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FCCM.NEO vs. FEQT.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCCM.NEO vs. FEQT.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Canadian Momentum Index ETF (FCCM.NEO) and Fidelity All-in-One Equity ETF Fund (FEQT.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with FCCM.NEO having a 11.11% return and FEQT.NEO slightly lower at 10.90%.


FCCM.NEO

1D
1.32%
1M
3.24%
YTD
11.11%
6M
12.84%
1Y
44.14%
3Y*
29.52%
5Y*
19.08%
10Y*

FEQT.NEO

1D
0.54%
1M
4.10%
YTD
10.90%
6M
10.77%
1Y
25.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCCM.NEO vs. FEQT.NEO - Yearly Performance Comparison


2026 (YTD)20252024
FCCM.NEO
Fidelity Canadian Momentum Index ETF
11.11%43.17%17.25%
FEQT.NEO
Fidelity All-in-One Equity ETF Fund
10.90%19.42%14.08%

Correlation

The correlation between FCCM.NEO and FEQT.NEO is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

Correlation (All Time)
Calculated using the full available price history since May 14, 2024

0.73

The correlation between FCCM.NEO and FEQT.NEO has been stable across timeframes, ranging from 0.72 to 0.73 - a consistent structural relationship.

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Return for Risk

FCCM.NEO vs. FEQT.NEO — Risk / Return Rank

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

FCCM.NEO
FCCM.NEO Risk / Return Rank: 8282
Overall Rank
FCCM.NEO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FCCM.NEO Sortino Ratio Rank: 8383
Sortino Ratio Rank
FCCM.NEO Omega Ratio Rank: 8686
Omega Ratio Rank
FCCM.NEO Calmar Ratio Rank: 7373
Calmar Ratio Rank
FCCM.NEO Martin Ratio Rank: 8080
Martin Ratio Rank

FEQT.NEO
FEQT.NEO Risk / Return Rank: 7272
Overall Rank
FEQT.NEO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FEQT.NEO Sortino Ratio Rank: 7474
Sortino Ratio Rank
FEQT.NEO Omega Ratio Rank: 7575
Omega Ratio Rank
FEQT.NEO Calmar Ratio Rank: 6464
Calmar Ratio Rank
FEQT.NEO Martin Ratio Rank: 7373
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.

FCCM.NEO vs. FEQT.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Canadian Momentum Index ETF (FCCM.NEO) and Fidelity All-in-One Equity ETF Fund (FEQT.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.


FCCM.NEOFEQT.NEODifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.52

1.44

+0.08

Calmar ratioReturn relative to maximum drawdown

3.59

3.12

+0.46

Martin ratioReturn relative to average drawdown

15.61

13.53

+2.08

FCCM.NEO vs. FEQT.NEO - Sharpe Ratio Comparison

The current FCCM.NEO Sharpe Ratio is 2.85, which is comparable to the FEQT.NEO Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of FCCM.NEO and FEQT.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.


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Sharpe Ratios by Period


FCCM.NEOFEQT.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

2.36

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.42

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

1.79

-0.45

Drawdowns

FCCM.NEO vs. FEQT.NEO - Drawdown Comparison

The maximum FCCM.NEO drawdown since its inception was -16.59%, which is greater than FEQT.NEO's maximum drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for FCCM.NEO and FEQT.NEO.


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Drawdown Indicators


FCCM.NEOFEQT.NEODifference

Max Drawdown

Largest peak-to-trough decline

-16.59%

-13.24%

-3.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-8.31%

-4.05%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

Max Drawdown (5Y)

Largest decline over 5 years

-16.59%

Current Drawdown

Current decline from peak

-1.19%

-0.48%

-0.71%

Average Drawdown

Average peak-to-trough decline

-2.60%

-1.45%

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

1.91%

+0.92%

Volatility

FCCM.NEO vs. FEQT.NEO - Volatility Comparison

Fidelity Canadian Momentum Index ETF (FCCM.NEO) has a higher volatility of 5.20% compared to Fidelity All-in-One Equity ETF Fund (FEQT.NEO) at 3.90%. This indicates that FCCM.NEO's price experiences larger fluctuations and is considered to be riskier than FEQT.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCCM.NEOFEQT.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

3.90%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

12.63%

8.89%

+3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

15.60%

11.02%

+4.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.47%

12.44%

+1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.41%

12.44%

+0.97%

FCCM.NEO vs. FEQT.NEO - Expense Ratio Comparison

FCCM.NEO has a 0.38% expense ratio, which is lower than FEQT.NEO's 0.43% expense ratio.


Dividends

FCCM.NEO vs. FEQT.NEO - Dividend Comparison

FCCM.NEO's dividend yield for the trailing twelve months is around 0.82%, which matches FEQT.NEO's 0.82% yield.


PositionTTM202520242023202220212020
FCCM.NEO
Fidelity Canadian Momentum Index ETF
0.82%0.91%0.91%1.32%1.79%1.49%0.78%
FEQT.NEO
Fidelity All-in-One Equity ETF Fund
0.82%0.91%0.91%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FCCM.NEO and FEQT.NEO have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FCCM.NEO is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FCCM.NEO is cheaper with a 0.38% expense ratio, compared with 0.43% for FEQT.NEO.

FCCM.NEO is categorized as Momentum, while FEQT.NEO is Diversified Portfolio. Their fees differ too: 0.38% for FCCM.NEO and 0.43% for FEQT.NEO.

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