 | 0.00% | 1.47% |
| 2002 | 0.00% | 1.70% |
| 2001 | 0.00% | 1.25% |
| 2000 | 0.00% | 1.15% |
| 1999 | 0.00% | 0.24% |
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