© Fifth Third Bancorp | All Rights Reserved Ó Fifth Third Bancorp | All Rights Reserved Fifth Third Bancorp 1Q23 Earnings Presentation April 20, 2023 Refer to earnings release dated April 20, 2023 for further information.

© Fifth Third Bancorp | All Rights Reserved This presentation contains statements that we believe are “forward-looking statements” within the meaning of Section 27A of the Securities Act of 1933, as amended, and Rule 175 promulgated thereunder, and Section 21E of the Securities Exchange Act of 1934, as amended, and Rule 3b-6 promulgated thereunder. All statements other than statements of historical fact are forward-looking statements. These statements relate to our financial condition, results of operations, plans, objectives, future performance, capital actions or business. They usually can be identified by the use of forward-looking language such as “will likely result,” “may,” “are expected to,” “is anticipated,” “potential,” “estimate,” “forecast,” “projected,” “intends to,” or may include other similar words or phrases such as “believes,” “plans,” “trend,” “objective,” “continue,” “remain,” or similar expressions, or future or conditional verbs such as “will,” “would,” “should,” “could,” “might,” “can,” or similar verbs. You should not place undue reliance on these statements, as they are subject to risks and uncertainties, including but not limited to the risk factors set forth in our most recent Annual Report on Form 10-K as updated by our filings with the U.S. Securities and Exchange Commission (“SEC”). There are a number of important factors that could cause future results to differ materially from historical performance and these forward-looking statements. Factors that might cause such a difference include, but are not limited to: (1) effects of the global COVID-19 pandemic; (2) deteriorating credit quality; (3) loan concentration by location or industry of borrowers or collateral; (4) problems encountered by other financial institutions; (5) inadequate sources of funding or liquidity; (6) unfavorable actions of rating agencies; (7) inability to maintain or grow deposits; (8) limitations on the ability to receive dividends from subsidiaries; (9) cyber-security risks; (10) Fifth Third’s ability to secure confidential information and deliver products and services through the use of computer systems and telecommunications networks; (11) failures by third-party service providers; (12) inability to manage strategic initiatives and/or organizational changes; (13) inability to implement technology system enhancements; (14) failure of internal controls and other risk management systems; (15) losses related to fraud, theft, misappropriation or violence; (16) inability to attract and retain skilled personnel; (17) adverse impacts of government regulation; (18) governmental or regulatory changes or other actions; (19) failures to meet applicable capital requirements; (20) regulatory objections to Fifth Third’s capital plan; (21) regulation of Fifth Third’s derivatives activities; (22) deposit insurance premiums; (23) assessments for the orderly liquidation fund; (24) replacement of LIBOR; (25) weakness in the national or local economies; (26) global political and economic uncertainty or negative actions; (27) changes in interest rates and the effects of inflation; (28) changes and trends in capital markets; (29) fluctuation of Fifth Third’s stock price; (30) volatility in mortgage banking revenue; (31) litigation, investigations, and enforcement proceedings by governmental authorities; (32) breaches of contractual covenants, representations and warranties; (33) competition and changes in the financial services industry; (34) changing retail distribution strategies, customer preferences and behavior; (35) difficulties in identifying, acquiring or integrating suitable strategic partnerships, investments or acquisitions; (36) potential dilution from future acquisitions; (37) loss of income and/or difficulties encountered in the sale and separation of businesses, investments or other assets; (38) results of investments or acquired entities; (39) changes in accounting standards or interpretation or declines in the value of Fifth Third’s goodwill or other intangible assets; (40) inaccuracies or other failures from the use of models; (41) effects of critical accounting policies and judgments or the use of inaccurate estimates; (42) weather-related events, other natural disasters, or health emergencies (including pandemics); (43) the impact of reputational risk created by these or other developments on such matters as business generation and retention, funding and liquidity; (44) changes in law or requirements imposed by Fifth Third’s regulators impacting our capital actions, including dividend payments and stock repurchases; and (45) Fifth Third's ability to meet its environmental and/or social targets, goals and commitments. You should refer to our periodic and current reports filed with the Securities and Exchange Commission, or “SEC,” for further information on other factors, which could cause actual results to be significantly different from those expressed or implied by these forward-looking statements. Moreover, you should treat these statements as speaking only as of the date they are made and based only on information then actually known to us. We expressly disclaim any obligation or undertaking to release publicly any updates or revisions to any forward-looking statements contained herein to reflect any change in our expectations or any changes in events, conditions or circumstances on which any such statement is based, except as may be required by law, and we claim the protection of the safe harbor for forward-looking statements contained in the Private Securities Litigation Reform Act of 1995. The information contained herein is intended to be reviewed in its totality, and any stipulations, conditions or provisos that apply to a given piece of information in one part of this press release should be read as applying mutatis mutandis to every other instance of such information appearing herein. Copies of those filings are available at no cost on the SEC’s website at www.sec.gov or on our website at www.53.com. Annualized, pro forma, projected and estimated numbers are used for illustrative purpose only, are not forecasts and may not reflect actual results. In this presentation, we may sometimes provide non-GAAP financial information. Please note that although non-GAAP financial measures provide useful insight to analysts, investors and regulators, they should not be considered in isolation or relied upon as a substitute for analysis using GAAP measures. We provide a discussion of non-GAAP measures and reconciliations to the most directly comparable GAAP measures in later slides in this presentation, as well as on pages 26 through 28 of our 1Q23 earnings release. Management does not provide a reconciliation for forward-looking non-GAAP financial measures where it is unable to provide a meaningful or accurate calculation or estimation of reconciling items and the information is not available without unreasonable effort. This is due to the inherent difficulty of forecasting the occurrence and the financial impact of various items that have not yet occurred, are out of the Bancorp's control or cannot be reasonably predicted. For the same reasons, Bancorp's management is unable to address the probable significance of the unavailable information. Forward-looking non-GAAP financial measures provided without the most directly comparable GAAP financial measures may vary materially from the corresponding GAAP financial measures. Cautionary statement 2

© Fifth Third Bancorp | All Rights Reserved Reported 1 Adjusted 1 EPS $0.78 $0.83 ROA 1.10% 1.17% ROE 13.7% 14.5% ROTCE 20.5% 15.4% NIM 3.29% 3.29% Efficiency ratio 60.0% 58.6% PPNR $887MM $930MM CET1 2 9.25% • Period-end and average total deposits were flat compared to 4Q22 • Net charge-off ratio of 0.26%, 30-89 day early stage delinquencies of 0.26%, and NPA ratio of 0.51% • Revenue increased 18%, PPNR 1 increased 34% (adjusted PPNR 1 increased 39%), and net income increased 13% compared to 1Q22 • Efficiency ratio 1 improved approximately 5 points, adjusted efficiency 1 of 58.6% improved approximately 6 points compared to 1Q22 • Tangible book value per share ex. AOCI (a) increased 7% compared to 1Q22 • Generated consumer household growth of 3% compared to 1Q22 excl. AOCI For end note descriptions, see end note summary starting on page 42 1Q23 highlights 3

© Fifth Third Bancorp | All Rights Reserved NII $ in millions; NIM change in bps 4Q22 to 1Q23 Reported NII & NIM Walk T o t a l n e t in t e r e s t i n c o m e ; $ m il li o n s NII NIM For end note descriptions, see end note summary starting on page 42 NII $1,5824Q22 3.35% NIM $1,522 3.29%1Q23 Securities portfolio Loan balances / mix (5) 1 (3) (2) 12 3Net market rate benefit Deposit balances / mix (47) (10) Net interest income 1 Day Count -7 4 3.29% 3.35% 2.59% Other, net 2(24)

