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FCIQ.TO vs. FCCM.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCIQ.TO vs. FCCM.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity International High Quality ETF (FCIQ.TO) and Fidelity Canadian Momentum Index ETF (FCCM.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, FCIQ.TO achieves a 12.55% return, which is significantly higher than FCCM.NEO's 11.38% return.


FCIQ.TO

1D
0.90%
1M
2.68%
6M
7.49%
YTD
12.55%
1Y
13.05%
3Y*
13.45%
5Y*
6.75%
10Y*

FCCM.NEO

1D
0.39%
1M
0.05%
6M
6.14%
YTD
11.38%
1Y
41.08%
3Y*
28.97%
5Y*
18.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCIQ.TO vs. FCCM.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FCIQ.TO
Fidelity International High Quality ETF
12.55%11.87%11.21%17.76%-16.23%5.22%21.22%
FCCM.NEO
Fidelity Canadian Momentum Index ETF
11.38%43.17%27.03%10.10%-3.42%14.23%9.03%

Correlation

The correlation between FCIQ.TO and FCCM.NEO is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2020

0.36

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Return for Risk

FCIQ.TO vs. FCCM.NEO — Risk / Return Rank

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

FCIQ.TO
FCIQ.TO Risk / Return Rank: 3030
Overall Rank
FCIQ.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FCIQ.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
FCIQ.TO Omega Ratio Rank: 2626
Omega Ratio Rank
FCIQ.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
FCIQ.TO Martin Ratio Rank: 3333
Martin Ratio Rank

FCCM.NEO
FCCM.NEO Risk / Return Rank: 8787
Overall Rank
FCCM.NEO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FCCM.NEO Sortino Ratio Rank: 8989
Sortino Ratio Rank
FCCM.NEO Omega Ratio Rank: 9090
Omega Ratio Rank
FCCM.NEO Calmar Ratio Rank: 8080
Calmar Ratio Rank
FCCM.NEO Martin Ratio Rank: 8686
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.

FCIQ.TO vs. FCCM.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International High Quality ETF (FCIQ.TO) and Fidelity Canadian Momentum Index ETF (FCCM.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FCIQ.TOFCCM.NEODifference
Sharpe ratioReturn per unit of total volatility

-1.65

Sortino ratioReturn per unit of downside risk

-2.01

Omega ratioGain probability vs. loss probability

1.16

1.46

-0.31

Calmar ratioReturn relative to maximum drawdown

1.47

3.34

-1.87

Martin ratioReturn relative to average drawdown

4.02

13.98

-9.95

FCIQ.TO vs. FCCM.NEO - Sharpe Ratio Comparison

The current FCIQ.TO Sharpe Ratio is 0.87, which is lower than the FCCM.NEO Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of FCIQ.TO and FCCM.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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Drawdowns

FCIQ.TO vs. FCCM.NEO - Drawdown Comparison

The maximum FCIQ.TO drawdown since its inception was -32.88%, which is greater than FCCM.NEO's maximum drawdown of -16.59%. Use the drawdown chart below to compare losses from any high point for FCIQ.TO and FCCM.NEO.


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Drawdown Indicators


FCIQ.TOFCCM.NEODifference

Max Drawdown

Largest peak-to-trough decline

-32.88%

-16.59%

-16.29%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-12.36%

+3.45%

Max Drawdown (3Y)

Largest decline over 3 years

-13.41%

-12.36%

-1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-32.88%

-16.59%

-16.29%

Current Drawdown

Current decline from peak

-1.23%

-0.95%

-0.28%

Average Drawdown

Average peak-to-trough decline

-6.85%

-2.59%

-4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

2.95%

+0.30%

Volatility

FCIQ.TO vs. FCCM.NEO - Volatility Comparison

Fidelity International High Quality ETF (FCIQ.TO) has a higher volatility of 3.76% compared to Fidelity Canadian Momentum Index ETF (FCCM.NEO) at 2.95%. This indicates that FCIQ.TO's price experiences larger fluctuations and is considered to be riskier than FCCM.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCIQ.TOFCCM.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.76%

2.95%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

13.53%

-1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

15.16%

16.44%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

13.70%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.56%

13.49%

+3.07%

FCIQ.TO vs. FCCM.NEO - Expense Ratio Comparison

FCIQ.TO has a 0.45% expense ratio, which is higher than FCCM.NEO's 0.38% expense ratio.


Dividends

FCIQ.TO vs. FCCM.NEO - Dividend Comparison

FCIQ.TO's dividend yield for the trailing twelve months is around 1.18%, more than FCCM.NEO's 0.82% yield.


PositionTTM2025202420232022202120202019
FCCM.NEO
Fidelity Canadian Momentum Index ETF
0.82%0.91%0.91%1.32%1.79%1.49%0.78%0.00%
FCIQ.TO
Fidelity International High Quality ETF
1.18%1.59%1.64%1.94%2.54%1.56%0.54%1.42%

Frequently Asked Questions


FCIQ.TO and FCCM.NEO have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FCCM.NEO is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FCCM.NEO is cheaper with a 0.38% expense ratio, compared with 0.45% for FCIQ.TO.

FCIQ.TO is categorized as International Equity, while FCCM.NEO is Momentum. Their fees differ too: 0.45% for FCIQ.TO and 0.38% for FCCM.NEO.

Portfolio Optimizer

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