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Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in Fidelity International Momentum Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
FCIM.NEO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.
Returns By Period
Fidelity International Momentum Index ETF (FCIM.NEO) has returned 7.74% so far this year and 32.19% over the past 12 months.
Fidelity International Momentum Index ETF
- 1D
- 3.44%
- 1M
- -7.35%
- YTD
- 7.74%
- 6M
- 15.87%
- 1Y
- 32.19%
- 3Y*
- 26.47%
- 5Y*
- 16.26%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.80%
- 1M
- -3.22%
- YTD
- -3.34%
- 6M
- -2.48%
- 1Y
- 12.46%
- 3Y*
- 17.80%
- 5Y*
- 12.48%
- 10Y*
- 12.91%
Monthly Returns
Based on dividend-adjusted daily data since Jun 5, 2020, FCIM.NEO's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, your investment would double in approximately 13.8 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2022 with a return of +11.2%, while the worst month was Jun 2020 at -66.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.
On a daily basis, FCIM.NEO closed higher 44% of trading days. The best single day was Nov 9, 2020 with a return of +6.5%, while the worst single day was Jun 11, 2020 at -67.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.64% | 6.06% | -7.35% | 7.74% | |||||||||
| 2025 | 5.92% | 3.01% | 2.36% | 1.12% | 5.31% | 2.23% | -0.45% | 3.93% | 1.30% | 1.47% | 3.37% | 2.53% | 37.03% |
| 2024 | 4.53% | 5.54% | 5.86% | -2.56% | 5.51% | -0.80% | 3.40% | 0.39% | 2.50% | -3.35% | 4.80% | -2.32% | 25.38% |
| 2023 | 3.31% | -0.32% | 3.54% | 2.80% | -3.43% | 3.24% | 2.73% | 0.69% | -4.20% | -0.41% | 7.17% | 0.83% | 16.54% |
| 2022 | -6.94% | -3.17% | -1.37% | -5.99% | -1.48% | -7.62% | 3.25% | 0.48% | -5.30% | 5.85% | 11.18% | -0.37% | -12.40% |
| 2021 | 1.68% | -3.40% | -1.15% | 2.75% | 0.10% | 2.26% | 3.82% | 2.81% | -1.69% | 1.05% | -1.42% | 3.86% | 10.86% |
Benchmark Metrics
Fidelity International Momentum Index ETF has an annualized alpha of -9.29%, beta of 0.68, and R² of 0.10 versus S&P 500 Index. Calculated based on daily prices since June 08, 2020.
- This ETF participated in 158.27% of S&P 500 Index downside but only 53.72% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.68 may look defensive, but with R² of 0.10 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.10 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -9.29%
- Beta
- 0.68
- R²
- 0.10
- Upside Capture
- 53.72%
- Downside Capture
- 158.27%
Expense Ratio
FCIM.NEO has an expense ratio of 0.45%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FCIM.NEO ranks 85 for risk / return — in the top 85% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Fidelity International Momentum Index ETF (FCIM.NEO) and compare them to a chosen benchmark (S&P 500 Index).
| FCIM.NEO | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.79 | 0.69 | +1.10 |
Sortino ratioReturn per unit of downside risk | 2.54 | 1.06 | +1.48 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.17 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.47 | 1.14 | +1.33 |
Martin ratioReturn relative to average drawdown | 9.60 | 4.22 | +5.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore FCIM.NEO risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Fidelity International Momentum Index ETF provided a 1.48% dividend yield over the last twelve months, with an annual payout of CA$0.28 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | CA$0.28 | CA$0.28 | CA$0.16 | CA$0.18 | CA$0.17 | CA$0.28 | CA$0.05 |
Dividend yield | 1.48% | 1.59% | 1.26% | 1.70% | 1.86% | 2.70% | 0.52% |
Monthly Dividends
The table displays the monthly dividend distributions for Fidelity International Momentum Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | |||||||||
| 2025 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.28 | CA$0.28 |
| 2024 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.16 | CA$0.16 |
| 2023 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.18 | CA$0.18 |
| 2022 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.17 | CA$0.17 |
| 2021 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.28 | CA$0.28 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Fidelity International Momentum Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Fidelity International Momentum Index ETF was 67.91%, occurring on Oct 13, 2022. The portfolio has not yet recovered.
The current Fidelity International Momentum Index ETF drawdown is 18.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -67.91% | Jun 11, 2020 | 587 | Oct 13, 2022 | — | — | — |
| -0.54% | Jun 8, 2020 | 1 | Jun 8, 2020 | 2 | Jun 10, 2020 | 3 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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