FFLC
Fidelity Fundamental Large Cap Core ETF
HML
Adj. R2
0.889
Rel. Sharpe
1.421
Mkt beta
0.98
AUM
US$1.0B
MER
0.38%
Valuation
107
ETF comparison
Verified factor-similar pair
FFLC vs ILCV
These two ETFs pass the same FF6 US similarity lane: US-listed equity ETFs, same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
HML
Similarity score
83
Verified similar
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
ILCV
iShares Morningstar Value ETF
HML
Adj. R2
0.927
Rel. Sharpe
0.926
Mkt beta
0.89
AUM
US$1.2B
MER
0.04%
Valuation
153
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff +0.05
HML
diff -0.01
RMW
diff -0.19
CMA
diff -0.06
UMD
diff -0.03
Why This Pair Matches
Exposure level
84
Exposure shape
92
Mkt beta diff
0.08
Rel. Sharpe diff
0.495
This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.
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