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FCID.TO vs. FGRO.NEO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCID.TO vs. FGRO.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 Growth ETF (FGRO.NEO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
FCID.TO
Fidelity International High Dividend ETF
7.53%30.48%9.16%15.21%4.07%10.12%
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, FCID.TO achieves a 7.53% return, which is significantly higher than FGRO.NEO's 1.05% return.


FCID.TO

1D
2.68%
1M
-2.49%
YTD
7.53%
6M
12.95%
1Y
25.97%
3Y*
19.61%
5Y*
13.76%
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)

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

FCID.TO has a 0.45% expense ratio, which is higher than FGRO.NEO's 0.42% expense ratio.


Return for Risk

FCID.TO vs. FGRO.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: 8181
Overall Rank
FCID.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FCID.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
FCID.TO Omega Ratio Rank: 8383
Omega Ratio Rank
FCID.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
FCID.TO Martin Ratio Rank: 8282
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.

FCID.TO vs. FGRO.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 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.


FCID.TOFGRO.NEODifference

Sharpe ratio

Return per unit of total volatility

1.59

1.34

+0.24

Sortino ratio

Return per unit of downside risk

2.14

1.82

+0.32

Omega ratio

Gain probability vs. loss probability

1.33

1.27

+0.06

Calmar ratio

Return relative to maximum drawdown

1.94

1.72

+0.23

Martin ratio

Return relative to average drawdown

9.12

7.05

+2.08

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

The current FCID.TO Sharpe Ratio is 1.59, which is comparable to the FGRO.NEO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of FCID.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.


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Sharpe Ratios by Period


FCID.TOFGRO.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.34

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

1.28

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

1.27

-0.74

Correlation

The correlation between FCID.TO and FGRO.NEO is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FCID.TO vs. FGRO.NEO - Dividend Comparison

FCID.TO's dividend yield for the trailing twelve months is around 3.29%, more than FGRO.NEO's 1.23% yield.


TTM20252024202320222021202020192018
FCID.TO
Fidelity International High Dividend ETF
3.29%3.61%4.16%4.49%5.08%3.30%3.78%3.82%0.44%
FGRO.NEO
Fidelity All-in-One Growth ETF
1.23%1.24%1.09%1.39%4.58%0.94%0.00%0.00%0.00%

Drawdowns

FCID.TO vs. FGRO.NEO - Drawdown Comparison

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


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Drawdown Indicators


FCID.TOFGRO.NEODifference

Max Drawdown

Largest peak-to-trough decline

-34.49%

-15.23%

-19.26%

Max Drawdown (1Y)

Largest decline over 1 year

-13.02%

-9.71%

-3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-19.68%

-15.23%

-4.45%

Current Drawdown

Current decline from peak

-3.10%

-4.63%

+1.53%

Average Drawdown

Average peak-to-trough decline

-5.77%

-2.58%

-3.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.36%

+0.51%

Volatility

FCID.TO vs. FGRO.NEO - Volatility Comparison

Fidelity International High Dividend ETF (FCID.TO) has a higher volatility of 7.05% compared to Fidelity All-in-One Growth ETF (FGRO.NEO) at 5.06%. This indicates that FCID.TO's price experiences larger fluctuations and is considered to be riskier than FGRO.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCID.TOFGRO.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.05%

5.06%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

9.98%

7.76%

+2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

16.42%

11.83%

+4.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.00%

10.49%

+2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.80%

10.46%

+6.34%