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BFLX vs. FGLS.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BFLX vs. FGLS.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Flexible Equity Active ETF (BFLX) and Fidelity Global Value Long/Short Alternative ETF (FGLS.NEO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BFLX is traded in USD, while FGLS.NEO is traded in CAD. To make them comparable, the FGLS.NEO values have been converted to USD using the latest available exchange rates.

Returns By Period


BFLX

1D
-0.43%
1M
-1.16%
6M
YTD
1Y
3Y*
5Y*
10Y*

FGLS.NEO

1D
5.70%
1M
14.93%
6M
8.52%
YTD
5.79%
1Y
10.08%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BFLX vs. FGLS.NEO - Yearly Performance Comparison


Correlation

The correlation between BFLX and FGLS.NEO is -0.62, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 20, 2026

-0.62

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Return for Risk

BFLX vs. FGLS.NEO — Risk / Return Rank

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

BFLX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FGLS.NEO
FGLS.NEO Risk / Return Rank: 1818
Overall Rank
FGLS.NEO Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FGLS.NEO Sortino Ratio Rank: 1919
Sortino Ratio Rank
FGLS.NEO Omega Ratio Rank: 1818
Omega Ratio Rank
FGLS.NEO Calmar Ratio Rank: 1818
Calmar Ratio Rank
FGLS.NEO Martin Ratio Rank: 1717
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.

BFLX vs. FGLS.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Flexible Equity Active ETF (BFLX) and Fidelity Global Value Long/Short Alternative ETF (FGLS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BFLXFGLS.NEODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.09

Calmar ratioReturn relative to maximum drawdown

0.47

Martin ratioReturn relative to average drawdown

0.97

BFLX vs. FGLS.NEO - Sharpe Ratio Comparison


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Drawdowns

BFLX vs. FGLS.NEO - Drawdown Comparison

The maximum BFLX drawdown since its inception was -3.85%, smaller than the maximum FGLS.NEO drawdown of -30.44%. Use the drawdown chart below to compare losses from any high point for BFLX and FGLS.NEO.


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Drawdown Indicators


BFLXFGLS.NEODifference

Max Drawdown

Largest peak-to-trough decline

-3.85%

-30.44%

+26.59%

Max Drawdown (1Y)

Largest decline over 1 year

-21.45%

Current Drawdown

Current decline from peak

-2.25%

-11.37%

+9.12%

Average Drawdown

Average peak-to-trough decline

-1.37%

-16.80%

+15.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.39%

Volatility

BFLX vs. FGLS.NEO - Volatility Comparison


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Volatility by Period


BFLXFGLS.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.30%

Volatility (6M)

Calculated over the trailing 6-month period

21.12%

Volatility (1Y)

Calculated over the trailing 1-year period

14.09%

27.54%

-13.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

24.27%

-10.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.09%

24.27%

-10.18%

BFLX vs. FGLS.NEO - Expense Ratio Comparison

BFLX has a 0.40% expense ratio, which is lower than FGLS.NEO's 1.51% expense ratio.


Dividends

BFLX vs. FGLS.NEO - Dividend Comparison

Neither BFLX nor FGLS.NEO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BFLX and FGLS.NEO have a correlation of -0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BFLX is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BFLX is cheaper with a 0.40% expense ratio, compared with 1.51% for FGLS.NEO.

They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.40% for BFLX and 1.51% for FGLS.NEO.

Portfolio Optimizer

Find the right allocation for BFLX and FGLS.NEO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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