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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 +13.2% compared to +10.0%

FDLO vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
FDLO
$1.40B
Winner
SPY
$781B
Expense Ratio
FDLO
0.15%
Winner
SPY
0.09%
Max Drawdown
Winner
FDLO
34.72%
SPY
56.47%
Sharpe Ratio
Winner
FDLO
1.47
SPY
1.43
5Y Beta
Winner
FDLO
0.61
SPY
1.00
P/E Ratio
Winner
FDLO
22.21
SPY
26.48
Forward P/E
Winner
FDLO
19.60
SPY
20.89
PEG Ratio
FDLO
0.40
Winner
SPY
0.30
5Y Dividends CAGR
Winner
FDLO
11.36%
SPY
6.00%
5Y EPS CAGR
FDLO
16.10%
Winner
SPY
26.40%
Debt to Equity
Winner
FDLO
30.17%
SPY
48.17%
P/S Ratio
Winner
FDLO
3.15
SPY
3.72
P/B Ratio
Winner
FDLO
4.67
SPY
5.55

FDLO vs SPY - Holdings Comparison

FDLO and SPY have 115 common holdings. Overlap is 48.02%

FDLO's top 25 holdings weight is 56.94%. SPY's top 25 holdings weight is 51.49%.

RankFDLOSPY
#1
APPLE INC (AAPL) - 8.17%
NVIDIA CORP (NVDA) - 7.76%
#2
ALPHABET INC CLASS A (GOOGL) - 6.42%
APPLE INC (AAPL) - 7.44%
#3
MICROSOFT CORP (MSFT) - 5.45%
MICROSOFT CORP (MSFT) - 4.56%
#4
AMAZON.COM INC (AMZN) - 4.10%
AMAZON.COM INC (AMZN) - 3.74%
#5
BROADCOM INC (AVGO) - 3.87%
ALPHABET INC CLASS A (GOOGL) - 3.14%
#6
CISCO SYSTEMS INC (CSCO) - 2.19%
BROADCOM INC (AVGO) - 2.83%
#7
ELI LILLY AND CO (LLY) - 1.95%
ALPHABET INC CLASS C (GOOG) - 2.53%
#8
BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.84%
META PLATFORMS INC CLASS A (META) - 2.18%
#9
TEXAS INSTRUMENTS INC (TXN) - 1.84%
MICRON TECHNOLOGY INC (MU) - 1.69%
#10
JPMORGAN CHASE & CO (JPM) - 1.83%
TESLA INC (TSLA) - 1.65%
#11
AMPHENOL CORP CLASS A (APH) - 1.69%
ELI LILLY AND CO (LLY) - 1.44%
#12
ANALOG DEVICES INC (ADI) - 1.56%
JPMORGAN CHASE & CO (JPM) - 1.43%
#13
INTERNATIONAL BUSINESS MACHINES CORP (IBM) - 1.50%
BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.39%
#14
n/a (n/a) - 1.49%
ADVANCED MICRO DEVICES INC (AMD) - 1.37%
#15
JOHNSON & JOHNSON (JNJ) - 1.46%
EXXONMOBIL HOLDINGS CORP (XOM) - 0.97%
#16
VISA INC CLASS A (V) - 1.39%
JOHNSON & JOHNSON (JNJ) - 0.93%
#17
UNITEDHEALTH GROUP INC (UNH) - 1.27%
VISA INC CLASS A (V) - 0.91%
#18
ABBVIE INC (ABBV) - 1.23%
INTEL CORP (INTC) - 0.77%
#19
MOTOROLA SOLUTIONS INC (MSI) - 1.21%
WALMART INC (WMT) - 0.75%
#20
VERISIGN INC (VRSN) - 1.19%
ABBVIE INC (ABBV) - 0.70%
#21
ROPER TECHNOLOGIES INC (ROP) - 1.16%
APPLIED MATERIALS INC (AMAT) - 0.69%
#22
MASTERCARD INC CLASS A (MA) - 1.08%
CISCO SYSTEMS INC (CSCO) - 0.68%
#23
BANK OF AMERICA CORP (BAC) - 1.04%
MASTERCARD INC CLASS A (MA) - 0.67%
#24
EXXON MOBIL CORP (XOM) - 1.02%
COSTCO WHOLESALE CORP (COST) - 0.64%
#25
THE HOME DEPOT INC (HD) - 0.99%
CATERPILLAR INC (CAT) - 0.63%
Total Holdings128505

FDLO vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
Winner
FDLO
+4.51%
SPY
+2.30%
3M
Winner
FDLO
+6.06%
SPY
+5.00%
6M
FDLO
+7.83%
Winner
SPY
+11.88%
1Y
FDLO
+17.43%
Winner
SPY
+22.80%
5Y(CAGR)
FDLO
+9.97%
Winner
SPY
+13.20%
10Y(CAGR)
FDLO
+13.16%
Winner
SPY
+15.26%
Max(CAGR)
Winner
FDLO
+13.16%
SPY
+8.59%

FDLO vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearFDLOSPY
2026+10.66%+13.10%
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%
2015N/A+1.31%
2014N/A+14.56%
2013N/A+29.00%
2012N/A+14.17%
2011N/A+0.85%
2010N/A+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/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 SPY drawdown is -0.36%.

RankFDLOSPY
#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.

YearFDLOSPY
20260.74%0.48%
20251.37%1.07%
20241.40%1.21%
20231.35%1.40%
20221.49%1.65%
20211.11%1.20%
20201.38%1.52%
20191.55%1.75%
20181.76%2.04%
20171.61%1.80%
20160.55%2.03%
20150.00%2.06%
20140.00%1.87%
20130.00%1.81%
20120.00%2.18%
20110.00%2.05%
20100.00%1.80%
20090.00%1.95%
20080.00%3.02%
20070.00%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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