© Fifth Third Bancorp | All Rights Reserved Noninterest income • Adjusted noninterest income 1 down $54 million, or 7% • Primary drivers: ‒ Other noninterest income (down 52%) driven by recognition of tax receivable agreement revenue of $46 million in the prior quarter ‒ Card and processing revenue (down 3%) reflecting seasonally lower interchange revenue ‒ Partially offset by mortgage banking net revenue (up 10%) reflecting an increase in mortgage servicing revenue and a decrease in MSR asset decay • Adjusted noninterest income 1 up $14 million, or 2% • Primary drivers: ‒ Commercial banking revenue (up 19%) reflecting increased loan syndication revenue, fixed income sales and trading revenue, and M&A advisory revenue ‒ Mortgage banking net revenue (up 33%) reflecting a decrease in MSR asset decay and an increase in mortgage servicing revenue ‒ Partially offset by service charges on deposits (down 10%) reflecting the market related impact of higher earnings credits and the elimination of consumer non-sufficient funds fees in July 2022 1Q23 vs. 1Q22 1Q23 vs. 4Q22 For end note descriptions, see end note summary starting on page 42 T o t a l n o n in t e r e s t i n c o m e ; $ m il li o n s Securities losses/(gains), net ($ in millions) 1Q22 4Q22 1Q23 Net loss attributable to legacy venture equity investments $12 $1 $7 Net losses/(gains) attributable to non-qualified deferred compensation plans (NQDC), primarily offset in expenses 14 (2) (10) Other losses/(gains), net (12) (1) (1) Securities losses/(gains), net $14 ($2) ($4) 5

© Fifth Third Bancorp | All Rights Reserved • Adjusted noninterest expense 1 up $101 million, or 8% • Primary drivers: ‒ Compensation and benefits (up 16%), reflecting a seasonal increase, including $12 million from NQDC plans ‒ Technology and communications (up 6%) reflecting continued modernization investments ‒ Card and processing (up 5%) ‒ Impact of FDIC assessment T o t a l n o n in t e r e s t e x p e n s e ; $ m il li o n s • Adjusted noninterest expense 1 up $97 million, or 8% • Primary drivers: ‒ Compensation and benefits (up 5%) ‒ Marketing expense (up 21%) ‒ Technology and communications (up 17%) ‒ Card and processing expense (up 16%) ‒ Impact of FDIC assessment 1Q23 vs. 1Q22 1Q23 vs. 4Q22 For end note descriptions, see end note summary starting on page 42 Noninterest expense 6 ($ in millions) 1Q22 4Q22 1Q23 Non-qualified deferred compensation expense/(benefit), primarily offset in securities gains/losses $(12) $6 $12

© Fifth Third Bancorp | All Rights Reserved QoQ YoY (22%) (72%) (67%) +4% QoQ YoY +1% +6% +1% +6% 5.63% Interest earning assets Commercial Securities 1 Average securities 1 and short-term investmentsAverage loan & lease balances Total loan yield $ in billions; loan & lease balances excluding HFS Short-term investments Taxable securities yield Consumer Period-end loan & lease balances Period-end HFS loan & lease balances Commercial Consumer $ in billions For end note descriptions, see end note summary starting on page 42; totals shown above may not foot due to rounding % change % change % change % change $ in billions; loan & lease balances excluding HFS $ in billions 7 5.10% 3.41% 2.84% 3.00% 3.06% $0.0 $0.0$0.1 QoQ YoY +2% +8% +1% +8% QoQ YoY (16%) (81%) — +38% Commercial Consumer

© Fifth Third Bancorp | All Rights Reserved Deposits and wholesale funding Average wholesale funding balancesAverage deposit balances Core depositsCDs > $250K Total interest bearing deposit costs $ in billions Total wholesale funding Wholesale funding cost Period-end deposit balances Period-end wholesale funding balances $ in billions Note: totals shown above may not foot due to rounding % change % change % change % change $ in billions $ in billions 8 Total wholesale funding 1.76% 1.12% 0.04% 2.71% 3.83% QoQ YoY +1% +89% QoQ YoY +19% +114% 4.49% $4.3$3.6 $0.3 $5.6$3.2 $0.2 Core depositsCDs > $250K QoQ YoY +73% NM (2%) (8%) QoQ YoY +22% NM (1%) (7%)

© Fifth Third Bancorp | All Rights Reserved 9 We have a high-quality deposit franchise High concentration of operating deposit balances which has proven to be stickier in this environment Remaining 13 sectors all <5% • 26% FDIC insured 1 • 88% of balances represented by relationships that utilize Treasury Management services (including 73% of uninsured) • Balanced-weighted relationship age of 24 years • Median relationship deposit balance of $375K • Added as many new commercial relationships over the weekend of SIVB failure as a normal month Commercial 38% Consumer 55% • 88% FDIC insured 1 • 71% of retail are stable per LCR reporting • 92% of consumers have more than one product • 69% of consumers are digitally active • >80% of balances from clients with 5+ year tenure • Average age of household: 13 years • 1.2 million Momentum Households (~50% of total) • YoY consumer checking household growth of 3.1%, with growth accelerating after the SIVB failure Consumer franchise highlights Limited sector concentration risk Commercial deposit franchise highlights W&AM 7% Deposit mix by segment as of 3/31/23 Household growth exceeds the U.S. population 60% of Total Bancorp Deposits are FDIC Insured YoY growth; FITB as of March 2023 Professional services Other services Healthcare Manufacturing Public administration Insurance Mortgage finance & other banking Real estate For end note descriptions, see end note summary starting on page 42; totals shown above may not foot due to rounding Excludes insured sweep deposits

© Fifth Third Bancorp | All Rights Reserved 10 Our deposit franchise stands out among peers One of the highest % of insured deposits among peers 1 As of 4Q22; % of deposits insured Strong balance sheet in uncertain times #2 of 34 in Coin and currency revenue #2 of 29 in Retail lockbox remittances #4 of 38 in Total check clearing #5 of 40 in Total ACH originations #5 of 35 in Account reconciliations #7 of 36 in Wholesale lockbox remittances #8 of 34 in Controlled disbursements #8 of 30 in Purchasing cards #9 of 31 in Demand deposit accounts Top 10 Ranking in EY Cash Management Survey As of 4Q22; cash + AFS securities (FV) / uninsured deposits High percentage of operating deposit relationships 2022 ACH data from NACHA; deposit balances as of 4Q22 For end note descriptions, see end note summary starting on page 42

© Fifth Third Bancorp | All Rights Reserved 11 Expect deposit betas to perform in-line or better than the industry Cumulative interest-bearing deposit beta expectations through 4Q23 36% ~49% beta ~43% beta FITB Industry 1 Higher Assumed Beta Lower Assumed Beta FY23 NII Outlook Based On These Terminal Beta Assumptions For end note descriptions, see end note summary starting on page 42 Interest bearing deposit beta calculation includes CDs and excludes demand deposits + 7% + 10%

