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FCRR.TO vs. FCIM.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCRR.TO vs. FCIM.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity U.S. Dividend for Rising Rates ETF (FCRR.TO) and Fidelity International Momentum Index ETF (FCIM.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, FCRR.TO achieves a 14.88% return, which is significantly lower than FCIM.NEO's 20.84% return.


FCRR.TO

1D
-0.03%
1M
0.87%
6M
12.05%
YTD
14.88%
1Y
15.20%
3Y*
17.64%
5Y*
12.52%
10Y*

FCIM.NEO

1D
0.10%
1M
-2.15%
6M
11.27%
YTD
20.84%
1Y
38.88%
3Y*
29.47%
5Y*
17.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCRR.TO vs. FCIM.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FCRR.TO
Fidelity U.S. Dividend for Rising Rates ETF
14.88%3.53%29.84%12.53%-6.47%29.36%9.26%
FCIM.NEO
Fidelity International Momentum Index ETF
20.84%37.03%25.38%16.54%-12.40%10.86%18.15%

Correlation

The correlation between FCRR.TO and FCIM.NEO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.33

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

0.38

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2020

0.34

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Return for Risk

FCRR.TO vs. FCIM.NEO — Risk / Return Rank

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

FCRR.TO
FCRR.TO Risk / Return Rank: 2424
Overall Rank
FCRR.TO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FCRR.TO Sortino Ratio Rank: 2323
Sortino Ratio Rank
FCRR.TO Omega Ratio Rank: 3434
Omega Ratio Rank
FCRR.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
FCRR.TO Martin Ratio Rank: 1818
Martin Ratio Rank

FCIM.NEO
FCIM.NEO Risk / Return Rank: 7878
Overall Rank
FCIM.NEO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FCIM.NEO Sortino Ratio Rank: 8383
Sortino Ratio Rank
FCIM.NEO Omega Ratio Rank: 8282
Omega Ratio Rank
FCIM.NEO Calmar Ratio Rank: 7373
Calmar Ratio Rank
FCIM.NEO Martin Ratio Rank: 7676
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.

FCRR.TO vs. FCIM.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity U.S. Dividend for Rising Rates ETF (FCRR.TO) and Fidelity International Momentum Index ETF (FCIM.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.


FCRR.TOFCIM.NEODifference
Sharpe ratioReturn per unit of total volatility

-1.26

Sortino ratioReturn per unit of downside risk

-1.87

Omega ratioGain probability vs. loss probability

1.20

1.39

-0.19

Calmar ratioReturn relative to maximum drawdown

0.82

2.96

-2.14

Martin ratioReturn relative to average drawdown

1.64

11.29

-9.65

FCRR.TO vs. FCIM.NEO - Sharpe Ratio Comparison

The current FCRR.TO Sharpe Ratio is 0.74, which is lower than the FCIM.NEO Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of FCRR.TO and FCIM.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

FCRR.TO vs. FCIM.NEO - Drawdown Comparison

The maximum FCRR.TO drawdown since its inception was -31.45%, which is greater than FCIM.NEO's maximum drawdown of -26.89%. Use the drawdown chart below to compare losses from any high point for FCRR.TO and FCIM.NEO.


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Drawdown Indicators


FCRR.TOFCIM.NEODifference

Max Drawdown

Largest peak-to-trough decline

-31.45%

-26.89%

-4.56%

Max Drawdown (1Y)

Largest decline over 1 year

-18.61%

-13.21%

-5.40%

Max Drawdown (3Y)

Largest decline over 3 years

-18.61%

-13.21%

-5.40%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

-26.89%

+8.28%

Current Drawdown

Current decline from peak

-3.84%

-5.21%

+1.37%

Average Drawdown

Average peak-to-trough decline

-4.65%

-5.38%

+0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.29%

3.45%

+5.84%

Volatility

FCRR.TO vs. FCIM.NEO - Volatility Comparison

The current volatility for Fidelity U.S. Dividend for Rising Rates ETF (FCRR.TO) is 2.41%, while Fidelity International Momentum Index ETF (FCIM.NEO) has a volatility of 6.80%. This indicates that FCRR.TO experiences smaller price fluctuations and is considered to be less risky than FCIM.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCRR.TOFCIM.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

6.80%

-4.39%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

17.42%

-8.53%

Volatility (1Y)

Calculated over the trailing 1-year period

20.70%

19.57%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

17.55%

-2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.82%

16.93%

-0.11%

FCRR.TO vs. FCIM.NEO - Expense Ratio Comparison

FCRR.TO has a 0.35% expense ratio, which is lower than FCIM.NEO's 0.45% expense ratio.


Dividends

FCRR.TO vs. FCIM.NEO - Dividend Comparison

FCRR.TO's dividend yield for the trailing twelve months is around 1.55%, more than FCIM.NEO's 1.32% yield.


PositionTTM20252024202320222021202020192018
FCIM.NEO
Fidelity International Momentum Index ETF
1.32%1.59%1.26%1.70%1.86%2.70%0.52%0.00%0.00%
FCRR.TO
Fidelity U.S. Dividend for Rising Rates ETF
1.55%1.86%1.65%2.01%2.08%1.59%2.53%2.27%0.61%

Frequently Asked Questions


FCRR.TO and FCIM.NEO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FCRR.TO is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FCRR.TO is cheaper with a 0.35% expense ratio, compared with 0.45% for FCIM.NEO.

FCRR.TO is categorized as Dividend, while FCIM.NEO is Momentum. Their fees differ too: 0.35% for FCRR.TO and 0.45% for FCIM.NEO.

Portfolio Optimizer

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