See what your fund actually adds

Fidelity Fundamental Large Cap Value ETF FFLV

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

FFLV compared with its replication portfolio
MeasureFFLVReplication
Annualized growth15.4%14.0%
Annualized volatility12.5%13.0%
Sharpe ratio1.211.07
Maximum drawdown14.1%14.6%
Replication fit (R²)0.93 · Tracking error 3.3%

Replication portfolio

The published portfolio below is the investable basket used to model FFLV’s historical return behavior.

FFLV replication basket weights
TickerBuilding blockWeight
VBRSmall-Cap · Value28.3%
XLFSector · Financials25.0%
VTVStyle · Value23.1%
SCHDFactor · Dividend17.5%
XLPSector · Cons Staples6.1%