© Fifth Third Bancorp | All Rights Reserved (4) bps impact from adoption of ASU 2022-02 Early stage delinquencies and NPAs Net charge-offs (NCOs) ACL as % of portfolio loans and leases • Drivers of $37MM increase in ACL: ‒ $86MM reserve build excluding the one-time $49M impact of adopting ASU 2022-02 • $88MM net increase related to Dividend Finance For end note descriptions, see end note summary starting on page 42 Credit quality overview 12 NPA ratio 1 30-89 days past due as a % of portfolio loans 1 Consumer NCO ratioCommercial NCO ratio Total NCO ratio 1Q211Q20 1Q22 4Q22 1Q23 0.66% 0.44% 0.32% 0.43% 0.27% 0.17% 0.25% 0.12% 0.05% 0.38% 0.22% 0.13% 0.42% 0.26% 0.17% 1Q20 1Q21 1Q22 4Q22 1Q23 0.60% 0.35% 0.28% 0.72% 0.25% 0.49% 0.30% 0.44% 0.51% 0.26%

© Fifth Third Bancorp | All Rights Reserved 13 Office represents 1.3% of total loans Office CRE portfolio stats $ billions $ balance % of total loans Multifamily $3.0 2.4% Office 1.6 1.3 Hospitality 1.5 1.2 Retail 1.2 1.0 Industrial 0.9 0.7 Other 2.2 1.8 Total non-owner occupied CRE $10.4 8.4% As of 3/31/23; CRE is non-owner occupied Limited office CRE exposure with strong credit quality Office 1.3% Other CRE 7.1% Average loan commitment $9.5 million NCOs / average loans (LTM) (0.01)% Delinquencies / loans 0.01% NPL / loans 0.2% Criticized loans / loans 8.2% As of 1Q23; Non-owner occupied For end note descriptions, see end note summary starting on page 42; totals shown above may not foot due to rounding Total Bancorp loans $124BN • Central business district represents <0.1% of total loans • Class A properties represent 70% of portfolio • $4M in total NCOs over past 5 years; 0.06% annualized NCO ratio Additional non-owner occupied office CRE metrics Class A properties

© Fifth Third Bancorp | All Rights Reserved Allowance for loan & lease losses Commercial and industrial loans Commercial mortgage loans Commercial construction loans Commercial leases Total commercial loans and leases Residential mortgage loans Home equity Indirect secured consumer loans Credit card Other consumer loans Total consumer loans Allowance for loan & lease losses Reserve for unfunded commitments 1 Allowance for credit losses Allocation of allowance by product $ in millions 1Q23 Amount % of portfolio loans & leases For end note descriptions, see end note summary starting on page 42; totals shown above may not foot due to rounding Change in rate Compared to: 4Q22 CECL Day 1 Allowance for credit losses 14 • 1 bp increase in ACL compared to prior quarter • 5 bps increase due to Dividend Finance change • 4 bps decrease due to accounting policy change related to TDRs 2,215 232 2,447 1.80% 1.99% (0.01%) 0.01% 0.11% 0.17% 811 245 69 18 185 124 315 212 236 1,072 1,143 1.41% 2.18% 1.24% 0.66% 1.05% 3.13% 5.42% 1.29% 13.40% 2.35% 1.48% 0.05% (0.05%) (0.42%) 0.11% (0.34%) (0.16%) 0.46% 0.16% (0.15%) (0.02%) — 0.19% 0.61% 0.34% (0.22%) (0.56%) (0.24%) 1.54% 0.36% 2.05% (0.11%) 0.23% impact of accounting policy change impact of accounting policy change (36) (0.22%) 3 1 0 0 4 (6) (1) (9) (1) (53) (49) (49) 0.00% 0.00% 0.00% 0.00% 0.00% (0.17%) (0.01%) (0.42%) 0.00% (0.12%) (0.04%) (0.04%)

© Fifth Third Bancorp | All Rights Reserved 15 Strong liquidity and capital position • Loan-to-core deposit ratio of 78% • $4.7 billion in Holding Company cash, sufficient to satisfy all fixed obligations in a stressed environment for ~21 months • For several years, we have performed: ◦ Daily LCR calculations ◦ Monthly liquidity stress tests, including two FITB-specific scenarios over and above regulatory requirements ◦ Monthly 2052a complex liquidity monitoring reporting Liquidity position $ in billions Fed Reserves Unpledged Investment Securities Available FHLB Borrowing Capacity Current Fed Discount Window Availability Total ~$9 ~$31 ~$8 ~$44 ~$100 12/31/22 Available BTFP Capacity ~$7 Capital position • Plan to pause 2Q23 share repurchases Common equity tier 1 ratio 1 Projected AOCI accretion 2 ~45% capital accretion $ in billions; AOCI of current 3/31 securities and swap portfolios, after-tax 3 ~$7 ~$41 ~$8 ~$43 ~$100 - Liquidity Sources 3/31/23 Next 7 quarters of accretion For end note descriptions, see end note summary starting on page 42; totals shown above may not foot due to rounding Includes impact of TDR accounting change

Classification: Internal Use © Fifth Third Bancorp | All Rights Reserved 16 Consistently investing for growth through the cycle Consistent strong financial results and top tier profitability Consistent NIM and credit discipline Consistent customer acquisition growth Consistent peer-leading efficiency ratio De novo investments in the Southeast Sales force additions & marketing investments Scaling fintech platforms Platform modernization and digital enablement Consistent outcomesConsistent investments in our businesses • Over 70 Southeast branches added since 2019 • Product innovation led by Momentum Banking in Consumer and Expert AP and Expert AR in Commercial • Added 45 Commercial and Wealth sales FTE in 2022; expect additional sales force expansion in 2023 • Marketing spend increased 10% in 2022 • Expect Dividend Finance loan production in 2023 of ~$4.5BN (with period-end balances of ~$5BN at YE23) 1 • Expanding Provide product offering; expect loan production in 2023 of ~$0.9BN (with period-end balances of ~$2.7BN at YE23) 1 For end note descriptions, see end note summary starting on page 42

© Fifth Third Bancorp | All Rights Reserved Noninterest expense 1 up 4 – 5% (FY22 baseline: $4.719BN) Net charge-off ratio 25 – 35 bps Effective tax rate ~23% For end note descriptions, see end note summary starting on page 42 As of April 20, 2023; please see cautionary statements on page 2 Total revenue 1 up 6 – 8% (FY22 baseline: $8.487BN; Includes securities g/l) (including HFS) Avg. loans & leases up 2 – 3% Current expectations FY 2023 compared to FY 2022 17 assumes a 25 basis point hike in May 2023 and no 2023 cuts Allowance for credit losses expect ~$100MM build per quarter due to loan growth (primarily Dividend Finance) and assumes no change to macroeconomic outlook and risk profile as of 1Q23 Net interest income 1 Noninterest income 1 stable to up 1% up 7 – 10% (FY22 baseline: $5.625BN) (FY22 baseline: $2.944BN)

© Fifth Third Bancorp | All Rights Reserved Net interest income 1 Noninterest income 1 up 2 – 3% Noninterest expense 1 down 8 – 9% down ~1% (1Q23 baseline: $1.522BN) (1Q23 baseline: $723MM) (1Q23 baseline: $1.319BN) Net charge-off ratio 25 – 35 bps Effective tax rate ~23% For end note descriptions, see end note summary starting on page 42 As of April 20, 2023; please see cautionary statements on page 2 Total revenue 1 stable (1Q23 baseline: $2.249BN; Includes securities g/l) (including HFS) Avg. loans & leases stable to up 1% Current expectations 2Q23 compared to 1Q23 18 assumes a 25 basis point rate hike in May 2023 Allowance for credit losses expect ~$100MM build due to loan growth (primarily Dividend Finance) and assumes no change to macroeconomic outlook and risk profile as of 1Q23

