(FQAL) Fidelity Quality Factor - Ratings and Ratios
Large-Cap, Mid-Cap, Quality, Stocks, U.S
| Risk via 10d forecast | |
|---|---|
| Volatility | 16.7% |
| Value at Risk 5%th | 28.6% |
| Relative Tail Risk | 3.87% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.45 |
| Alpha | 0.20 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.415 |
| Beta | 0.861 |
| Beta Downside | 0.850 |
| Drawdowns 3y | |
|---|---|
| Max DD | 16.87% |
| Mean DD | 2.12% |
| Median DD | 1.22% |
Description: FQAL Fidelity Quality Factor November 16, 2025
The Fidelity® Quality Factor ETF (FQAL) allocates at least 80% of its assets to stocks that track the Fidelity U.S. Quality Factor Index, targeting large- and mid-cap U.S. companies that exhibit higher profitability, stable earnings, and strong balance sheets than the broader market. The fund also holds lending securities to generate additional income.
Key metrics (as of the latest filing) include an expense ratio of roughly 0.25% and total assets under management around $2 billion, placing it among the more liquid quality-factor ETFs. Its top sector exposures are typically financials, consumer discretionary, and information technology, which tend to benefit from a stable macro environment and moderate interest-rate levels.
For a deeper quantitative comparison, the ValueRay platform offers a side-by-side view of FQAL’s factor exposures versus peers.
FQAL ETF Overview
| Market Cap in USD | 1,124m |
| Category | Large Blend |
| TER | 0.15% |
| IPO / Inception | 2016-09-12 |
| Return 12m vs S&P 500 | -1.06% |
| Analyst Rating | - |
FQAL Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 1.20% |
| Yield on Cost 5y | 2.26% |
| Yield CAGR 5y | 5.59% |
| Payout Consistency | 100.0% |
| Payout Ratio | - |
FQAL Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 17.53% |
| CAGR/Max DD Calmar Ratio | 1.04 |
| CAGR/Mean DD Pain Ratio | 8.27 |
| Current Volume | 15.7k |
| Average Volume | 29.6k |
What is the price of FQAL shares?
Over the past week, the price has changed by -2.54%, over one month by -2.80%, over three months by +1.27% and over the past year by +10.66%.
Is FQAL a buy, sell or hold?
What are the forecasts/targets for the FQAL price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 83.1 | 14.6% |
FQAL Fundamental Data Overview November 19, 2025
Beta = 0.95
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 1.12b USD (1.12b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 1.12b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 1.12b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.19% (E(1.12b)/V(1.12b) * Re(9.19%) + (debt-free company))
Discount Rate = 9.19% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for FQAL ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle