PortfoliosLab logoPortfoliosLab logo
FCGI.TO vs. FGRO.NEO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCGI.TO vs. FGRO.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Global Monthly High Income ETF (FCGI.TO) and Fidelity All-in-One Growth ETF (FGRO.NEO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FCGI.TO vs. FGRO.NEO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FCGI.TO
Fidelity Global Monthly High Income ETF
3.84%13.21%13.10%9.65%-5.30%12.33%
FGRO.NEO
Fidelity All-in-One Growth ETF
1.05%17.00%25.97%16.92%-6.29%16.51%

Returns By Period

In the year-to-date period, FCGI.TO achieves a 3.84% return, which is significantly higher than FGRO.NEO's 1.05% return.


FCGI.TO

1D
1.42%
1M
-1.98%
YTD
3.84%
6M
6.45%
1Y
14.38%
3Y*
13.16%
5Y*
8.60%
10Y*

FGRO.NEO

1D
2.30%
1M
-4.04%
YTD
1.05%
6M
3.38%
1Y
15.81%
3Y*
18.02%
5Y*
13.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FCGI.TO vs. FGRO.NEO - Expense Ratio Comparison

FCGI.TO has a 0.55% expense ratio, which is higher than FGRO.NEO's 0.42% expense ratio.


Return for Risk

FCGI.TO vs. FGRO.NEO — Risk / Return Rank

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

FCGI.TO
FCGI.TO Risk / Return Rank: 7878
Overall Rank
FCGI.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FCGI.TO Sortino Ratio Rank: 7777
Sortino Ratio Rank
FCGI.TO Omega Ratio Rank: 9696
Omega Ratio Rank
FCGI.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
FCGI.TO Martin Ratio Rank: 7272
Martin Ratio Rank

FGRO.NEO
FGRO.NEO Risk / Return Rank: 7373
Overall Rank
FGRO.NEO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FGRO.NEO Sortino Ratio Rank: 7373
Sortino Ratio Rank
FGRO.NEO Omega Ratio Rank: 7474
Omega Ratio Rank
FGRO.NEO Calmar Ratio Rank: 6969
Calmar Ratio Rank
FGRO.NEO Martin Ratio Rank: 7171
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.

FCGI.TO vs. FGRO.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Monthly High Income ETF (FCGI.TO) and Fidelity All-in-One Growth ETF (FGRO.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.


FCGI.TOFGRO.NEODifference

Sharpe ratio

Return per unit of total volatility

1.53

1.34

+0.18

Sortino ratio

Return per unit of downside risk

2.00

1.82

+0.18

Omega ratio

Gain probability vs. loss probability

1.53

1.27

+0.26

Calmar ratio

Return relative to maximum drawdown

1.69

1.72

-0.03

Martin ratio

Return relative to average drawdown

7.61

7.05

+0.57

FCGI.TO vs. FGRO.NEO - Sharpe Ratio Comparison

The current FCGI.TO Sharpe Ratio is 1.53, which is comparable to the FGRO.NEO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of FCGI.TO and FGRO.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.


Loading graphics...

Sharpe Ratios by Period


FCGI.TOFGRO.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

1.34

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

1.28

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

1.27

-1.45

Correlation

The correlation between FCGI.TO and FGRO.NEO is 0.26, 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

FCGI.TO vs. FGRO.NEO - Dividend Comparison

FCGI.TO's dividend yield for the trailing twelve months is around 3.08%, more than FGRO.NEO's 1.23% yield.


TTM202520242023202220212020
FCGI.TO
Fidelity Global Monthly High Income ETF
3.08%3.25%3.21%3.50%3.71%2.49%2.74%
FGRO.NEO
Fidelity All-in-One Growth ETF
1.23%1.24%1.09%1.39%4.58%0.94%0.00%

Drawdowns

FCGI.TO vs. FGRO.NEO - Drawdown Comparison

The maximum FCGI.TO drawdown since its inception was -63.42%, which is greater than FGRO.NEO's maximum drawdown of -15.23%. Use the drawdown chart below to compare losses from any high point for FCGI.TO and FGRO.NEO.


Loading graphics...

Drawdown Indicators


FCGI.TOFGRO.NEODifference

Max Drawdown

Largest peak-to-trough decline

-63.42%

-15.23%

-48.19%

Max Drawdown (1Y)

Largest decline over 1 year

-8.66%

-9.71%

+1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-11.16%

-15.23%

+4.07%

Current Drawdown

Current decline from peak

-23.57%

-4.63%

-18.94%

Average Drawdown

Average peak-to-trough decline

-43.27%

-2.58%

-40.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

2.36%

-0.40%

Volatility

FCGI.TO vs. FGRO.NEO - Volatility Comparison

The current volatility for Fidelity Global Monthly High Income ETF (FCGI.TO) is 3.29%, while Fidelity All-in-One Growth ETF (FGRO.NEO) has a volatility of 5.06%. This indicates that FCGI.TO experiences smaller price fluctuations and is considered to be less risky than FGRO.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FCGI.TOFGRO.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

5.06%

-1.77%

Volatility (6M)

Calculated over the trailing 6-month period

5.44%

7.76%

-2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

9.46%

11.83%

-2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.59%

10.49%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.63%

10.46%

+12.17%