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Fidelity All-in-One Growth ETF (FGRO.NEO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
CA31581P1062
CUSIP
31581P106
Issuer
Fidelity
Inception Date
Jan 21, 2021
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
Canada
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Fidelity All-in-One Growth 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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S&P 500 Index

Different Benchmark Currency

FGRO.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 All-in-One Growth ETF (FGRO.NEO) has returned 1.05% so far this year and 15.81% over the past 12 months.


Fidelity All-in-One Growth ETF

1D
2.30%
1M
-4.04%
YTD
1.05%
6M
3.38%
1Y
15.81%
3Y*
18.02%
5Y*
13.35%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 21, 2021, FGRO.NEO's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, your investment would double in approximately 5.4 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2024 with a return of +6.8%, while the worst month was Jun 2022 at -7.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FGRO.NEO closed higher 50% of trading days. The best single day was Mar 15, 2022 with a return of +3.9%, while the worst single day was Apr 4, 2025 at -3.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.69%3.56%-4.04%1.05%
20254.18%-0.06%-1.94%-1.72%3.97%2.07%1.46%1.87%3.92%0.77%2.17%-0.62%17.00%
20241.51%5.38%3.93%-2.49%3.64%0.22%3.81%-0.00%2.44%1.12%6.80%-2.60%25.97%
20234.75%-0.46%1.58%2.10%-3.23%3.61%1.70%0.00%-2.90%0.54%5.49%2.95%16.92%
2022-3.47%-1.98%5.20%-4.75%-1.13%-7.61%6.18%-0.87%-4.43%5.86%5.03%-3.25%-6.29%
2021-1.61%0.31%2.34%1.98%0.29%2.72%2.46%2.67%-2.60%2.76%0.81%3.46%16.51%

Benchmark Metrics

Fidelity All-in-One Growth ETF has an annualized alpha of 5.46%, beta of 0.51, and R² of 0.53 versus S&P 500 Index. Calculated based on daily prices since January 22, 2021.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (74.34%) than losses (64.71%) — typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 5.46% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.51 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
5.46%
Beta
0.51
0.53
Upside Capture
74.34%
Downside Capture
64.71%

Expense Ratio

FGRO.NEO has an expense ratio of 0.42%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FGRO.NEO ranks 69 for risk / return — better than 69% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FGRO.NEO Risk / Return Rank: 6969
Overall Rank
FGRO.NEO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FGRO.NEO Sortino Ratio Rank: 7070
Sortino Ratio Rank
FGRO.NEO Omega Ratio Rank: 7171
Omega Ratio Rank
FGRO.NEO Calmar Ratio Rank: 6565
Calmar Ratio Rank
FGRO.NEO Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity All-in-One Growth ETF (FGRO.NEO) and compare them to a chosen benchmark (S&P 500 Index).


FGRO.NEOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.69

+0.65

Sortino ratio

Return per unit of downside risk

1.82

1.06

+0.76

Omega ratio

Gain probability vs. loss probability

1.27

1.17

+0.11

Calmar ratio

Return relative to maximum drawdown

1.72

1.14

+0.57

Martin ratio

Return relative to average drawdown

7.05

4.22

+2.83

Explore FGRO.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 All-in-One Growth ETF provided a 1.23% dividend yield over the last twelve months, with an annual payout of CA$0.21 per share.


1.00%2.00%3.00%4.00%5.00%CA$0.00CA$0.10CA$0.20CA$0.30CA$0.40CA$0.5020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
DividendCA$0.21CA$0.21CA$0.16CA$0.17CA$0.47CA$0.11

Dividend yield

1.23%1.24%1.09%1.39%4.58%0.94%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity All-in-One Growth ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.00CA$0.00CA$0.00CA$0.00
2025CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.21CA$0.21
2024CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.16CA$0.16
2023CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.17CA$0.17
2022CA$0.00CA$0.00CA$0.29CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.19CA$0.47
2021CA$0.11CA$0.11

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 All-in-One Growth 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 All-in-One Growth ETF was 15.23%, occurring on Jun 16, 2022. Recovery took 217 trading sessions.

The current Fidelity All-in-One Growth ETF drawdown is 4.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.23%Dec 30, 2021117Jun 16, 2022217Apr 28, 2023334
-11.45%Jan 31, 202547Apr 8, 202527May 16, 202574
-7.54%Feb 27, 202616Mar 20, 2026
-5.1%Aug 1, 20244Aug 7, 202412Aug 23, 202416
-4.71%Sep 5, 202321Oct 3, 202327Nov 10, 202348

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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