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

Performance

FCIM.NEO vs. TPE.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 TD International Equity Index ETF (TPE.TO). The values are adjusted to include any dividend payments, if applicable.

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FCIM.NEO vs. TPE.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%
TPE.TO
TD International Equity Index ETF
2.51%25.30%12.36%15.65%-9.18%10.41%11.58%

Returns By Period

In the year-to-date period, FCIM.NEO achieves a 7.74% return, which is significantly higher than TPE.TO's 2.51% 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*

TPE.TO

1D
3.00%
1M
-6.15%
YTD
2.51%
6M
5.84%
1Y
19.21%
3Y*
15.38%
5Y*
10.20%
10Y*
9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

FCIM.NEO has a 0.45% expense ratio, which is higher than TPE.TO's 0.19% expense ratio.


Return for Risk

FCIM.NEO vs. TPE.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

TPE.TO
TPE.TO Risk / Return Rank: 6666
Overall Rank
TPE.TO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TPE.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
TPE.TO Omega Ratio Rank: 6565
Omega Ratio Rank
TPE.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
TPE.TO Martin Ratio Rank: 6363
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. TPE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Momentum Index ETF (FCIM.NEO) and TD International Equity Index ETF (TPE.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.NEOTPE.TODifference

Sharpe ratio

Return per unit of total volatility

1.79

1.16

+0.63

Sortino ratio

Return per unit of downside risk

2.54

1.63

+0.91

Omega ratio

Gain probability vs. loss probability

1.34

1.23

+0.11

Calmar ratio

Return relative to maximum drawdown

2.47

1.63

+0.84

Martin ratio

Return relative to average drawdown

9.60

6.17

+3.43

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

The current FCIM.NEO Sharpe Ratio is 1.79, which is higher than the TPE.TO Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of FCIM.NEO and TPE.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.NEOTPE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.16

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.75

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.62

-0.72

Correlation

The correlation between FCIM.NEO and TPE.TO is 0.66, 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

FCIM.NEO vs. TPE.TO - Dividend Comparison

FCIM.NEO's dividend yield for the trailing twelve months is around 1.48%, less than TPE.TO's 2.29% yield.


TTM2025202420232022202120202019201820172016
FCIM.NEO
Fidelity International Momentum Index ETF
1.48%1.59%1.26%1.70%1.86%2.70%0.52%0.00%0.00%0.00%0.00%
TPE.TO
TD International Equity Index ETF
2.29%2.30%2.37%2.66%2.89%2.41%2.42%2.60%2.94%2.35%2.21%

Drawdowns

FCIM.NEO vs. TPE.TO - Drawdown Comparison

The maximum FCIM.NEO drawdown since its inception was -67.91%, which is greater than TPE.TO's maximum drawdown of -27.42%. Use the drawdown chart below to compare losses from any high point for FCIM.NEO and TPE.TO.


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Drawdown Indicators


FCIM.NEOTPE.TODifference

Max Drawdown

Largest peak-to-trough decline

-67.91%

-27.42%

-40.49%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-11.40%

-1.81%

Max Drawdown (5Y)

Largest decline over 5 years

-26.89%

-24.81%

-2.08%

Max Drawdown (10Y)

Largest decline over 10 years

-27.42%

Current Drawdown

Current decline from peak

-18.52%

-6.82%

-11.70%

Average Drawdown

Average peak-to-trough decline

-52.34%

-4.44%

-47.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

3.03%

+0.37%

Volatility

FCIM.NEO vs. TPE.TO - Volatility Comparison

Fidelity International Momentum Index ETF (FCIM.NEO) has a higher volatility of 8.40% compared to TD International Equity Index ETF (TPE.TO) at 7.60%. This indicates that FCIM.NEO's price experiences larger fluctuations and is considered to be riskier than TPE.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.NEOTPE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.40%

7.60%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

10.70%

+1.45%

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%

13.71%

+2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.29%

14.72%

+17.57%