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

Performance

FCNS.NEO vs. FCCM.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity All-in-One Conservative ETF (FCNS.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, FCNS.NEO achieves a 5.61% return, which is significantly lower than FCCM.NEO's 12.08% return.


FCNS.NEO

1D
0.47%
1M
-0.08%
6M
3.89%
YTD
5.61%
1Y
11.65%
3Y*
5Y*
10Y*
ALL TIME*
11.36%

FCCM.NEO

1D
0.43%
1M
2.71%
6M
5.03%
YTD
12.08%
1Y
40.55%
3Y*
28.47%
5Y*
18.77%
10Y*
ALL TIME*
17.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$541.70KCA$753.19KCA$932.82K
CA$2.87MCA$3.68MCA$3.34M

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


2026 (YTD)20252024
FCNS.NEO
Fidelity All-in-One Conservative ETF
5.61%9.95%9.08%
FCCM.NEO
Fidelity Canadian Momentum Index ETF
12.08%43.17%16.83%

Correlation

The correlation between FCNS.NEO and FCCM.NEO is 0.59, 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

0.59

Correlation (All Time)
Calculated using the full available price history since May 13, 2024

0.60

The correlation between FCNS.NEO and FCCM.NEO has been stable across timeframes, ranging from 0.59 to 0.60 - a consistent structural relationship.

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Return for Risk

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

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

FCNS.NEO
FCNS.NEO Risk / Return Rank: 7474
Overall Rank
FCNS.NEO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FCNS.NEO Sortino Ratio Rank: 7777
Sortino Ratio Rank
FCNS.NEO Omega Ratio Rank: 7575
Omega Ratio Rank
FCNS.NEO Calmar Ratio Rank: 6868
Calmar Ratio Rank
FCNS.NEO Martin Ratio Rank: 7474
Martin Ratio Rank

FCCM.NEO
FCCM.NEO Risk / Return Rank: 9090
Overall Rank
FCCM.NEO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FCCM.NEO Sortino Ratio Rank: 9292
Sortino Ratio Rank
FCCM.NEO Omega Ratio Rank: 9292
Omega Ratio Rank
FCCM.NEO Calmar Ratio Rank: 8585
Calmar Ratio Rank
FCCM.NEO Martin Ratio Rank: 8989
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.

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

This table presents a comparison of risk-adjusted performance metrics for Fidelity All-in-One Conservative ETF (FCNS.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.


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

-0.77

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.32

1.45

-0.13

Calmar ratioReturn relative to maximum drawdown

2.41

3.30

-0.88

Martin ratioReturn relative to average drawdown

9.35

13.77

-4.42

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

The current FCNS.NEO Sharpe Ratio is 1.70, which is lower than the FCCM.NEO Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of FCNS.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

FCNS.NEO vs. FCCM.NEO - Drawdown Comparison

The maximum FCNS.NEO drawdown since its inception was -6.45%, smaller than the maximum FCCM.NEO drawdown of -16.59%. Use the drawdown chart below to compare losses from any high point for FCNS.NEO and FCCM.NEO.


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Drawdown Indicators


FCNS.NEOFCCM.NEODifference

Max Drawdown

Largest peak-to-trough decline

-6.45%

-16.59%

+10.14%

Max Drawdown (1Y)

Largest decline over 1 year

-4.85%

-12.36%

+7.51%

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

-1.61%

-0.33%

-1.28%

Average Drawdown

Average peak-to-trough decline

-0.89%

-2.58%

+1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

2.95%

-1.70%

Volatility

FCNS.NEO vs. FCCM.NEO - Volatility Comparison

Fidelity All-in-One Conservative ETF (FCNS.NEO) has a higher volatility of 2.90% compared to Fidelity Canadian Momentum Index ETF (FCCM.NEO) at 2.67%. This indicates that FCNS.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


FCNS.NEOFCCM.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

2.67%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

5.82%

13.55%

-7.73%

Volatility (1Y)

Calculated over the trailing 1-year period

6.88%

16.47%

-9.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.92%

13.71%

-6.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.92%

13.47%

-6.55%

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

FCNS.NEO has a 0.40% expense ratio, which is higher than FCCM.NEO's 0.38% expense ratio.


Dividends

FCNS.NEO vs. FCCM.NEO - Dividend Comparison

FCNS.NEO's dividend yield for the trailing twelve months is around 1.96%, more than FCCM.NEO's 0.81% yield.


PositionTTM202520242023202220212020
FCCM.NEO
Fidelity Canadian Momentum Index ETF
0.81%0.91%0.91%1.32%1.79%1.49%0.78%
FCNS.NEO
Fidelity All-in-One Conservative ETF
1.96%2.07%1.71%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FCNS.NEO and FCCM.NEO have a correlation of 0.59, 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 0.40% for FCNS.NEO.

FCNS.NEO is categorized as Diversified Portfolio, while FCCM.NEO is Momentum. Their fees differ too: 0.40% for FCNS.NEO and 0.38% for FCCM.NEO.

Portfolio Optimizer

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