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FCIM.NEO vs. FFIX.NEO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCIM.NEO vs. FFIX.NEO - 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 All-in-One Fixed Income ETF (FFIX.NEO). The values are adjusted to include any dividend payments, if applicable.

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FCIM.NEO vs. FFIX.NEO - Yearly Performance Comparison


2026 (YTD)2025
FCIM.NEO
Fidelity International Momentum Index ETF
10.28%15.37%
FFIX.NEO
Fidelity All-in-One Fixed Income ETF
-1.00%-0.10%

Returns By Period

In the year-to-date period, FCIM.NEO achieves a 10.28% return, which is significantly higher than FFIX.NEO's -1.00% 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*

FFIX.NEO

1D
-0.30%
1M
-1.89%
YTD
-1.00%
6M
-2.08%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCIM.NEO vs. FFIX.NEO - Expense Ratio Comparison

FCIM.NEO has a 0.45% expense ratio, which is higher than FFIX.NEO's 0.33% expense ratio.


Return for Risk

FCIM.NEO vs. FFIX.NEO — 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: 8787
Overall Rank
FCIM.NEO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FCIM.NEO Sortino Ratio Rank: 9292
Sortino Ratio Rank
FCIM.NEO Omega Ratio Rank: 8989
Omega Ratio Rank
FCIM.NEO Calmar Ratio Rank: 8484
Calmar Ratio Rank
FCIM.NEO Martin Ratio Rank: 8484
Martin Ratio Rank

FFIX.NEO
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. FFIX.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 All-in-One Fixed Income ETF (FFIX.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.NEOFFIX.NEODifference

Sharpe ratio

Return per unit of total volatility

2.00

Sortino ratio

Return per unit of downside risk

2.80

Omega ratio

Gain probability vs. loss probability

1.38

Calmar ratio

Return relative to maximum drawdown

2.67

Martin ratio

Return relative to average drawdown

10.36

FCIM.NEO vs. FFIX.NEO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FCIM.NEOFFIX.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

-0.31

+0.22

Correlation

The correlation between FCIM.NEO and FFIX.NEO is 0.24, 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. FFIX.NEO - Dividend Comparison

FCIM.NEO's dividend yield for the trailing twelve months is around 1.44%, while FFIX.NEO has not paid dividends to shareholders.


TTM202520242023202220212020
FCIM.NEO
Fidelity International Momentum Index ETF
1.44%1.59%1.26%1.70%1.86%2.70%0.52%
FFIX.NEO
Fidelity All-in-One Fixed Income ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FCIM.NEO vs. FFIX.NEO - Drawdown Comparison

The maximum FCIM.NEO drawdown since its inception was -67.91%, which is greater than FFIX.NEO's maximum drawdown of -3.63%. Use the drawdown chart below to compare losses from any high point for FCIM.NEO and FFIX.NEO.


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Drawdown Indicators


FCIM.NEOFFIX.NEODifference

Max Drawdown

Largest peak-to-trough decline

-67.91%

-3.63%

-64.28%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

Max Drawdown (5Y)

Largest decline over 5 years

-26.89%

Current Drawdown

Current decline from peak

-16.60%

-3.14%

-13.46%

Average Drawdown

Average peak-to-trough decline

-52.32%

-1.12%

-51.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

Volatility

FCIM.NEO vs. FFIX.NEO - Volatility Comparison


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Volatility by Period


FCIM.NEOFFIX.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.65%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

Volatility (1Y)

Calculated over the trailing 1-year period

18.20%

4.30%

+13.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.63%

4.30%

+12.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.30%

4.30%

+28.00%