© Fifth Third Bancorp | All Rights Reserved Appendix 19

© Fifth Third Bancorp | All Rights Reserved 20 Our purpose, vision, and core values support our commitment to generating sustainable value for stakeholders Our Vision Be the One Bank people most value and trust Our Core Values Our Purpose To improve the lives of our customers and the well-being of our communities Work as One Bank Take Accountability Be Respectful Act with Integrity Living our purpose guided by our vision and values

© Fifth Third Bancorp | All Rights Reserved 21 Addressing climate change Promoting inclusion and diversity Demonstrating our commitment to employees Strengthening our communities Keeping the customer at the center $180MM Neighborhood Investment Program in nine majority-Black communities $1.2BN provided in community development lending and investment in 2021 $39.2MM in charitable donations to support communities 6 ~3MM people educated through our LIFE programs 8 ~118K hours of community service and $6MM in employee giving $20/hour minimum wage with over 40% of workforce receiving mid-year compensation increase Up to 7% 401(k) employer contribution with 80% participation ~776K hours of training (40 hours average / FTE) Decrease in overall turnover from 21.2% in 2021, to 21.0% in 2022 New flexible PTO policy including volunteer paid time away for full-time (8 hours) and part-time (4 hours) employees 12MM customer outreach calls, continuing our heightened connection to the customer 3.1% YoY consumer household growth Low reliance on punitive consumer fees, with $13MM in NSF fees eliminated and $39MM in overdraft fees avoided with Extra Time ® $27BN deposited up to 2 days early with Early Pay® $26MM in consumer cash back rewards with 5/3 Cash/Back cards 22% reduction in monthly complaint volume since 2019 $2.8BN accelerating racial equality, equity and inclusion initiative 36% board diversity 2 58% women; 28% persons of color in workforce >99% pay equity for women and minorities 7 $190MM Tier 1 diverse supplier spend, 11% of net addressable spend 3 Launched employee Sustainability Business Resource Group in June 2022 ~$24BN in sustainable financing towards $100BN goal 208 due diligence reviews for sensitive sectors in compliance with E&S Risk Management Framework 1 52% reduction in Scope 1 and 2 GHG emissions since 2014 3 100% renewable energy purchased since 2019 Achieved carbon neutrality in our operations since 2020 4 $500MM inaugural Green Bond issued in October 2021 5 Fifth Third is committed to supporting customers, communities and employees For end note descriptions, see end note summary starting on page 42 Sustainability priorities and metrics

© Fifth Third Bancorp | All Rights Reserved 22 Actions Demonstrating Leadership Third-party recognitions $500,000 donated for hurricane relief in Florida Through Fifth Third Foundation in addition to other assistance programs Published 3 rd ESG report Available on ir.53.com Announced 10-year $100BN Environmental & Social Finance Target Expansion of the original $8BN renewable energy goal achieved in June 2022 Aligned executive compensation to ESG priorities ESG Funding Modifier added to 2022 Variable Compensation Plan Established sustainability office Leading comprehensive environmental, social and governance strategy, which includes the Bank’s climate strategy and sustainable finance initiatives Acquisition of Dividend Finance A leading fintech point-of-sale (POS) lender, providing financing solutions for residential renewable energy and sustainability-focused home improvement $ 20 minimum wage per hour Effective July 2022, increase from $18 per hour since 2019 Expanded operational sustainability goals Announced six new operational sustainability targets to be achieved by 2030, including Scope 1 and 2 GHG emissions reduction of 75% SSGA R-Factor Score January 2023 Outperformer Top 10-30% among Commercial Banks S&P Global ESG Score 88 rd percentile Top among peers 1 MSCI ESG Rating January 2023 A Upgraded 3 notches CSRHub ESG Ranking January 2023 89 st percentile Top among peers 1 ESG Risk Rating 2 January 2023 Low Risk Top quartile among peers 1 Refinitiv ESG Combined Score January 2023 A- (80/100) Top among peers 1 A recognized leader in sustainability among peers For end note descriptions, see end note summary starting on page 42 Top Workplace in Financial Services Recognized by Energage in 2022 Perfect 100% Score Human Rights Campaign Corporate Equity index for seventh consecutive yearFor Express Banking account Corporate Sustainability Assessment "OUTSTANDING" Received highest overall rating possible on most recent Community Reinvestment Act performance examination from the Office of the Comptroller of Currency, including each of the three tests: Lending, Investment, Service.

© Fifth Third Bancorp | All Rights Reserved 23 Unsecured debt maturities Composition of deposits by segment Holding company: • Holding Company cash as of March 31, 2023: $4.7BN • Cash currently sufficient to satisfy all fixed obligations in a stressed environment for ~21 months (debt maturities, common and preferred dividends, interest, and other expenses) without accessing capital markets, relying on dividends from subsidiaries or any other actions • The Holding Company did not issue or have long-term debt maturities in 1Q23 Bank entity: • The Bank did not issue long-term debt in 1Q23 • ~$0.8BN of Bank debt was redeemed in 1Q23 including $0.2BN of sub debt acquired with MBFI • Available and contingent borrowing capacity (1Q23): ◦ FHLB ~$7.9BN available, ~$16.1BN total ◦ Federal Reserve Discount Window ~$44.4BN ◦ Federal Reserve BTFP ~$7.2BN Period-end as of 1Q23 Strong liquidity profile $ millions – excl. Retail Brokered & Institutional CDs

© Fifth Third Bancorp | All Rights Reserved • 65% allocation to bullet/ locked- out cash flow securities • AFS yield: 3.04% 5 • Effective duration of 5.3 6 • Net unrealized pre-tax loss: $5.2BN • 98% AFS 11 $25.0BN fixed 3 | $52.2BN variable 1,2 Commercial loans 1,2,3 Balance sheet positioning 100% Fix | 0% Variable 84% Fix | 16% Variable Investment portfolioConsumer loans 1 Long-term debt 4 $38.3BN fixed | $7.3BN variable 1 $7.1BN fixed | $5.8BN variable 4 • 1M based: 44% 7,12 • 3M based: 7% 7,12 • Prime & O/N based: 15% 7,12 • Other based: 2% 7,10,12 • Weighted avg. life: 1.9 years 1,3 • 1M based: 1% 8,12 • 12M based: 1% 8,12 • Prime: 12% 8 • Other based: 2% 8,12,13 • Weighted avg. life: 3.8 years 1 • 1M based: 0% 9 • 3M based: 0% 9 • SOFR based: 45% • Weighted avg. life: 4.6 years C&I 28% Fix | 72% Variable Coml. mortgage 43% Fix | 57% Variable Coml. lease 100% Fix | 0% Variable Resi mtg.& construction 91% Fix | 9% Variable Home equity 8% Fix | 92% Variable Senior debt 50% Fix | 50% Variable Sub debt 71% Fix | 29% Variable Auto securiz. proceeds 100% Fix | 0% Variable Coml. construction 28% Fix | 72% Variable Credit card 41% Fix | 59% Variable Other 81% Fix | 19% Variable Other 85% Fix | 15% Variable Level 1 97% Fix | 3% Variable Level 2A Non-HQLA/ Other • The information above incorporates the impact of $12BN in active cash flow hedges ($8BN in C&I receive-fixed swaps and $4BN in CRE receive-fixed swaps) and ~$6.0BN fair value hedges associated with long-term debt (receive-fixed swaps). • The impacts of PPP loans (given the expected temporary nature) are excluded Includes $5.1BN non-agency CMBS (All super-senior, AAA-rated securities; 59.9% WA LTV, ~38.0% WA credit enhancement) Auto/Indirect 100% Fix | 0% Variable For end note descriptions, see end note summary starting on page 42; totals shown above may not foot due to rounding 24

