FDLO — Fidelity Low Volatility Factor ETF
Data updated: 2026-06-26
FDLO — Fidelity Low Volatility Factor ETF data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. United States Large Cap Blend / Core Equity · $1.40B AUM · 0.15% expense ratio · 17.9% 1-yr return. From SEC regulatory filings.
FDLO Fund Overview
FDLO — Fidelity Low Volatility Factor ETF is a US ETF managed by Fidelity Covington Trust, categorised as United States Large Cap Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US ETF
- Manager: Fidelity Covington Trust
- Category: United States Large Cap Blend / Core Equity
- Assets under management: $1.40B
- 1-year return: 17.9%
- Ticker: FDLO
- SEC CIK: 0000945908
- SEC series ID: S000054751
- Share class ID: C000171932
FDLO Holdings
Top 10 holdings of Fidelity Low Volatility Factor ETF by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Apple, Inc. | 7.26% |
| Alphabet, Inc. | 6.94% |
| Microsoft Corp. | 5.75% |
| Broadcom, Inc. | 4.53% |
| Amazon.com, Inc. | 4.53% |
| Fidelity Revere Street Trust | 2.00% |
| Cisco Systems, Inc. | 1.80% |
| Texas Instruments Inc. | 1.78% |
| Berkshire Hathaway, Inc. Del | 1.73% |
| JPMORGAN CHASE and CO | 1.73% |
FDLO Portfolio Allocation
Asset-class allocation of Fidelity Low Volatility Factor ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 99.8% |
| Cash & Equivalents | 2.1% |
FDLO Performance
Total returns for FDLO (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 4.0% |
| 1 year | 17.9% |
| 3 years (annualised) | 14.0% |
| 5 years (annualised) | 10.0% |
FDLO Risk Information
Risk metrics for FDLO, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 10.0%
FDLO Costs and Fees
FDLO costs about $15 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.15%
- Gross expense ratio: 0.15%
- Portfolio turnover: 19%
- Brokerage commissions: 0.21 bps of average net assets (SEC N-CEN)
FDLO Cashflows
Over the 12 months to 2026-04, Fidelity Low Volatility Factor ETF had net inflows of $39.35M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | −$43.69M |
| 2026-03 | −$38.99M |
| 2026-02 | −$14.14M |
| 2026-01 | −$30.25M |
| 2025-12 | −$13.30M |
| 2025-11 | $49.24M |
FDLO Debt Constituents
Largest debt holdings of Fidelity Low Volatility Factor ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| Ust Bills | 0.01% |
FDLO Prospectus and SEC Filings
Official Fidelity Low Volatility Factor ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other United States Large Cap Blend / Core Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.