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FCCD.TO vs. FCIM.NEO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCCD.TO vs. FCIM.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Canadian High Dividend Index ETF (FCCD.TO) and Fidelity International Momentum Index ETF (FCIM.NEO). The values are adjusted to include any dividend payments, if applicable.

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FCCD.TO vs. FCIM.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FCCD.TO
Fidelity Canadian High Dividend Index ETF
8.44%25.05%16.92%3.35%-4.04%29.46%8.28%
FCIM.NEO
Fidelity International Momentum Index ETF
7.74%37.03%25.38%16.54%-12.40%10.86%-60.82%

Returns By Period

In the year-to-date period, FCCD.TO achieves a 8.44% return, which is significantly higher than FCIM.NEO's 7.74% return.


FCCD.TO

1D
1.80%
1M
-1.40%
YTD
8.44%
6M
12.89%
1Y
30.57%
3Y*
17.29%
5Y*
12.44%
10Y*

FCIM.NEO

1D
3.44%
1M
-7.35%
YTD
7.74%
6M
15.87%
1Y
32.19%
3Y*
26.47%
5Y*
16.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCCD.TO vs. FCIM.NEO - Expense Ratio Comparison

FCCD.TO has a 0.35% expense ratio, which is lower than FCIM.NEO's 0.45% expense ratio.


Return for Risk

FCCD.TO vs. FCIM.NEO — Risk / Return Rank

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

FCCD.TO
FCCD.TO Risk / Return Rank: 9595
Overall Rank
FCCD.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FCCD.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
FCCD.TO Omega Ratio Rank: 9797
Omega Ratio Rank
FCCD.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
FCCD.TO Martin Ratio Rank: 9696
Martin Ratio Rank

FCIM.NEO
FCIM.NEO Risk / Return Rank: 8686
Overall Rank
FCIM.NEO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FCIM.NEO Sortino Ratio Rank: 9090
Sortino Ratio Rank
FCIM.NEO Omega Ratio Rank: 8686
Omega Ratio Rank
FCIM.NEO Calmar Ratio Rank: 8484
Calmar Ratio Rank
FCIM.NEO Martin Ratio Rank: 8484
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.

FCCD.TO vs. FCIM.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Canadian High Dividend Index ETF (FCCD.TO) and Fidelity International Momentum Index ETF (FCIM.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.


FCCD.TOFCIM.NEODifference

Sharpe ratio

Return per unit of total volatility

2.70

1.79

+0.91

Sortino ratio

Return per unit of downside risk

3.46

2.54

+0.92

Omega ratio

Gain probability vs. loss probability

1.57

1.34

+0.23

Calmar ratio

Return relative to maximum drawdown

3.20

2.47

+0.73

Martin ratio

Return relative to average drawdown

17.33

9.60

+7.72

FCCD.TO vs. FCIM.NEO - Sharpe Ratio Comparison

The current FCCD.TO Sharpe Ratio is 2.70, which is higher than the FCIM.NEO Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of FCCD.TO and FCIM.NEO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FCCD.TOFCIM.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

1.79

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

0.99

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

-0.10

+0.69

Correlation

The correlation between FCCD.TO and FCIM.NEO is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FCCD.TO vs. FCIM.NEO - Dividend Comparison

FCCD.TO's dividend yield for the trailing twelve months is around 2.80%, more than FCIM.NEO's 1.48% yield.


TTM20252024202320222021202020192018
FCCD.TO
Fidelity Canadian High Dividend Index ETF
2.80%3.56%4.27%4.65%4.01%3.02%4.74%3.80%0.47%
FCIM.NEO
Fidelity International Momentum Index ETF
1.48%1.59%1.26%1.70%1.86%2.70%0.52%0.00%0.00%

Drawdowns

FCCD.TO vs. FCIM.NEO - Drawdown Comparison

The maximum FCCD.TO drawdown since its inception was -43.53%, smaller than the maximum FCIM.NEO drawdown of -67.91%. Use the drawdown chart below to compare losses from any high point for FCCD.TO and FCIM.NEO.


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Drawdown Indicators


FCCD.TOFCIM.NEODifference

Max Drawdown

Largest peak-to-trough decline

-43.53%

-67.91%

+24.38%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-13.21%

+3.29%

Max Drawdown (5Y)

Largest decline over 5 years

-19.24%

-26.89%

+7.65%

Current Drawdown

Current decline from peak

-1.95%

-18.52%

+16.57%

Average Drawdown

Average peak-to-trough decline

-6.52%

-52.34%

+45.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

3.40%

-1.57%

Volatility

FCCD.TO vs. FCIM.NEO - Volatility Comparison

The current volatility for Fidelity Canadian High Dividend Index ETF (FCCD.TO) is 3.96%, while Fidelity International Momentum Index ETF (FCIM.NEO) has a volatility of 8.40%. This indicates that FCCD.TO experiences smaller price fluctuations and is considered to be less risky than FCIM.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCCD.TOFCIM.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

8.40%

-4.44%

Volatility (6M)

Calculated over the trailing 6-month period

6.96%

12.15%

-5.19%

Volatility (1Y)

Calculated over the trailing 1-year period

11.41%

18.06%

-6.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.49%

16.61%

-5.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

32.29%

-15.03%