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FBAL.NEO vs. GRO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBAL.NEO vs. GRO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity All-in-One Balanced ETF (FBAL.NEO) and Franklin Growth ETF Portfolio (GRO.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FBAL.NEO achieves a 7.17% return, which is significantly lower than GRO.TO's 9.91% return.


FBAL.NEO

1D
0.26%
1M
2.98%
YTD
7.17%
6M
6.81%
1Y
16.77%
3Y*
16.34%
5Y*
10.81%
10Y*

GRO.TO

1D
1.05%
1M
5.59%
YTD
9.91%
6M
12.55%
1Y
24.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBAL.NEO vs. GRO.TO - Yearly Performance Comparison


2026 (YTD)20252024
FBAL.NEO
Fidelity All-in-One Balanced ETF
7.17%12.92%8.91%
GRO.TO
Franklin Growth ETF Portfolio
9.91%11.09%15.17%

Correlation

The correlation between FBAL.NEO and GRO.TO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2024

0.09

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Return for Risk

FBAL.NEO vs. GRO.TO — Risk / Return Rank

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

FBAL.NEO
FBAL.NEO Risk / Return Rank: 6767
Overall Rank
FBAL.NEO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FBAL.NEO Sortino Ratio Rank: 7272
Sortino Ratio Rank
FBAL.NEO Omega Ratio Rank: 7373
Omega Ratio Rank
FBAL.NEO Calmar Ratio Rank: 5757
Calmar Ratio Rank
FBAL.NEO Martin Ratio Rank: 6565
Martin Ratio Rank

GRO.TO
GRO.TO Risk / Return Rank: 9292
Overall Rank
GRO.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
GRO.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
GRO.TO Omega Ratio Rank: 9999
Omega Ratio Rank
GRO.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
GRO.TO Martin Ratio Rank: 9090
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.

FBAL.NEO vs. GRO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity All-in-One Balanced ETF (FBAL.NEO) and Franklin Growth ETF Portfolio (GRO.TO). 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.


FBAL.NEOGRO.TODifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-2.74

Omega ratioGain probability vs. loss probability

1.43

3.66

-2.23

Calmar ratioReturn relative to maximum drawdown

2.79

4.30

-1.51

Martin ratioReturn relative to average drawdown

11.65

20.48

-8.83

FBAL.NEO vs. GRO.TO - Sharpe Ratio Comparison

The current FBAL.NEO Sharpe Ratio is 2.23, which is comparable to the GRO.TO Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of FBAL.NEO and GRO.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FBAL.NEOGRO.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

3.14

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.27

Sharpe Ratio (All Time)

Calculated using the full available price history

1.23

1.58

-0.35

Drawdowns

FBAL.NEO vs. GRO.TO - Drawdown Comparison

The maximum FBAL.NEO drawdown since its inception was -13.83%, which is greater than GRO.TO's maximum drawdown of -12.96%. Use the drawdown chart below to compare losses from any high point for FBAL.NEO and GRO.TO.


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Drawdown Indicators


FBAL.NEOGRO.TODifference

Max Drawdown

Largest peak-to-trough decline

-13.83%

-12.96%

-0.87%

Max Drawdown (1Y)

Largest decline over 1 year

-6.04%

-5.81%

-0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-8.29%

Max Drawdown (5Y)

Largest decline over 5 years

-13.83%

Current Drawdown

Current decline from peak

-0.19%

0.00%

-0.19%

Average Drawdown

Average peak-to-trough decline

-2.43%

-1.25%

-1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

1.22%

+0.22%

Volatility

FBAL.NEO vs. GRO.TO - Volatility Comparison

The current volatility for Fidelity All-in-One Balanced ETF (FBAL.NEO) is 2.78%, while Franklin Growth ETF Portfolio (GRO.TO) has a volatility of 3.42%. This indicates that FBAL.NEO experiences smaller price fluctuations and is considered to be less risky than GRO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBAL.NEOGRO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

3.42%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

6.08%

6.68%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

7.54%

7.94%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.58%

11.89%

-3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.57%

11.89%

-3.32%

FBAL.NEO vs. GRO.TO - Expense Ratio Comparison

FBAL.NEO has a 0.40% expense ratio, which is higher than GRO.TO's 0.21% expense ratio.


Dividends

FBAL.NEO vs. GRO.TO - Dividend Comparison

FBAL.NEO's dividend yield for the trailing twelve months is around 1.50%, less than GRO.TO's 2.11% yield.


PositionTTM20252024202320222021
FBAL.NEO
Fidelity All-in-One Balanced ETF
1.50%1.61%1.42%1.71%4.48%1.08%
GRO.TO
Franklin Growth ETF Portfolio
2.11%2.04%1.50%0.00%0.00%0.00%

Frequently Asked Questions


FBAL.NEO and GRO.TO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GRO.TO is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GRO.TO is cheaper with a 0.21% expense ratio, compared with 0.40% for FBAL.NEO.

They also come from different issuers: Fidelity and Franklin Templeton. Their fees differ too: 0.40% for FBAL.NEO and 0.21% for GRO.TO.

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