PortfoliosLab logoPortfoliosLab logo
FCID.TO vs. FEQT.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCID.TO vs. FEQT.NEO - Performance Comparison

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

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with FCID.TO having a 10.23% return and FEQT.NEO slightly higher at 10.30%.


FCID.TO

1D
-0.41%
1M
3.45%
YTD
10.23%
6M
11.17%
1Y
26.94%
3Y*
20.29%
5Y*
13.72%
10Y*

FEQT.NEO

1D
-0.38%
1M
4.01%
YTD
10.30%
6M
10.63%
1Y
24.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCID.TO vs. FEQT.NEO - Yearly Performance Comparison


2026 (YTD)20252024
FCID.TO
Fidelity International High Dividend ETF
10.23%30.48%-0.59%
FEQT.NEO
Fidelity All-in-One Equity ETF Fund
10.30%19.42%14.08%

Correlation

The correlation between FCID.TO 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

0.65

The correlation between FCID.TO and FEQT.NEO has been stable across timeframes, ranging from 0.65 to 0.72 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

FCID.TO vs. FEQT.NEO — Risk / Return Rank

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

FCID.TO
FCID.TO Risk / Return Rank: 6464
Overall Rank
FCID.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FCID.TO Sortino Ratio Rank: 6363
Sortino Ratio Rank
FCID.TO Omega Ratio Rank: 6464
Omega Ratio Rank
FCID.TO Calmar Ratio Rank: 6262
Calmar Ratio Rank
FCID.TO Martin Ratio Rank: 6666
Martin Ratio Rank

FEQT.NEO
FEQT.NEO Risk / Return Rank: 6666
Overall Rank
FEQT.NEO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FEQT.NEO Sortino Ratio Rank: 6868
Sortino Ratio Rank
FEQT.NEO Omega Ratio Rank: 6969
Omega Ratio Rank
FEQT.NEO Calmar Ratio Rank: 6060
Calmar Ratio Rank
FEQT.NEO Martin Ratio Rank: 6969
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.

FCID.TO vs. FEQT.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International High Dividend ETF (FCID.TO) 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.


FCID.TOFEQT.NEODifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.39

1.42

-0.03

Calmar ratioReturn relative to maximum drawdown

3.08

2.99

+0.09

Martin ratioReturn relative to average drawdown

12.10

12.96

-0.86

FCID.TO vs. FEQT.NEO - Sharpe Ratio Comparison

The current FCID.TO Sharpe Ratio is 2.15, which is comparable to the FEQT.NEO Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of FCID.TO 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.


Loading charts...

Sharpe Ratios by Period


FCID.TOFEQT.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

2.26

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

1.77

-1.23

Drawdowns

FCID.TO vs. FEQT.NEO - Drawdown Comparison

The maximum FCID.TO drawdown since its inception was -34.49%, 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 FCID.TO and FEQT.NEO.


Loading charts...

Drawdown Indicators


FCID.TOFEQT.NEODifference

Max Drawdown

Largest peak-to-trough decline

-34.49%

-13.24%

-21.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-8.31%

-0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-15.86%

Max Drawdown (5Y)

Largest decline over 5 years

-19.68%

Current Drawdown

Current decline from peak

-1.81%

-1.02%

-0.79%

Average Drawdown

Average peak-to-trough decline

-5.68%

-1.45%

-4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

1.91%

+0.32%

Volatility

FCID.TO vs. FEQT.NEO - Volatility Comparison

Fidelity International High Dividend ETF (FCID.TO) and Fidelity All-in-One Equity ETF Fund (FEQT.NEO) have volatilities of 3.93% and 3.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FCID.TOFEQT.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

3.89%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.44%

8.88%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

12.65%

11.01%

+1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.13%

12.45%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

12.45%

+4.29%

FCID.TO vs. FEQT.NEO - Expense Ratio Comparison

FCID.TO has a 0.45% expense ratio, which is higher than FEQT.NEO's 0.43% expense ratio.


Dividends

FCID.TO vs. FEQT.NEO - Dividend Comparison

FCID.TO's dividend yield for the trailing twelve months is around 3.39%, more than FEQT.NEO's 0.82% yield.


PositionTTM20252024202320222021202020192018
FCID.TO
Fidelity International High Dividend ETF
3.39%3.61%4.16%4.49%5.08%3.30%3.78%3.82%0.44%
FEQT.NEO
Fidelity All-in-One Equity ETF Fund
0.82%0.91%0.91%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FCID.TO 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, FEQT.NEO is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FEQT.NEO is cheaper with a 0.43% expense ratio, compared with 0.45% for FCID.TO.

FCID.TO is categorized as Dividend, while FEQT.NEO is Diversified Portfolio. Their fees differ too: 0.45% for FCID.TO and 0.43% for FEQT.NEO.

Portfolio Optimizer

Find the right allocation for FCID.TO and FEQT.NEO

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

Open Portfolio Optimizer