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FCIM.NEO vs. FCCQ.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCIM.NEO vs. FCCQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity International Momentum Index ETF (FCIM.NEO) and Fidelity Canadian High Quality ETF (FCCQ.TO). The values are adjusted to include any dividend payments, if applicable.

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FCIM.NEO vs. FCCQ.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FCIM.NEO
Fidelity International Momentum Index ETF
7.74%37.03%25.38%16.54%-12.40%10.86%-60.82%
FCCQ.TO
Fidelity Canadian High Quality ETF
2.76%31.01%21.58%11.02%-7.52%22.24%12.66%

Returns By Period

In the year-to-date period, FCIM.NEO achieves a 7.74% return, which is significantly higher than FCCQ.TO's 2.76% return.


FCIM.NEO

1D
3.44%
1M
-7.35%
YTD
7.74%
6M
15.87%
1Y
32.19%
3Y*
26.47%
5Y*
16.26%
10Y*

FCCQ.TO

1D
2.44%
1M
-6.06%
YTD
2.76%
6M
10.61%
1Y
33.98%
3Y*
20.39%
5Y*
13.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCIM.NEO vs. FCCQ.TO - Expense Ratio Comparison

FCIM.NEO has a 0.45% expense ratio, which is higher than FCCQ.TO's 0.35% expense ratio.


Return for Risk

FCIM.NEO vs. FCCQ.TO — Risk / Return Rank

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

FCIM.NEO
FCIM.NEO Risk / Return Rank: 8686
Overall Rank
FCIM.NEO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FCIM.NEO Sortino Ratio Rank: 9090
Sortino Ratio Rank
FCIM.NEO Omega Ratio Rank: 8686
Omega Ratio Rank
FCIM.NEO Calmar Ratio Rank: 8484
Calmar Ratio Rank
FCIM.NEO Martin Ratio Rank: 8484
Martin Ratio Rank

FCCQ.TO
FCCQ.TO Risk / Return Rank: 9191
Overall Rank
FCCQ.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FCCQ.TO Sortino Ratio Rank: 9090
Sortino Ratio Rank
FCCQ.TO Omega Ratio Rank: 9292
Omega Ratio Rank
FCCQ.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
FCCQ.TO Martin Ratio Rank: 9191
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.

FCIM.NEO vs. FCCQ.TO - 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 High Quality ETF (FCCQ.TO). 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.NEOFCCQ.TODifference

Sharpe ratio

Return per unit of total volatility

1.79

2.06

-0.27

Sortino ratio

Return per unit of downside risk

2.54

2.61

-0.07

Omega ratio

Gain probability vs. loss probability

1.34

1.41

-0.06

Calmar ratio

Return relative to maximum drawdown

2.47

3.03

-0.56

Martin ratio

Return relative to average drawdown

9.60

12.74

-3.13

FCIM.NEO vs. FCCQ.TO - Sharpe Ratio Comparison

The current FCIM.NEO Sharpe Ratio is 1.79, which is comparable to the FCCQ.TO Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of FCIM.NEO and FCCQ.TO, 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


FCIM.NEOFCCQ.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

2.06

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

1.02

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.79

-0.89

Correlation

The correlation between FCIM.NEO and FCCQ.TO is 0.39, 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. FCCQ.TO - Dividend Comparison

FCIM.NEO's dividend yield for the trailing twelve months is around 1.48%, less than FCCQ.TO's 1.53% yield.


TTM2025202420232022202120202019
FCIM.NEO
Fidelity International Momentum Index ETF
1.48%1.59%1.26%1.70%1.86%2.70%0.52%0.00%
FCCQ.TO
Fidelity Canadian High Quality ETF
1.53%1.45%1.83%2.40%2.31%1.90%2.10%2.30%

Drawdowns

FCIM.NEO vs. FCCQ.TO - Drawdown Comparison

The maximum FCIM.NEO drawdown since its inception was -67.91%, which is greater than FCCQ.TO's maximum drawdown of -35.31%. Use the drawdown chart below to compare losses from any high point for FCIM.NEO and FCCQ.TO.


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Drawdown Indicators


FCIM.NEOFCCQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-67.91%

-35.31%

-32.60%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-11.59%

-1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-26.89%

-17.97%

-8.92%

Current Drawdown

Current decline from peak

-18.52%

-6.21%

-12.31%

Average Drawdown

Average peak-to-trough decline

-52.34%

-4.01%

-48.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

2.76%

+0.64%

Volatility

FCIM.NEO vs. FCCQ.TO - Volatility Comparison

Fidelity International Momentum Index ETF (FCIM.NEO) has a higher volatility of 8.40% compared to Fidelity Canadian High Quality ETF (FCCQ.TO) at 6.71%. This indicates that FCIM.NEO's price experiences larger fluctuations and is considered to be riskier than FCCQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCIM.NEOFCCQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.40%

6.71%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

12.48%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

18.06%

16.62%

+1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.61%

13.56%

+3.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.29%

16.09%

+16.20%