FCIL.NEO vs. FGRO.NEO
Compare and contrast key facts about Fidelity International Low Volatility ETF (FCIL.NEO) and Fidelity All-in-One Growth ETF (FGRO.NEO).
FCIL.NEO and FGRO.NEO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FCIL.NEO is a passively managed fund by Fidelity that tracks the performance of the Fidelity Canada International Low Volatility Index. It was launched on Jan 18, 2019. FGRO.NEO is an actively managed fund by Fidelity. It was launched on Jan 21, 2021.
Performance
FCIL.NEO vs. FGRO.NEO - Performance Comparison
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FCIL.NEO vs. FGRO.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FCIL.NEO Fidelity International Low Volatility ETF | 6.71% | 19.10% | 7.89% | 11.49% | -6.83% | 7.47% |
FGRO.NEO Fidelity All-in-One Growth ETF | 1.81% | 17.00% | 25.97% | 16.92% | -6.29% | 16.51% |
Returns By Period
In the year-to-date period, FCIL.NEO achieves a 6.71% return, which is significantly higher than FGRO.NEO's 1.81% return.
FCIL.NEO
- 1D
- 1.22%
- 1M
- -2.26%
- YTD
- 6.71%
- 6M
- 9.83%
- 1Y
- 17.46%
- 3Y*
- 13.08%
- 5Y*
- 9.29%
- 10Y*
- —
FGRO.NEO
- 1D
- 0.81%
- 1M
- -3.27%
- YTD
- 1.81%
- 6M
- 3.61%
- 1Y
- 16.60%
- 3Y*
- 18.32%
- 5Y*
- 13.52%
- 10Y*
- —
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FCIL.NEO vs. FGRO.NEO - Expense Ratio Comparison
FCIL.NEO has a 0.45% expense ratio, which is higher than FGRO.NEO's 0.42% expense ratio.
Return for Risk
FCIL.NEO vs. FGRO.NEO — Risk / Return Rank
FCIL.NEO
FGRO.NEO
FCIL.NEO vs. FGRO.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Low Volatility ETF (FCIL.NEO) 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.
| FCIL.NEO | FGRO.NEO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.41 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.90 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.28 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 1.72 | +0.14 |
Martin ratioReturn relative to average drawdown | 5.05 | 7.02 | -1.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FCIL.NEO | FGRO.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.41 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 1.30 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 1.28 | -0.72 |
Correlation
The correlation between FCIL.NEO and FGRO.NEO is 0.41, 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
FCIL.NEO vs. FGRO.NEO - Dividend Comparison
FCIL.NEO has not paid dividends to shareholders, while FGRO.NEO's dividend yield for the trailing twelve months is around 1.22%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FCIL.NEO Fidelity International Low Volatility ETF | 0.00% | 0.00% | 0.00% | 1.94% | 2.44% | 2.53% | 3.78% | 2.15% |
FGRO.NEO Fidelity All-in-One Growth ETF | 1.22% | 1.24% | 1.09% | 1.39% | 4.58% | 0.94% | 0.00% | 0.00% |
Drawdowns
FCIL.NEO vs. FGRO.NEO - Drawdown Comparison
The maximum FCIL.NEO drawdown since its inception was -20.28%, 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 FCIL.NEO and FGRO.NEO.
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Drawdown Indicators
| FCIL.NEO | FGRO.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.28% | -15.23% | -5.05% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -9.71% | +0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -20.28% | -15.23% | -5.05% |
Current DrawdownCurrent decline from peak | -3.88% | -3.91% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -4.53% | -2.58% | -1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 2.38% | +0.99% |
Volatility
FCIL.NEO vs. FGRO.NEO - Volatility Comparison
Fidelity International Low Volatility ETF (FCIL.NEO) has a higher volatility of 6.18% compared to Fidelity All-in-One Growth ETF (FGRO.NEO) at 4.87%. This indicates that FCIL.NEO'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
| FCIL.NEO | FGRO.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 4.87% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 7.78% | +1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.03% | 11.82% | +4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.80% | 10.49% | +2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.65% | 10.46% | +3.19% |