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FCIN.NEO vs. CIE.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FCIN.NEO vs. CIE.NEO

Last updated Jun 5, 2026

FCIN.NEO (Fidelity All-International Equity ETF) and CIE.NEO (iShares International Fundamental Common Class) are both Global Equities funds. FCIN.NEO is actively managed, while CIE.NEO is passively managed. Over the past year, FCIN.NEO returned 24.64% vs 40.12% for CIE.NEO. A 0.77 correlation means they provide meaningful diversification when combined.

Performance

FCIN.NEO vs. CIE.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity All-International Equity ETF (FCIN.NEO) and iShares International Fundamental Common Class (CIE.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCIN.NEO achieves a 11.90% return, which is significantly lower than CIE.NEO's 18.32% return.

FCIN.NEO

1D
0.58%
1M
2.85%
YTD
11.90%
6M
13.16%
1Y
24.64%
3Y*
—
5Y*
—
10Y*
—

CIE.NEO

1D
0.42%
1M
6.88%
YTD
18.32%
6M
20.08%
1Y
40.12%
3Y*
24.89%
5Y*
15.60%
10Y*
11.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCIN.NEO vs. CIE.NEO - Yearly Performance Comparison

2026 (YTD)20252024
FCIN.NEO
Fidelity All-International Equity ETF		11.90%28.04%11.14%
CIE.NEO
iShares International Fundamental Common Class		18.32%34.92%12.63%

Correlation

The correlation between FCIN.NEO and CIE.NEO is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2024

0.77

The correlation between FCIN.NEO and CIE.NEO has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Fidelity All-International Equity ETF

iShares International Fundamental Common Class

Often compared with FCIN.NEO:
FCIN.NEO vs. FCID.TOFCIN.NEO vs. BREA.TOFCIN.NEO vs. XMY.TOFCIN.NEO vs. BGIE.TOFCIN.NEO vs. MEQT.TOFCIN.NEO vs. TINF.TOFCIN.NEO vs. CYH.TO
Often compared with CIE.NEO:
CIE.NEO vs. PXFCIE.NEO vs. VGG.TOCIE.NEO vs. SPYCIE.NEO vs. DFIVCIE.NEO vs. FCCM.NEOCIE.NEO vs. XMW.TOCIE.NEO vs. XEQT.TO

Return for Risk

FCIN.NEO vs. CIE.NEO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FCIN.NEO
FCIN.NEO Risk / Return Rank: 5656
Overall Rank
FCIN.NEO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FCIN.NEO Sortino Ratio Rank: 5555
Sortino Ratio Rank
FCIN.NEO Omega Ratio Rank: 5858
Omega Ratio Rank
FCIN.NEO Calmar Ratio Rank: 5353
Calmar Ratio Rank
FCIN.NEO Martin Ratio Rank: 5959
Martin Ratio Rank
CIE.NEO
CIE.NEO Risk / Return Rank: 8383
Overall Rank
CIE.NEO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CIE.NEO Sortino Ratio Rank: 8888
Sortino Ratio Rank
CIE.NEO Omega Ratio Rank: 8989
Omega Ratio Rank
CIE.NEO Calmar Ratio Rank: 7474
Calmar Ratio Rank
CIE.NEO Martin Ratio Rank: 7979
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.

FCIN.NEO vs. CIE.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity All-International Equity ETF (FCIN.NEO) and iShares International Fundamental Common Class (CIE.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.

FCIN.NEOCIE.NEODifference
Sharpe ratioReturn per unit of total volatility
1.87
2.89

-1.02

Sortino ratioReturn per unit of downside risk
2.62
3.95

-1.34

Omega ratioGain probability vs. loss probability

1.35

1.55

-0.20

Calmar ratioReturn relative to maximum drawdown

2.59

3.63

-1.04

Martin ratioReturn relative to average drawdown

10.20

15.02

-4.81

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FCIN.NEO vs. CIE.NEO - Sharpe Ratio Comparison

The current FCIN.NEO Sharpe Ratio is 1.87, which is lower than the CIE.NEO Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of FCIN.NEO and CIE.NEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

FCIN.NEOCIE.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

2.89

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

1.13

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.66

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.61

0.44

+1.17

Drawdowns

FCIN.NEO vs. CIE.NEO - Drawdown Comparison

The maximum FCIN.NEO drawdown since its inception was -12.34%, smaller than the maximum CIE.NEO drawdown of -40.08%. Use the drawdown chart below to compare losses from any high point for FCIN.NEO and CIE.NEO.

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Drawdown Indicators

FCIN.NEOCIE.NEODifference

Max Drawdown

Largest peak-to-trough decline

-12.34%

-40.08%

+27.74%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-11.10%

+1.54%

Max Drawdown (3Y)

Largest decline over 3 years

—

-15.44%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-20.55%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-40.08%

—

Current Drawdown

Current decline from peak

-1.59%

0.00%

-1.59%

Average Drawdown

Average peak-to-trough decline

-1.55%

-7.13%

+5.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

2.68%

-0.26%

Volatility

FCIN.NEO vs. CIE.NEO - Volatility Comparison

Fidelity All-International Equity ETF (FCIN.NEO) has a higher volatility of 5.36% compared to iShares International Fundamental Common Class (CIE.NEO) at 4.82%. This indicates that FCIN.NEO's price experiences larger fluctuations and is considered to be riskier than CIE.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FCIN.NEOCIE.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

4.82%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

10.88%

11.56%

-0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

13.22%

13.94%

-0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.75%

13.85%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.75%

18.18%

-4.43%

Dividends

FCIN.NEO vs. CIE.NEO - Dividend Comparison

FCIN.NEO's dividend yield for the trailing twelve months is around 1.14%, less than CIE.NEO's 2.11% yield.

PositionTTM20252024202320222021202020192018201720162015
CIE.NEO
iShares International Fundamental Common Class		2.11%2.53%2.82%3.08%3.32%2.89%2.15%3.63%3.12%2.67%2.80%2.44%
FCIN.NEO
Fidelity All-International Equity ETF		1.14%1.28%1.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

FCIN.NEO and CIE.NEO have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Fidelity and iShares.

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