© Fifth Third Bancorp | All Rights Reserved 25 Investment portfolio composition Total securities portfolio CMBS portfolio is AAA-rated Total securities portfolio $56B ~30% of interest earning assets Agency CMBS • $29BN portfolio • ~85% in Fannie/Freddie deals risk weighted at 20% and remaining ~15% are GNMA and risk weighted at 0% • Same financial backing as a GSE plain MBS deal that us and peers are invested in; unconditional government guarantee for GNMA and conditional government guarantee for Fannie and Freddie Non-agency CMBS • $5BN portfolio • All positions are super-senior AAA rated with 38% WA credit enhancements • Securities are 20% risk-weighted and are pledgeable to the FHLB • Underlying loans in our structures have a WA LTV of ~60% • Our credit risk team analyzes transactions at the underlying property- level, similar to what we do for all our CRE loan commitments • Leverage analytical tools with over 40+ years of historical data to stress the securities at an individual property level on a recurring basis, including significant market distress in real estate valuations. Non- agency CMBS 9% Agency CMBS 52% AFS portfolio; amortized cost basis; as of 3/31/23 For end note descriptions, see end note summary starting on page 42; totals shown above may not foot due to rounding

© Fifth Third Bancorp | All Rights Reserved Managing rate risk against conservative outcomes Estimated NII sensitivity profile and ALCO policy limits Estimated NII sensitivity at specific betas Rate Risk models assume approximately 70-75% effective up betas and 60-65% down betas in our baseline NII sensitivity used in IRR simulations 1,2 •Models are calibrated to performance in prior rate cycles •Cycle to date, we have outperformed modeled betas •Additionally, rate risk measures assume no deposit re-pricing lags and $800MM of DDA runoff per 100 bps of rate hikes As of March 31, 2023: •48% of HFI loans were variable rate net of existing hedges (68% of total commercial; 16% of total consumer) 3 •Short-term borrowings represent approximately 29% of total wholesale funding, or 4% of total funding •Approximately $9.8 billion in non-core funding matures beyond one year 26 % Change NII (FTE) ALCO policy limit Change in interest rates (bps) 12 months 13 to 24 months 12 months 13 to 24 months +200 Ramp over 12 months (3.1%) (5.2%) (4.0%) (6.0%) +100 Ramp over 12 months (1.5%) (2.3%) NA NA -100 Ramp over 12 months 0.4% 0.2% NA NA -200 Ramp over 12 months 0.5% (0.6%) (8.0%) (12.0%) Beta of 50% Beta of 60% Change in interest rates (bps) 12 months 13 to 24 months 12 months 13 to 24 months +200 Ramp over 12 months 1.1% 3.0% (0.7%) (0.3%) +100 Ramp over 12 months 0.6% 1.6% (0.3%) —% Estimated NII sensitivity with demand deposit balance changes % Change in NII (FTE) $1BN balance decline $1BN balance increase Change in interest rates (bps) 12 months 13 to 24 months 12 months 13 to 24 months +200 Ramp over 12 months (4.1%) (6.2%) (2.1%) (4.1%) +100 Ramp over 12 months (2.3%) (3.2%) (0.6%) (1.4%) -100 Ramp over 12 months (0.3%) (0.4%) 1.1% 0.8% -200 Ramp over 12 months (0.1%) (1.0%) 1.1% (0.1%) For end note descriptions, see end note summary starting on page 42

© Fifth Third Bancorp | All Rights Reserved ($3BN @ 2.25% 1- month LIBOR strike) Cash flow hedges continue to protect NIM 1 EOP notional value of cash flow hedges ($ in billions) Actual Cash flow hedges For end note descriptions, see end note summary starting on page 42 Swap protection extends through 2031 ~125MM uplift starting in 2025 regardless of rate environment 27 Floors Forward starting swaps Existing swaps weighted average receive fix rate (swaps only) 2.37% 2.37% 2.37% 3.32%2.34% 2.34%2.34% 2.35% 2.50% 3.17% 3.19% 3.27% 3.29% 3.44% 2

© Fifth Third Bancorp | All Rights Reserved Mortgage banking results $ in millions Mortgage banking net revenue Mortgage originations and margins • Mortgage banking net revenue increased $6 million from the prior quarter, primary reflecting a $4 million increase in gross servicing fees. • $1.4 billion in originations, down 37% from the prior quarter and down 59% compared to the year-ago quarter; ~83% purchase volume Note: totals shown above may not foot due to rounding $ in billions 1.10% 1.18% 0.84% 0.85% 0.95% 0.80% 0.74% 0.86%Gain-on-sale margin Gain-on-sale margin represents gains on all loans originated for sale divided by salable originations. Rate lock margin Rate lock margin represents gains recorded associated with salable rate locks divided by salable rate locks. 1.05% 1.21% 28 $52 $31 $69 $63 Mortgage banking net revenue $69

© Fifth Third Bancorp | All Rights Reserved Preferred dividend schedule 2Q23 3Q23 4Q23 1Q24 Series H 2 ~$15 ~$12 ~$12 ~$12 Series I ~$8 ~$8 ~$8 ~$10 Series J ~$6 ~$6 ~$6 ~$6 Series K ~$3 ~$3 ~$3 ~$3 Series L ~$4 ~$4 ~$4 ~$4 Class B Series A ~$3 ~$3 ~$3 ~$3 Total ~$39 ~$36 ~$36 ~$38 Upcoming preferred dividend schedule 1 $ in millions Floating (3ML + 3.129%) 2 For end note descriptions, see end note summary starting on page 42; totals shown above may not foot due to rounding 29

© Fifth Third Bancorp | All Rights Reserved 1Q22 4Q22 1Q23 NCO ratio 1 0.05% 0.13% 0.17% 30-89 Delinquencies 0.15% 0.14% 0.15% 90+ Delinquencies 0.02% 0.02% 0.02% Nonperforming Loans 2 0.44% 0.34% 0.43% 30 Portfolio loans $ in billions Period-end QoQ change Average QoQ change Key statistics Total commercial portfolio overview For end note descriptions, see end note summary starting on page 42; totals shown above may not foot due to rounding 4.7% 4.2% 1.9% 1.4% 0.8% 3.8% 2.9% 1.0% 0.8% 1.1% Period-endAverage

