FCIM.NEO vs. FCCM.NEO
Compare and contrast key facts about Fidelity International Momentum Index ETF (FCIM.NEO) and Fidelity Canadian Momentum Index ETF (FCCM.NEO).
FCIM.NEO and FCCM.NEO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FCIM.NEO is a passively managed fund by Fidelity that tracks the performance of the Fidelity Canada International Momentum Index. It was launched on Jun 5, 2020. FCCM.NEO is a passively managed fund by Fidelity that tracks the performance of the Fidelity Canada Canadian Momentum Index. It was launched on Jun 5, 2020. Both FCIM.NEO and FCCM.NEO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FCIM.NEO vs. FCCM.NEO - Performance Comparison
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FCIM.NEO vs. FCCM.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FCIM.NEO Fidelity International Momentum Index ETF | 10.28% | 37.03% | 25.38% | 16.54% | -12.40% | 10.86% | -60.82% |
FCCM.NEO Fidelity Canadian Momentum Index ETF | 5.42% | 43.17% | 27.03% | 10.10% | -3.42% | 14.23% | -64.10% |
Returns By Period
In the year-to-date period, FCIM.NEO achieves a 10.28% return, which is significantly higher than FCCM.NEO's 5.42% return.
FCIM.NEO
- 1D
- 2.36%
- 1M
- -4.12%
- YTD
- 10.28%
- 6M
- 16.95%
- 1Y
- 36.16%
- 3Y*
- 27.46%
- 5Y*
- 16.80%
- 10Y*
- —
FCCM.NEO
- 1D
- 1.24%
- 1M
- -6.21%
- YTD
- 5.42%
- 6M
- 15.69%
- 1Y
- 44.65%
- 3Y*
- 28.73%
- 5Y*
- 18.43%
- 10Y*
- —
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FCIM.NEO vs. FCCM.NEO - Expense Ratio Comparison
FCIM.NEO has a 0.45% expense ratio, which is higher than FCCM.NEO's 0.38% expense ratio.
Return for Risk
FCIM.NEO vs. FCCM.NEO — Risk / Return Rank
FCIM.NEO
FCCM.NEO
FCIM.NEO vs. FCCM.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Momentum Index ETF (FCIM.NEO) and Fidelity Canadian Momentum Index ETF (FCCM.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.
| FCIM.NEO | FCCM.NEO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 2.65 | -0.65 |
Sortino ratioReturn per unit of downside risk | 2.80 | 3.36 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.52 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.67 | 3.67 | -1.00 |
Martin ratioReturn relative to average drawdown | 10.36 | 15.45 | -5.09 |
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
| FCIM.NEO | FCCM.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 2.65 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 1.39 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | -0.10 | +0.01 |
Correlation
The correlation between FCIM.NEO and FCCM.NEO is 0.35, 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
FCIM.NEO vs. FCCM.NEO - Dividend Comparison
FCIM.NEO's dividend yield for the trailing twelve months is around 1.44%, more than FCCM.NEO's 0.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FCIM.NEO Fidelity International Momentum Index ETF | 1.44% | 1.59% | 1.26% | 1.70% | 1.86% | 2.70% | 0.52% |
FCCM.NEO Fidelity Canadian Momentum Index ETF | 0.86% | 0.91% | 0.91% | 1.32% | 1.79% | 1.49% | 0.78% |
Drawdowns
FCIM.NEO vs. FCCM.NEO - Drawdown Comparison
The maximum FCIM.NEO drawdown since its inception was -67.91%, roughly equal to the maximum FCCM.NEO drawdown of -67.22%. Use the drawdown chart below to compare losses from any high point for FCIM.NEO and FCCM.NEO.
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Drawdown Indicators
| FCIM.NEO | FCCM.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.91% | -67.22% | -0.69% |
Max Drawdown (1Y)Largest decline over 1 year | -13.21% | -12.36% | -0.85% |
Max Drawdown (5Y)Largest decline over 5 years | -26.89% | -16.59% | -10.30% |
Current DrawdownCurrent decline from peak | -16.60% | -16.76% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -52.32% | -53.20% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 2.94% | +0.47% |
Volatility
FCIM.NEO vs. FCCM.NEO - Volatility Comparison
Fidelity International Momentum Index ETF (FCIM.NEO) has a higher volatility of 8.65% compared to Fidelity Canadian Momentum Index ETF (FCCM.NEO) at 7.18%. This indicates that FCIM.NEO's price experiences larger fluctuations and is considered to be riskier than FCCM.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCIM.NEO | FCCM.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.65% | 7.18% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 12.86% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 16.93% | +1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 13.35% | +3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.30% | 30.53% | +1.77% |