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

Performance

FCIN.NEO vs. FEQT.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 Fidelity All-in-One Equity ETF Fund (FEQT.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 higher than FEQT.NEO's 10.90% return.


FCIN.NEO

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

FEQT.NEO

1D
0.54%
1M
4.10%
YTD
10.90%
6M
10.77%
1Y
25.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
FCIN.NEO
Fidelity All-International Equity ETF
11.90%28.04%2.80%
FEQT.NEO
Fidelity All-in-One Equity ETF Fund
10.90%19.42%14.08%

Correlation

The correlation between FCIN.NEO and FEQT.NEO is 0.81, 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

0.81

Correlation (All Time)
Calculated using the full available price history since May 14, 2024

0.74

The correlation between FCIN.NEO and FEQT.NEO has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.

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Return for Risk

FCIN.NEO vs. FEQT.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

FEQT.NEO
FEQT.NEO Risk / Return Rank: 7272
Overall Rank
FEQT.NEO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FEQT.NEO Sortino Ratio Rank: 7474
Sortino Ratio Rank
FEQT.NEO Omega Ratio Rank: 7575
Omega Ratio Rank
FEQT.NEO Calmar Ratio Rank: 6464
Calmar Ratio Rank
FEQT.NEO Martin Ratio Rank: 7373
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. FEQT.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity All-International Equity ETF (FCIN.NEO) and Fidelity All-in-One Equity ETF Fund (FEQT.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.NEOFEQT.NEODifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.35

1.44

-0.09

Calmar ratioReturn relative to maximum drawdown

2.59

3.12

-0.54

Martin ratioReturn relative to average drawdown

10.20

13.53

-3.33

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

The current FCIN.NEO Sharpe Ratio is 1.87, which is comparable to the FEQT.NEO Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of FCIN.NEO and FEQT.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.NEOFEQT.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

2.36

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.61

1.79

-0.18

Drawdowns

FCIN.NEO vs. FEQT.NEO - Drawdown Comparison

The maximum FCIN.NEO drawdown since its inception was -12.34%, smaller than the maximum FEQT.NEO drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for FCIN.NEO and FEQT.NEO.


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Drawdown Indicators


FCIN.NEOFEQT.NEODifference

Max Drawdown

Largest peak-to-trough decline

-12.34%

-13.24%

+0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-8.31%

-1.25%

Current Drawdown

Current decline from peak

-1.59%

-0.48%

-1.11%

Average Drawdown

Average peak-to-trough decline

-1.55%

-1.45%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

1.91%

+0.51%

Volatility

FCIN.NEO vs. FEQT.NEO - Volatility Comparison

Fidelity All-International Equity ETF (FCIN.NEO) has a higher volatility of 5.36% compared to Fidelity All-in-One Equity ETF Fund (FEQT.NEO) at 3.90%. This indicates that FCIN.NEO's price experiences larger fluctuations and is considered to be riskier than FEQT.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.NEOFEQT.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

3.90%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.88%

8.89%

+1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

13.22%

11.02%

+2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.75%

12.44%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.75%

12.44%

+1.31%

Dividends

FCIN.NEO vs. FEQT.NEO - Dividend Comparison

FCIN.NEO's dividend yield for the trailing twelve months is around 1.14%, more than FEQT.NEO's 0.82% yield.


PositionTTM20252024
FCIN.NEO
Fidelity All-International Equity ETF
1.14%1.28%1.52%
FEQT.NEO
Fidelity All-in-One Equity ETF Fund
0.82%0.91%0.91%

Frequently Asked Questions


FCIN.NEO and FEQT.NEO have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCIN.NEO is categorized as Global Equities, while FEQT.NEO is Diversified Portfolio.

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