© Fifth Third Bancorp | All Rights Reserved 1Q22 4Q22 1Q23 NCO ratio 1 0.07% 0.14% 0.21% 30-89 Delinquencies 0.16% 0.14% 0.17% 90+ Delinquencies 0.02% 0.02% 0.03% Nonperforming Loans 2 0.50% 0.38% 0.49% 31 Portfolio loans $ in billions Period-end QoQ change Average QoQ change Key statistics Revolving Line Utilization Trend 3 Commercial & industrial overview For end note descriptions, see end note summary starting on page 42; totals shown above may not foot due to rounding 6.0% 5.5% 2.1% 1.8% 0.9% 4.5% 4.1% 0.6% 1.4% 0.9% Period-endAverage

© Fifth Third Bancorp | All Rights Reserved 1Q22 4Q22 1Q23 NCO ratio 1 (0.03%) 0.00% 0.04% 30-89 Delinquencies 0.12% 0.16% 0.04% 90+ Delinquencies 0.01% 0.00% 0.00% Nonperforming Loans 2 0.30% 0.29% 0.29% Commercial real estate overview 32 CRE Mortgage Balance by occupancy CRE Construction Balance by property type Average – Commercial Mortgage Average – Commercial Construction Period-end – Commercial Mortgage Period-end – Commercial Construction Portfolio loans Key statistics Period-end QoQ change Average QoQ change For end note descriptions, see end note summary starting on page 42; totals shown above may not foot due to rounding $ in billions 3.6% (0.1%) 2.6% (0.4%) 2.0% 2.0% 1.1% 1.5% 0.8% 1.1% Multifamily Other Retail Hospitality Office Industrial Home Builder Non-Owner Occupied Owner Occupied 1Q22 2Q22 3Q22 4Q22 1Q23 Hospitality 20% Multifamily 19% Office 19% Retail 18% Industrial 6% Other 17% Non-owner occupied property type mix

© Fifth Third Bancorp | All Rights Reserved 1Q22 4Q22 1Q23 NCO ratio 1 0.25% 0.38% 0.42% 30-89 Delinquencies 0.41% 0.57% 0.44% 90+ Delinquencies 0.09% 0.06% 0.06% Nonperforming Loans 2 0.49% 0.56% 0.57% Weighted average FICO at origination 3 765 765 765 Weighted average LTV at origination 77% 78% 78% Total consumer portfolio overview 33 Portfolio FICO score at origination 3 $ in billions Portfolio loans Key statistics Period-end QoQ change Average QoQ change For end note descriptions, see end note summary starting on page 42; totals shown above may not foot due to rounding 1.9% 3.0% 1.3% 1.5% 1.9% 2.7% 2.0% 1.0% 2.0% 1.2% 750+720-749<660 660-719 3% Period-endAverage

© Fifth Third Bancorp | All Rights Reserved 1Q22 4Q22 1Q23 NCO ratio 1 (0.02%) 0.01% 0.00% 30-89 Delinquencies 0.09% 0.17% 0.10% 90+ Delinquencies 0.08% 0.04% 0.05% Nonperforming Loans 2 0.51% 0.70% 0.73% Weighted average FICO at origination 3 767 765 764 Weighted average LTV at origination 70% 71% 71% Residential Mortgage overview 34 Portfolio FICO score at origination 3 $ in billions Portfolio loans Key statistics Period-end QoQ change Average QoQ change For end note descriptions, see end note summary starting on page 42; totals shown above may not foot due to rounding 1.9% 5.2% 1.5% (0.2%) — 4.6% 2.5% 0.2% 0.2% (0.1%) 750+720-749<660 660-719 4% Period-endAverage

© Fifth Third Bancorp | All Rights Reserved 1Q22 4Q22 1Q23 NCO ratio 1 (0.07%) 0.02% (0.04%) 30-89 Delinquencies 0.64% 0.74% 0.58% 90+ Delinquencies 0.03% 0.02% 0.03% Nonperforming Loans 2 1.97% 1.66% 1.72% Weighted average FICO at origination 3 764 767 767 Weighted average LTV at origination 68% 67% 67% Home equity overview 35 Portfolio FICO score at origination 3 $ in billions Portfolio loans Key statistics Period-end QoQ change Average QoQ change For end note descriptions, see end note summary starting on page 42; totals shown above may not foot due to rounding (4.1%) (2.8%) 1.6% 1.7% (0.5%) (4.1%) (0.3%) 2.4% 1.0% (2.0%) 750+720-749<660 660-719 2% Period-endAverage

© Fifth Third Bancorp | All Rights Reserved 1Q22 4Q22 1Q23 NCO ratio 1 0.17% 0.32% 0.34% 30-89 Delinquencies 0.62% 0.86% 0.67% 90+ Delinquencies 0.05% 0.00% 0.00% Nonperforming Loans 2 0.13% 0.18% 0.16% Indirect secured consumer overview 36 Portfolio FICO score at origination Includes primarily RV & Marine $ in billions Portfolio loans Key statistics Period-end QoQ change Average QoQ change For end note descriptions, see end note summary starting on page 42; totals shown above may not foot due to rounding 1% 4.8% 0.6% (2.8%) (1.3%) 0.4% 3.8% (2.3%) (2.2%) (0.6%) (0.4%) 750+720-749<660 660-719 Weighted average FICO at origination 3 768 768 767 Weighted average LTV at origination 88% 88% 88% Period-endAverage

© Fifth Third Bancorp | All Rights Reserved 1Q22 4Q22 1Q23 NCO ratio 1 3.13% 2.85% 3.43% 30-89 Delinquencies 1.01% 1.12% 1.02% 90+ Delinquencies 0.83% 0.96% 1.02% Nonperforming Loans 2 1.36% 1.44% 1.65% Credit card overview 37 Portfolio FICO score at origination 3 750+720-749<660 660-719 $ in billions Portfolio loans Key statistics Period-end QoQ change Average QoQ change For end note descriptions, see end note summary starting on page 42; totals shown above may not foot due to rounding (2.8%) 0.8% 3.1% 2.2% (0.8%) (4.3%) 4.3% 0.4% 5.9% (6.0%) Weighted average FICO at origination 3 741 743 743 4% Period-endAverage

© Fifth Third Bancorp | All Rights Reserved 1Q22 2Q22 3Q22 4Q22 1Q23 Balance, beginning of period $337 $323 $319 $298 $263 Transfers to nonaccrual status 54 49 91 68 121 Transfers to accrual status (2) — — (5) (1) Transfers to held for sale (4) — (19) — — Loan paydowns/payoffs (52) (17) (48) (63) (22) Transfer to OREO — — — — — Charge-offs (11) (37) (47) (36) (33) Draws/other extensions of credit 1 1 2 1 6 Balance, end of period $323 $319 $298 $263 $334 1Q22 2Q22 3Q22 4Q22 1Q23 Balance, beginning of period $161 $211 $220 $224 $252 Transfers to nonaccrual status 97 64 56 83 99 Transfers to accrual status (23) (29) (22) (19) (33) Transfers to held for sale — — — — — Loan paydowns/payoffs (16) (20) (20) (19) (22) Transfer to OREO (1) (1) (1) (3) (5) Charge-offs (7) (6) (10) (15) (33) Draws/other extensions of credit — 1 1 1 1 Balance, end of period $211 $220 $224 $252 $259 NPL 1 Rollforward Commercial Consumer $ in millions $ in millions $ in millions For end note descriptions, see end note summary starting on page 42 38 Total NPL $534 $539 $522 $515 $593 Total new nonaccrual loans - HFI $151 $113 $147 $151 $220 Total NPL

