See what your fund actually adds
Fidelity Enhanced Mid Cap Value ETF FEMV
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FEMV | Replication |
|---|---|---|
| Annualized growth | 18.8% | 8.4% |
| Annualized volatility | 8.2% | 8.5% |
| Sharpe ratio | 2.15 | 0.99 |
| Maximum drawdown | 5.2% | 6.1% |
| Replication fit (R²) | 0.92 · Tracking error 2.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model FEMV’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJH | US Mid Cap | 47.4% |
| VOE | Mid-Cap · Value | 32.6% |
| SCHD | Factor · Dividend | 10.2% |
| XLF | Sector · Financials | 9.8% |