Fidelity All-in-One Equity ETF Fund (FEQT.NEO) Sharpe Ratio: 1.19

FEQT.NEO's Sharpe Ratio of 1.19 indicates that for each unit of volatility, it generates 1.19 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

FEQT.NEO Sharpe Ratio Rank

Above Average

FEQT.NEO ranks above 63.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Above-average risk-adjusted returns with room for improvement
Compare against category peers to gauge relative positioning
Monitor for movement toward top tier or decline toward median
Consider pairing with top-tier holdings to improve portfolio efficiency

FEQT.NEO Sharpe Ratio Market Positioning

The chart shows FEQT.NEO's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.49 or lower
Yellow zone (middle 50%): 0.49 to 1.42
Green zone (top 25%): 1.42 or higher
Top 1%: 5.92+
Median: 0.96 — half of all investments score higher

How it compares to other similar ETFs

The table compares Fidelity All-in-One Equity ETF Fund's Sharpe Ratio with other ETFs in the Diversified Portfolio category across multiple time periods, showing how FEQT.NEO's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 3, 2026.

Symbol	Name	1Y Sharpe Ratio
RAAX	VanEck Inflation Allocation ETF	2.26
IYLD	iShares Morningstar Multi-Asset Income ETF	2.00
GAA	Cambria Global Asset Allocation ETF	1.95
BAMY	Brookstone Yield ETF	1.89
NTSE	WisdomTree Emerging Markets Efficient Core Fund	1.78
HIDE	Alpha Architect High Inflation And Deflation ETF	1.75
INCM	Franklin Income Focus ETF	1.71
MGRW.TO	Mackenzie Growth Allocation ETF	1.60
MSMR	McElhenny Sheffield Managed Risk ETF	1.56
DDX	Defined Duration 10 ETF	1.54
FEQT.NEO	Fidelity All-in-One Equity ETF Fund	1.19

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

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Historical Sharpe Ratio

The chart shows FEQT.NEO's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FEQT.NEO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore FEQT.NEO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

FEQT.NEO Sortino Ratio