See what your fund actually adds
Fidelity Investment Grade Securitized ETF FSEC
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FSEC | Replication |
|---|---|---|
| Annualized growth | -0.1% | -0.3% |
| Annualized volatility | 6.4% | 6.3% |
| Sharpe ratio | 0.01 | -0.01 |
| Maximum drawdown | 17.3% | 16.6% |
| Replication fit (R²) | 0.99 · Tracking error 0.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model FSEC’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MBB | FI · MBS | 88.3% |
| AGG | FI · Aggregate | 8.6% |
| VGIT | FI · Intermediate Gov | 3.2% |