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FCNS.NEO vs. GRO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCNS.NEO vs. GRO.TO - 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 Franklin Growth ETF Portfolio (GRO.TO). 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 GRO.TO's 10.52% 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%

GRO.TO

1D
0.00%
1M
-0.18%
6M
8.16%
YTD
10.52%
1Y
21.59%
3Y*
5Y*
10Y*
ALL TIME*
17.78%
*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$0.00CA$390.87CA$1.92K

FCNS.NEO vs. GRO.TO - Yearly Performance Comparison


2026 (YTD)20252024
FCNS.NEO
Fidelity All-in-One Conservative ETF
5.61%9.95%7.64%
GRO.TO
Franklin Growth ETF Portfolio
10.52%11.09%15.17%

Correlation

The correlation between FCNS.NEO and GRO.TO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2024

0.07

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Return for Risk

FCNS.NEO vs. GRO.TO — 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

GRO.TO
GRO.TO Risk / Return Rank: 9494
Overall Rank
GRO.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GRO.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
GRO.TO Omega Ratio Rank: 9999
Omega Ratio Rank
GRO.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
GRO.TO Martin Ratio Rank: 9393
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. GRO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity All-in-One Conservative ETF (FCNS.NEO) and Franklin Growth ETF Portfolio (GRO.TO). 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.NEOGRO.TODifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-2.08

Omega ratioGain probability vs. loss probability

1.32

2.81

-1.50

Calmar ratioReturn relative to maximum drawdown

2.41

3.75

-1.34

Martin ratioReturn relative to average drawdown

9.35

17.38

-8.03

FCNS.NEO vs. GRO.TO - Sharpe Ratio Comparison

The current FCNS.NEO Sharpe Ratio is 1.70, which is lower than the GRO.TO Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of FCNS.NEO and GRO.TO, 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. GRO.TO - Drawdown Comparison

The maximum FCNS.NEO drawdown since its inception was -6.45%, smaller than the maximum GRO.TO drawdown of -12.96%. Use the drawdown chart below to compare losses from any high point for FCNS.NEO and GRO.TO.


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Drawdown Indicators


FCNS.NEOGRO.TODifference

Max Drawdown

Largest peak-to-trough decline

-6.45%

-12.96%

+6.51%

Max Drawdown (1Y)

Largest decline over 1 year

-4.85%

-5.81%

+0.96%

Current Drawdown

Current decline from peak

-1.61%

-0.48%

-1.13%

Average Drawdown

Average peak-to-trough decline

-0.89%

-1.20%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

1.25%

0.00%

Volatility

FCNS.NEO vs. GRO.TO - Volatility Comparison

Fidelity All-in-One Conservative ETF (FCNS.NEO) has a higher volatility of 2.90% compared to Franklin Growth ETF Portfolio (GRO.TO) at 0.18%. This indicates that FCNS.NEO's price experiences larger fluctuations and is considered to be riskier than GRO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCNS.NEOGRO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

0.18%

+2.72%

Volatility (6M)

Calculated over the trailing 6-month period

5.82%

7.15%

-1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

6.88%

8.48%

-1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.92%

11.74%

-4.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.92%

11.74%

-4.82%

FCNS.NEO vs. GRO.TO - Expense Ratio Comparison

FCNS.NEO has a 0.40% expense ratio, which is higher than GRO.TO's 0.21% expense ratio.


Dividends

FCNS.NEO vs. GRO.TO - Dividend Comparison

FCNS.NEO's dividend yield for the trailing twelve months is around 1.96%, more than GRO.TO's 1.53% yield.


PositionTTM20252024
FCNS.NEO
Fidelity All-in-One Conservative ETF
1.96%2.07%1.71%
GRO.TO
Franklin Growth ETF Portfolio
1.53%2.04%1.50%

Frequently Asked Questions


FCNS.NEO and GRO.TO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GRO.TO is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GRO.TO is cheaper with a 0.21% expense ratio, compared with 0.40% for FCNS.NEO.

They also come from different issuers: Fidelity and Franklin Templeton. Their fees differ too: 0.40% for FCNS.NEO and 0.21% for GRO.TO.

Portfolio Optimizer

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