© Fifth Third Bancorp | All Rights Reserved 1Q23 adjustments and notable items Adjusted EPS of $0.83 1 1Q23 reported EPS of $0.78 included a negative $0.05 impact from the following notable items: • $31 million pre-tax (~$24 million after-tax 2 ) charge related to the valuation of the Visa total return swap • $12 million pre-tax (~9 million after-tax 2 ) charge related to restructuring severance expense For end note descriptions, see end note summary starting on page 42 39

© Fifth Third Bancorp | All Rights Reserved For end note descriptions, see end note summary starting on page 42; totals shown above may not foot due to rounding 40 Fifth Third Bancorp and Subsidaries For the Three Months Ended $ and shares in millions March December September June March (unaudited) 2023 2022 2022 2022 2022 Net income (U.S. GAAP) (a) $558 $737 $653 $562 $494 Net income (U.S. GAAP) (annualized) (b) $2,263 $2,924 $2,591 $2,254 $2,003 Net income available to common shareholders (U.S. GAAP) (c) $535 $699 $631 $526 $474 Add: Intangible amortization, net of tax 9 10 10 9 9 Tangible net income available to common shareholders (d) $544 $709 $641 $535 $483 Tangible net income available to common shareholders (annualized) (e) $2,206 $2,813 $2,543 $2,146 $1,959 Net income available to common shareholders (annualized) (f) $2,170 $2,773 $2,503 $2,110 $1,922 Average Bancorp shareholders' equity (U.S. GAAP) (g) $17,977 $16,857 $18,864 $19,248 $21,402 Less: Average preferred stock (h) (2,116) (2,116) (2,116) (2,116) (2,116) Average goodwill (4,915) (4,925) (4,926) (4,744) (4,514) Average intangible assets and other servicing rights (163) (176) (188) (158) (150) Average tangible common equity (i) $10,783 $9,640 $11,634 $12,230 $14,622 Less: Average accumulated other comprehensive income ("AOCI") 4,442 5,386 3,037 2,397 (129) Average tangible common equity, excluding AOCI (j) $15,225 $15,026 $14,671 $14,627 $14,493 Adjustments (pre-tax items) Valuation of Visa total return swap 31 38 17 18 11 Restructuring severance expense 12 — — — — Branch impairment charges — 6 — — — Net disposition charges/(gain) — — — 6 — Adjustments - after-tax 1 (k) $33 $34 $13 $19 $8 Adjustments (tax related items) Tax benefit associated with resolution of certain acquisition related tax matters — (15) — — — Adjustments (tax related items) (l) — (15) — — — Adjusted net income [(a) + (k)+ (l)] $591 $756 $666 $581 $502 Adjusted net income (annualized) (m) $2,397 $2,999 $2,642 $2,330 $2,036 Adjusted net income available to common shareholders [(c) + (k) + (l)] $568 $718 $644 $545 $482 Adjusted net income available to common shareholders (annualized) (n) $2,306 $2,849 $2,555 $2,186 $1,955 Adjusted tangible net income available to common shareholders [(d) + (k) + (l)] 577 $728 $654 $554 $491 Adjusted tangible net income available to common shareholders (annualized) (o) $2,340 $2,888 $2,595 $2,222 $1,991 Average assets (p) $205,084 $206,017 $206,688 $205,897 $209,150 Metrics: Return on assets (b) / (p) 1.10% 1.42% 1.25% 1.09% 0.96% Adjusted return on assets (m) / (p) 1.17% 1.46% 1.28% 1.13% 0.97% Return on average common equity (f) / [(g) + (h)] 13.7% 18.8% 14.9% 12.3% 10.0% Adjusted return on average common equity (n) / [(g) + (h)] 14.5% 19.3% 15.3% 12.8% 10.1% Return on average tangible common equity (e) / (i) 20.5% 29.2% 21.9% 17.5% 13.4% Adjusted return on average tangible common equity (o) / (i) 21.7% 30.0% 22.3% 18.2% 13.6% Adjusted return on average tangible common equity, excluding AOCI (o) / (j) 15.4% 19.2% 17.7% 15.2% 13.7% Non-GAAP reconciliation

© Fifth Third Bancorp | All Rights Reserved Non-GAAP reconciliation For end note descriptions, see end note summary starting on page 42; totals shown above may not foot due to rounding 41 Fifth Third Bancorp and Subsidiaries For Three Months Ended $ and shares in millions March December September June March (unaudited) 2023 2022 2022 2022 2022 Average interest-earning assets (a) $187,407 $187,640 $185,378 $184,406 $187,894 Net interest income (U.S. GAAP) (b) $1,517 $1,577 $1,498 $1,339 $1,195 Add: Taxable equivalent adjustment 5 5 4 3 3 Net interest income (FTE) (c) $1,522 $1,582 $1,502 $1,342 $1,198 Net interest income (FTE) (annualized) (d) $6,173 $6,276 $5,959 $5,383 $4,859 Noninterest income (U.S. GAAP) (e) $696 $735 $672 $676 $684 Valuation of Visa total return swap 31 38 17 18 11 Branch impairment charges — 6 — — — Net disposition charges/(gain) — — — 6 — Adjusted noninterest income (f) $727 $779 $689 $700 $695 Add: Securities (gains)/losses (4) (2) 38 32 14 Adjusted noninterest income, (excl. securities (gains)/losses) $723 $777 $727 $732 $709 Noninterest expense (U.S. GAAP) (g) $1,331 $1,218 $1,167 $1,112 $1,222 Restructuring severance expense (12) — — — — Adjusted noninterest expense (h) $1,319 $1,218 $1,167 $1,112 $1,222 Metrics: Revenue (FTE) (c) + (e) 2,218 2,317 2,174 2,018 1,882 Adjusted revenue (c) + (f) 2,249 2,361 2,191 2,042 1,893 Pre-provision net revenue [(c) + (e) - (g)] 887 1,099 1,007 906 660 Adjusted pre-provision net revenue [(c) + (f) - (h)] 930 1,143 1,024 930 671 Net interest margin (FTE) (d) / (a) 3.29% 3.35% 3.22% 2.92% 2.59% Efficiency ratio (FTE) (g) / [(c) + (e)] 60.0% 52.6% 53.7% 55.1% 64.9% Adjusted efficiency ratio (h) / [(c) + (f)] 58.6% 51.6% 53.3% 54.5% 64.6%

© Fifth Third Bancorp | All Rights Reserved Slide 3 end notes 1. Reported ROTCE, NIM, pre-provision net revenue, and efficiency ratio are non-GAAP measures: all adjusted figures are non-GAAP measures; see reconciliation on pages 40 and 41 of this presentation and the use of non-GAAP measures on pages 26-28 of the earnings release. 2. Current period regulatory capital ratios are estimated. Slide 4 end notes 1. Results are on a fully-taxable equivalent basis; non-GAAP measure: see reconciliation on pages 40 and 41 of this presentation and use of non-GAAP measures on pages 26-28 of the earnings release. Slide 5 end notes 1. Non-GAAP measure: see reconciliation on pages 40 and 41 of this presentation and use of non-GAAP measures on pages 26-28 of the earnings release. Slide 6 end notes 1. Non-GAAP measure: see reconciliation on pages 40 and 41 of this presentation and use of non-GAAP measures on pages 26-28 of the earnings release. Slide 7 end notes 1. Includes taxable and tax-exempt securities. Slide 9 end notes 1. Insured by FDIC product type Slide 10 end notes 1. Includes select large-cap banks. Slide 11 end notes 1. Data sourced from S&P Global Market Intelligence, industry data consists of U.S. Commercial Banks exceeding $100B in assets Slide 12 end notes 1. Excludes HFS loans. Slide 14 end notes 1. 1Q23 commercial and consumer portfolio make up $129M and $103M, respectively, of the total reserve for unfunded commitment. Slide 15 end notes 1. Current period regulatory capital ratios are estimated. 2. See forward-looking statements on page 2 of this presentation regarding forward-looking non-GAAP measures and use of non-GAAP measures on pages 26-28 of the earnings release. 3. Analysis based on 3/31/2023 portfolio utilizing the implied forward curve as of 4/3/2023 Slide 16 end notes 1. See forward-looking statements on page 2 of this presentation regarding forward-looking non-GAAP measures and use of non-GAAP measures on pages 26-28 of the earnings release. 42 Earnings presentation end notes

