sotnkFVAL Fidelity Value Factor ETF
- Last close
- 80.35
- 504-day return
- +36.72%
- Median $/day
- $2.4M
- Significant pairs
- 4180
FVAL vs CSM
Both indexed to 100 at 2026-05-11.
Moves with FVAL
Same-day co-movement.
| Symbol | $/day | Lag | ρ | Holdout ρ | Stability | q | Tier |
|---|---|---|---|---|---|---|---|
| CSM ProShares Large Cap Core Plus | $405k | 0d | +0.94 | +0.94 | 100% | <1e-15 | robust |
| HIDV AB US High Dividend ETF | $167k | 0d | +0.94 | +0.92 | 100% | <1e-15 | robust |
| DFAC U.S. Core Equity 2 Portfolio ETF Class Shares | $81.1M | 0d | +0.93 | +0.90 | 100% | <1e-15 | robust |
| SPY State Street SPDR S&P 500 ETF Trust | $39.8B | 0d | +0.92 | +0.90 | 100% | <1e-15 | robust |
| CPTL Global X Funds Global X Morningstar Capital Allocation Leaders ETF | $149k | 0d | +0.92 | +0.90 | 100% | <1e-15 | robust |
| MODL Victory Portfolios II VictoryShares WestEnd U.S. Sector ETF | $1.6M | 0d | +0.92 | +0.93 | 100% | <1e-15 | robust |
| AFLG First Trust Active Factor Large Cap ETF | $2.0M | 0d | +0.92 | +0.90 | 100% | <1e-15 | robust |
| FQAL Fidelity Quality Factor ETF | $2.2M | 0d | +0.92 | +0.93 | 100% | <1e-15 | robust |
| DFAW Dimensional World Equity ETF | $4.3M | 0d | +0.92 | +0.89 | 100% | <1e-15 | robust |
| ESG Northern Trust STOXX US ESG Select ETF | $174k | 0d | +0.92 | +0.90 | 100% | <1e-15 | robust |
| DXUV U.S. Vector Equity Portfolio ETF Class Shares | $979k | 0d | +0.92 | +0.91 | 100% | <1e-15 | robust |
| RECS Columbia Research Enhanced Core ETF | $19.0M | 0d | +0.91 | +0.89 | 100% | <1e-15 | robust |
| BAMO Brookstone Opportunities ETF | $132k | 0d | +0.91 | +0.92 | 100% | <1e-15 | robust |
| QDF Northern Trust Quality Dividend ETF | $1.9M | 0d | +0.91 | +0.88 | 100% | <1e-15 | robust |
| NBCR Neuberger Core Equity ETF | $442k | 0d | +0.91 | +0.91 | 100% | <1e-15 | robust |
Moves against FVAL
| Symbol | $/day | Lag | ρ | Holdout ρ | Stability | q | Tier |
|---|---|---|---|---|---|---|---|
| YQQQ Tidal Trust II YieldMax Short N100 Option Income Strategy ETF | $353k | 0d | -0.76 | -0.73 | 100% | <1e-15 | robust |
| VXX iPath Series B S&P 500 VIX Short-Term Futures ETN | $222.2M | 0d | -0.75 | -0.65 | 100% | <1e-15 | robust |
| HDGE AdvisorShares Active Bear ETF | $1.1M | 0d | -0.70 | -0.60 | 100% | <1e-15 | robust |
| VXZ iPath Series B S&P 500 VIX Mid-Term Futures ETN | $572k | 0d | -0.66 | -0.54 | 100% | <1e-15 | robust |
| VIXM ProShares VIX Mid-Term Futures ETF | $2.7M | 0d | -0.65 | -0.54 | 100% | <1e-15 | robust |
| DWSH AdvisorShares Trust AdvisorShares Dorsey Wright Short ETF | $195k | 0d | -0.62 | -0.49 | 100% | <1e-15 | robust |
| TAIL Cambria Tail Risk ETF | $1.9M | 0d | -0.61 | -0.38 | 100% | <1e-15 | robust |
| BTAL AGF U.S. Market Neutral Anti-Beta Fund | $8.6M | 0d | -0.59 | -0.57 | 100% | <1e-15 | robust |
| CRSH YieldMax Short TSLA Option Income Strategy ETF | $455k | 0d | -0.52 | -0.53 | 100% | <1e-15 | robust |
| DIPS YieldMax Short NVDA Option Income Strategy ETF | $211k | 0d | -0.50 | -0.51 | 100% | <1e-15 | robust |
| QBER TrueShares Quarterly Bear Hedge ETF | $424k | 0d | -0.42 | -0.39 | 88% | <1e-15 | robust |
| CAOS Alpha Architect Tail Risk ETF | $2.5M | 0d | -0.32 | -0.32 | 75% | 1e-12 | robust |