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FCLS.NEO vs. FCCM.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCLS.NEO vs. FCCM.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Canadian Long/Short Alternative ETF (FCLS.NEO) 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, FCLS.NEO achieves a 7.98% return, which is significantly lower than FCCM.NEO's 10.84% return.


FCLS.NEO

1D
-1.46%
1M
4.64%
YTD
7.98%
6M
9.15%
1Y
21.94%
3Y*
5Y*
10Y*

FCCM.NEO

1D
-0.63%
1M
2.74%
YTD
10.84%
6M
11.24%
1Y
42.52%
3Y*
29.24%
5Y*
18.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCLS.NEO vs. FCCM.NEO - Yearly Performance Comparison


2026 (YTD)20252024
FCLS.NEO
Fidelity Canadian Long/Short Alternative ETF
7.98%18.33%17.30%
FCCM.NEO
Fidelity Canadian Momentum Index ETF
10.84%43.17%23.36%

Correlation

The correlation between FCLS.NEO and FCCM.NEO is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2024

0.57

The correlation between FCLS.NEO and FCCM.NEO has been stable across timeframes, ranging from 0.57 to 0.58 - a consistent structural relationship.

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Return for Risk

FCLS.NEO vs. FCCM.NEO — Risk / Return Rank

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

FCLS.NEO
FCLS.NEO Risk / Return Rank: 4747
Overall Rank
FCLS.NEO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FCLS.NEO Sortino Ratio Rank: 4242
Sortino Ratio Rank
FCLS.NEO Omega Ratio Rank: 6464
Omega Ratio Rank
FCLS.NEO Calmar Ratio Rank: 3737
Calmar Ratio Rank
FCLS.NEO Martin Ratio Rank: 4747
Martin Ratio Rank

FCCM.NEO
FCCM.NEO Risk / Return Rank: 8282
Overall Rank
FCCM.NEO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FCCM.NEO Sortino Ratio Rank: 8383
Sortino Ratio Rank
FCCM.NEO Omega Ratio Rank: 8585
Omega Ratio Rank
FCCM.NEO Calmar Ratio Rank: 7373
Calmar Ratio Rank
FCCM.NEO Martin Ratio Rank: 8080
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.

FCLS.NEO vs. FCCM.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Canadian Long/Short Alternative ETF (FCLS.NEO) 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.


FCLS.NEOFCCM.NEODifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.37

Omega ratioGain probability vs. loss probability

1.37

1.48

-0.11

Calmar ratioReturn relative to maximum drawdown

1.78

3.46

-1.68

Martin ratioReturn relative to average drawdown

7.49

14.66

-7.17

FCLS.NEO vs. FCCM.NEO - Sharpe Ratio Comparison

The current FCLS.NEO Sharpe Ratio is 1.42, which is lower than the FCCM.NEO Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of FCLS.NEO 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

FCLS.NEO vs. FCCM.NEO - Drawdown Comparison

The maximum FCLS.NEO drawdown since its inception was -14.39%, smaller than the maximum FCCM.NEO drawdown of -16.59%. Use the drawdown chart below to compare losses from any high point for FCLS.NEO and FCCM.NEO.


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Drawdown Indicators


FCLS.NEOFCCM.NEODifference

Max Drawdown

Largest peak-to-trough decline

-14.39%

-16.59%

+2.20%

Max Drawdown (1Y)

Largest decline over 1 year

-12.39%

-12.36%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

Max Drawdown (5Y)

Largest decline over 5 years

-16.59%

Current Drawdown

Current decline from peak

-1.46%

-1.43%

-0.03%

Average Drawdown

Average peak-to-trough decline

-2.09%

-2.60%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.91%

+0.03%

Volatility

FCLS.NEO vs. FCCM.NEO - Volatility Comparison

Fidelity Canadian Long/Short Alternative ETF (FCLS.NEO) has a higher volatility of 6.95% compared to Fidelity Canadian Momentum Index ETF (FCCM.NEO) at 6.46%. This indicates that FCLS.NEO'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


FCLS.NEOFCCM.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.95%

6.46%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

13.79%

13.53%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

15.54%

16.39%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.04%

13.66%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.04%

13.53%

+0.51%

FCLS.NEO vs. FCCM.NEO - Expense Ratio Comparison

FCLS.NEO has a 1.27% expense ratio, which is higher than FCCM.NEO's 0.38% expense ratio.


Dividends

FCLS.NEO vs. FCCM.NEO - Dividend Comparison

FCLS.NEO's dividend yield for the trailing twelve months is around 0.61%, less than FCCM.NEO's 0.82% yield.


PositionTTM202520242023202220212020
FCCM.NEO
Fidelity Canadian Momentum Index ETF
0.82%0.91%0.91%1.32%1.79%1.49%0.78%
FCLS.NEO
Fidelity Canadian Long/Short Alternative ETF
0.61%0.65%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FCLS.NEO and FCCM.NEO have a correlation of 0.58, 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 1.27% for FCLS.NEO.

FCLS.NEO is categorized as Long-Short, while FCCM.NEO is Momentum. Their fees differ too: 1.27% for FCLS.NEO and 0.38% for FCCM.NEO.

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