© Fifth Third Bancorp | All Rights Reserved Earnings presentation end notes Slide 17 & 18 end notes 1. Non-GAAP measure: see forward-looking statements on page 2 of this presentation regarding forward-looking non-GAAP measures and use of non-GAAP measures on pages 26-28 of the earnings release. Slide 21 end notes Data is for fiscal year 2022, unless otherwise noted. 1. 9/23/2020 - 12/31/2022. The Environmental and Social Risk Management Framework (previously Environmental and Social Policy) can be found at ir.53.com/esg/environment 2. In terms of ethnicity or gender. 3. Preliminary 4. Data is through 9/30/2022 5. Refer to the 2021 ESG report for additional details on methodology. 6. For Scope 1, Scope 2 and business travel under Scope 3 emissions. Projected full year 2022 CO2e emissions are based on 2022 year-to-date data as well as historical company data from 2014-2021. Final CO2e emissions will be made available in 2023 following independent verification. 7. Since 2004 8. Sustainable Bond Report can be found at https://ir.53.com/esg/Sustainable-Bonds/. Slide 22 end notes 1. Peer Group comprises of Fifth Third's board approved peers. 2. From leading third party ESG data provider. Slide 24 end notes Note: Data as of 3/31/23. 1. Excludes HFS Loans & Leases. 2. Fifth Third had $12B of commercial variable loans classified as fixed given the impacts of $8BN in C&I receive-fix swaps and $4BN in CRE receive-fix swaps; Excludes forward starting swaps & floors; Excludes$3BN in out-of-the-money floors with a 2.25% 1ML strike currently on the balance sheet. 3. Excludes ~$0.05BN in Small Business Administration Paycheck Protection Program (PPP) loans. 4. Fifth Third had $5.95BN SOFR receive-fix swaps outstanding against long-term debt, which are being included in floating long-term debt. 5. Yield of the 1Q23 weighted average taxable and non-taxable (tax equivalent) available for sale portfolio. 6. Effective duration taxable and non-taxable available for sale portfolio. 7. As a percent of total commercial, excluding PPP loans. 8. As a percent of total consumer. 9. As a percent of par. 10. Includes 12M term, 6M term, and Fed Funds based loans. 11. Excludes equity securities. 12. Term points include LIBOR, SOFR, BSBY, AMERIBOR, Treasuries & FX curves. 13. Includes overnight term, 3M term, 6M term, 12M term and Fed Funds. Slide 26 end notes Note: Data as of 3/31/23; actual results may vary from these simulated results due to differences between forecasted and actual balance sheet composition, timing, magnitude, and frequency of interest rate changes, as well as other changes in market conditions and management strategies. 1. Re-pricing percentage or “beta” is the estimated change in yield after the 12-month ramp scenarios are fully realized and therefore reflects year-2. 2. Betas are asymmetrical as down betas assume floors 3. Excludes ~$0.05BN in Small Business Administration Paycheck Protection Program (PPP) loans. Slide 27 end notes 1. Represents forward looking statement, please refer to page 2 of this presentation regarding forward-looking non-GAAP measures; All swaps are receive fixed / pay 1-month LIBOR. 2. $3BN floors mature on 12/16/2024. 43

© Fifth Third Bancorp | All Rights Reserved Slide 29 end notes 1. Represents forward looking statement, please refer to page 2 of this presentation regarding forward-looking non-GAAP measures. 2. Projected dividends for Series J, Series H (converts to floating in 3Q23), and Series I (converts to floating in 1Q24) reflect 3m LIBOR plus applicable spread. Given the ongoing LIBOR transition, these will transition to SOFR-based calculations (pursuant to the Federal LIBOR legislation) on 6/30/2023. Slide 30 end notes Net losses charged-off as a percent of average portfolio loans and leases presented on an annualized basis. 1. Nonperforming portfolio loans and leases as a percent of portfolio loans and leases. Slide 31 end notes 1. Net losses charged-off as a percent of average portfolio loans and leases presented on an annualized basis. 2. Nonperforming portfolio loans and leases as a percent of portfolio loans and leases. 3. Total commercial portfolio line utilization. Slide 32 end notes 1. Net losses charged-off as a percent of average portfolio loans and leases presented on an annualized basis. 2. Nonperforming portfolio loans and leases as a percent of portfolio loans and leases. Slide 33 end notes 1. Net losses charged-off as a percent of average portfolio loans and leases presented on an annualized basis. 2. Nonperforming portfolio loans and leases as a percent of portfolio loans and leases. 3. FICO distributions at origination exclude certain acquired mortgage & home equity loans, and ~$80 million of credit loans on book primarily ~15+ years. Slide 34 end notes 1. Net losses charged-off as a percent of average portfolio loans and leases presented on an annualized basis. 2. Nonperforming portfolio loans and leases as a percent of portfolio loans and leases. 3. FICO distributions at origination exclude certain acquired mortgage loans. Slide 35 end notes 1. Net losses charged-off as a percent of average portfolio loans and leases presented on an annualized basis. 2. Nonperforming portfolio loans and leases as a percent of portfolio loans and leases. 3. FICO distributions at origination exclude certain acquired home equity loans. Slide 36 end notes 1. Net losses charged-off as a percent of average portfolio loans and leases presented on an annualized basis. 2. Nonperforming portfolio loans and leases as a percent of portfolio loans and leases. Slide 37 end notes 1. Net losses charged-off as a percent of average portfolio loans and leases presented on an annualized basis. 2. Nonperforming portfolio loans and leases as a percent of portfolio loans and leases. 3. FICO distributions at origination exclude ~$80 million from credit loans on book primarily ~15+ years. 44 Earnings presentation end notes

© Fifth Third Bancorp | All Rights Reserved Slide 38 end notes 1. Loan balances exclude nonaccrual loans HFS. Slide 39 end notes 1. Average diluted common shares outstanding (thousands); 689,566; all adjusted figures are non-GAAP measures; see reconciliation on pages 40 and 41 of this presentation and the use of non-GAAP measures on pages 26-28 of the earnings release. 2. Assumes a 23% tax rate. Slide 40 end notes Note: See pages 26-28 of the earnings release for a discussion on the use of non-GAAP financial measures. 1. Assumes a 23% tax rate. Slide 41 end notes Note: See pages 26-28 of the earnings release for a discussion on the use of non-GAAP financial measures. 45 Earnings presentation end notes