PortfoliosLab logoPortfoliosLab logo
FCNS.NEO vs. FGRO.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCNS.NEO vs. FGRO.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 All-in-One Growth ETF (FGRO.NEO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FCNS.NEO achieves a 5.61% return, which is significantly lower than FGRO.NEO's 10.74% 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%

FGRO.NEO

1D
0.48%
1M
0.90%
6M
7.60%
YTD
10.74%
1Y
20.09%
3Y*
20.20%
5Y*
13.34%
10Y*
ALL TIME*
13.71%
*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$2.87MCA$3.68MCA$3.34M
CA$7.06MCA$6.78MCA$8.68M

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


2026 (YTD)20252024
FCNS.NEO
Fidelity All-in-One Conservative ETF
5.61%9.95%9.08%
FGRO.NEO
Fidelity All-in-One Growth ETF
10.74%17.00%13.05%

Correlation

The correlation between FCNS.NEO and FGRO.NEO is 0.92, 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

0.92

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

0.87

The correlation between FCNS.NEO and FGRO.NEO has been stable across timeframes, ranging from 0.87 to 0.92 - 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.


Return for Risk

FCNS.NEO vs. FGRO.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

FGRO.NEO
FGRO.NEO Risk / Return Rank: 8181
Overall Rank
FGRO.NEO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FGRO.NEO Sortino Ratio Rank: 8383
Sortino Ratio Rank
FGRO.NEO Omega Ratio Rank: 8282
Omega Ratio Rank
FGRO.NEO Calmar Ratio Rank: 7474
Calmar Ratio Rank
FGRO.NEO Martin Ratio Rank: 8282
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. FGRO.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 All-in-One Growth ETF (FGRO.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.NEOFGRO.NEODifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.32

1.35

-0.03

Calmar ratioReturn relative to maximum drawdown

2.41

2.67

-0.26

Martin ratioReturn relative to average drawdown

9.35

10.96

-1.61

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

The current FCNS.NEO Sharpe Ratio is 1.70, which is comparable to the FGRO.NEO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of FCNS.NEO and FGRO.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.


Loading charts...

Drawdowns

FCNS.NEO vs. FGRO.NEO - Drawdown Comparison

The maximum FCNS.NEO drawdown since its inception was -6.45%, smaller than the maximum FGRO.NEO drawdown of -17.50%. Use the drawdown chart below to compare losses from any high point for FCNS.NEO and FGRO.NEO.


Loading charts...

Drawdown Indicators


FCNS.NEOFGRO.NEODifference

Max Drawdown

Largest peak-to-trough decline

-6.45%

-17.50%

+11.05%

Max Drawdown (1Y)

Largest decline over 1 year

-4.85%

-7.54%

+2.69%

Max Drawdown (3Y)

Largest decline over 3 years

-11.45%

Max Drawdown (5Y)

Largest decline over 5 years

-17.50%

Current Drawdown

Current decline from peak

-1.61%

-1.66%

+0.05%

Average Drawdown

Average peak-to-trough decline

-0.89%

-3.11%

+2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

1.84%

-0.59%

Volatility

FCNS.NEO vs. FGRO.NEO - Volatility Comparison

Fidelity All-in-One Conservative ETF (FCNS.NEO) and Fidelity All-in-One Growth ETF (FGRO.NEO) have volatilities of 2.90% and 2.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FCNS.NEOFGRO.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

2.86%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

5.82%

8.72%

-2.90%

Volatility (1Y)

Calculated over the trailing 1-year period

6.88%

10.56%

-3.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.92%

10.64%

-3.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.92%

10.43%

-3.51%

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

FCNS.NEO has a 0.40% expense ratio, which is lower than FGRO.NEO's 0.42% expense ratio.


Dividends

FCNS.NEO vs. FGRO.NEO - Dividend Comparison

FCNS.NEO's dividend yield for the trailing twelve months is around 1.96%, more than FGRO.NEO's 1.12% yield.


PositionTTM20252024202320222021
FCNS.NEO
Fidelity All-in-One Conservative ETF
1.96%2.07%1.71%0.00%0.00%0.00%
FGRO.NEO
Fidelity All-in-One Growth ETF
1.12%1.24%1.09%1.39%1.82%0.94%

Frequently Asked Questions


With a correlation of 0.92, FCNS.NEO and FGRO.NEO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, FCNS.NEO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FCNS.NEO is cheaper with a 0.40% expense ratio, compared with 0.42% for FGRO.NEO.

Their fees differ too: 0.40% for FCNS.NEO and 0.42% for FGRO.NEO.

Portfolio Optimizer

Find the right allocation for FCNS.NEO and FGRO.NEO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer