AIGO.TO vs. FINN.NEO

Last updated Jun 4, 2026

AIGO.TO (Global X Artificial Intelligence & Technology Index ETF) and FINN.NEO (Fidelity Global Innovators ETF) are both Technology Equities funds. AIGO.TO is passively managed, while FINN.NEO is actively managed. Over the past year, AIGO.TO returned 73.53% vs 74.64% for FINN.NEO. A 0.67 correlation means they provide meaningful diversification when combined. AIGO.TO charges 0.60%/yr vs 1.13%/yr for FINN.NEO.

Performance

AIGO.TO vs. FINN.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Artificial Intelligence & Technology Index ETF (AIGO.TO) and Fidelity Global Innovators ETF (FINN.NEO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIGO.TO achieves a 38.42% return, which is significantly lower than FINN.NEO's 42.01% return.

AIGO.TO

• 1D: -0.52%
• 1M: 24.23%
• YTD: 38.42%
• 6M: 36.42%
• 1Y: 73.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FINN.NEO

• 1D: -0.75%
• 1M: 13.10%
• YTD: 42.01%
• 6M: 41.28%
• 1Y: 74.64%
• 3Y*: 46.00%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGO.TO vs. FINN.NEO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AIGO.TO Global X Artificial Intelligence & Technology Index ETF	38.42%	24.70%	19.81%
FINN.NEO Fidelity Global Innovators ETF	42.01%	20.61%	21.13%

Correlation

The correlation between AIGO.TO and FINN.NEO is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (All Time) Calculated using the full available price history since May 17, 2024	0.67

The correlation between AIGO.TO and FINN.NEO shifts across timeframes, from 0.67 (all time) to 0.81 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

AIGO.TO vs. FINN.NEO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AIGO.TO

AIGO.TO Risk / Return Rank: 83
AIGO.TO Sharpe Ratio Rank: 92
AIGO.TO Sortino Ratio Rank: 87
AIGO.TO Omega Ratio Rank: 86
AIGO.TO Calmar Ratio Rank: 82
AIGO.TO Martin Ratio Rank: 70

FINN.NEO

FINN.NEO Risk / Return Rank: 89
FINN.NEO Sharpe Ratio Rank: 92
FINN.NEO Sortino Ratio Rank: 88
FINN.NEO Omega Ratio Rank: 85
FINN.NEO Calmar Ratio Rank: 92
FINN.NEO Martin Ratio Rank: 90

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.

AIGO.TO vs. FINN.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Artificial Intelligence & Technology Index ETF (AIGO.TO) and Fidelity Global Innovators ETF (FINN.NEO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	AIGO.TO	FINN.NEO	Difference
Sharpe ratio Return per unit of total volatility	3.30	3.36	-0.06
Sortino ratio Return per unit of downside risk	4.00	4.05	-0.06
Omega ratio Gain probability vs. loss probability	1.53	1.53	0.00
Calmar ratio Return relative to maximum drawdown	4.31	6.28	-1.97
Martin ratio Return relative to average drawdown	13.08	20.93	-7.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AIGO.TO vs. FINN.NEO - Sharpe Ratio Comparison

The current AIGO.TO Sharpe Ratio is 3.30, which is comparable to the FINN.NEO Sharpe Ratio of 3.36. The chart below compares the historical Sharpe Ratios of AIGO.TO and FINN.NEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AIGO.TO	FINN.NEO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.30	3.36	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	1.77	2.12	-0.35

Drawdowns

AIGO.TO vs. FINN.NEO - Drawdown Comparison

The maximum AIGO.TO drawdown since its inception was -26.71%, roughly equal to the maximum FINN.NEO drawdown of -25.66%. Use the drawdown chart below to compare losses from any high point for AIGO.TO and FINN.NEO.

Drawdown Indicators

	AIGO.TO	FINN.NEO	Difference
Max Drawdown Largest peak-to-trough decline	-26.71%	-25.66%	-1.05%
Max Drawdown (1Y) Largest decline over 1 year	-17.14%	-11.94%	-5.20%
Max Drawdown (3Y) Largest decline over 3 years	—	-25.66%	—
Current Drawdown Current decline from peak	-0.52%	-0.75%	+0.23%
Average Drawdown Average peak-to-trough decline	-4.58%	-4.02%	-0.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.64%	3.58%	+2.06%

Volatility

AIGO.TO vs. FINN.NEO - Volatility Comparison

Global X Artificial Intelligence & Technology Index ETF (AIGO.TO) and Fidelity Global Innovators ETF (FINN.NEO) have volatilities of 7.97% and 7.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIGO.TO	FINN.NEO	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.97%	7.79%	+0.18%
Volatility (6M) Calculated over the trailing 6-month period	17.85%	17.72%	+0.13%
Volatility (1Y) Calculated over the trailing 1-year period	22.43%	22.38%	+0.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.21%	22.28%	+1.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.21%	22.28%	+1.93%

AIGO.TO vs. FINN.NEO - Expense Ratio Comparison

AIGO.TO has a 0.60% expense ratio, which is lower than FINN.NEO's 1.13% expense ratio.

Dividends

AIGO.TO vs. FINN.NEO - Dividend Comparison

AIGO.TO's dividend yield for the trailing twelve months is around 0.06%, while FINN.NEO has not paid dividends to shareholders.

Position	TTM	2025	2024
AIGO.TO Global X Artificial Intelligence & Technology Index ETF	0.06%	0.09%	0.49%
FINN.NEO Fidelity Global Innovators ETF	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AIGO.TO and FINN.NEO in my portfolio?

AIGO.TO and FINN.NEO have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AIGO.TO or FINN.NEO?

On fees, AIGO.TO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AIGO.TO or FINN.NEO?

AIGO.TO is cheaper with a 0.60% expense ratio, compared with 1.13% for FINN.NEO.

What is the main difference between AIGO.TO and FINN.NEO?

They also come from different issuers: Global X and Fidelity. Their fees differ too: 0.60% for AIGO.TO and 1.13% for FINN.NEO.