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FCSB.NEO vs. FGRO.NEO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCSB.NEO vs. FGRO.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Canadian Short Term Corporate Bond ETF (FCSB.NEO) and Fidelity All-in-One Growth ETF (FGRO.NEO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
FCSB.NEO
Fidelity Canadian Short Term Corporate Bond ETF
0.17%4.15%7.55%6.81%-4.22%-1.07%
FGRO.NEO
Fidelity All-in-One Growth ETF
1.81%17.00%25.97%16.92%-6.29%16.51%

Returns By Period

In the year-to-date period, FCSB.NEO achieves a 0.17% return, which is significantly lower than FGRO.NEO's 1.81% return.


FCSB.NEO

1D
-0.16%
1M
-0.81%
YTD
0.17%
6M
0.40%
1Y
3.02%
3Y*
5.42%
5Y*
2.69%
10Y*

FGRO.NEO

1D
0.81%
1M
-3.27%
YTD
1.81%
6M
3.61%
1Y
16.60%
3Y*
18.32%
5Y*
13.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

FCSB.NEO has a 0.44% expense ratio, which is higher than FGRO.NEO's 0.42% expense ratio.


Return for Risk

FCSB.NEO vs. FGRO.NEO — Risk / Return Rank

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

FCSB.NEO
FCSB.NEO Risk / Return Rank: 5757
Overall Rank
FCSB.NEO Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FCSB.NEO Sortino Ratio Rank: 5858
Sortino Ratio Rank
FCSB.NEO Omega Ratio Rank: 4747
Omega Ratio Rank
FCSB.NEO Calmar Ratio Rank: 6262
Calmar Ratio Rank
FCSB.NEO Martin Ratio Rank: 6262
Martin Ratio Rank

FGRO.NEO
FGRO.NEO Risk / Return Rank: 7070
Overall Rank
FGRO.NEO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FGRO.NEO Sortino Ratio Rank: 7272
Sortino Ratio Rank
FGRO.NEO Omega Ratio Rank: 7373
Omega Ratio Rank
FGRO.NEO Calmar Ratio Rank: 6464
Calmar Ratio Rank
FGRO.NEO Martin Ratio Rank: 6666
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.

FCSB.NEO vs. FGRO.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Canadian Short Term Corporate Bond ETF (FCSB.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.


FCSB.NEOFGRO.NEODifference

Sharpe ratio

Return per unit of total volatility

1.08

1.41

-0.33

Sortino ratio

Return per unit of downside risk

1.59

1.90

-0.31

Omega ratio

Gain probability vs. loss probability

1.19

1.28

-0.09

Calmar ratio

Return relative to maximum drawdown

1.81

1.72

+0.10

Martin ratio

Return relative to average drawdown

7.05

7.02

+0.03

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

The current FCSB.NEO Sharpe Ratio is 1.08, which is comparable to the FGRO.NEO Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of FCSB.NEO and FGRO.NEO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FCSB.NEOFGRO.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.41

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

1.30

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

1.28

-0.66

Correlation

The correlation between FCSB.NEO and FGRO.NEO is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FCSB.NEO vs. FGRO.NEO - Dividend Comparison

FCSB.NEO's dividend yield for the trailing twelve months is around 3.80%, more than FGRO.NEO's 1.22% yield.


TTM2025202420232022202120202019
FCSB.NEO
Fidelity Canadian Short Term Corporate Bond ETF
3.80%3.73%3.59%3.06%2.09%1.58%2.34%0.38%
FGRO.NEO
Fidelity All-in-One Growth ETF
1.22%1.24%1.09%1.39%4.58%0.94%0.00%0.00%

Drawdowns

FCSB.NEO vs. FGRO.NEO - Drawdown Comparison

The maximum FCSB.NEO drawdown since its inception was -12.48%, smaller than the maximum FGRO.NEO drawdown of -15.23%. Use the drawdown chart below to compare losses from any high point for FCSB.NEO and FGRO.NEO.


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Drawdown Indicators


FCSB.NEOFGRO.NEODifference

Max Drawdown

Largest peak-to-trough decline

-12.48%

-15.23%

+2.75%

Max Drawdown (1Y)

Largest decline over 1 year

-1.58%

-9.71%

+8.13%

Max Drawdown (5Y)

Largest decline over 5 years

-7.44%

-15.23%

+7.79%

Current Drawdown

Current decline from peak

-1.11%

-3.91%

+2.80%

Average Drawdown

Average peak-to-trough decline

-1.53%

-2.58%

+1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

2.38%

-1.97%

Volatility

FCSB.NEO vs. FGRO.NEO - Volatility Comparison

The current volatility for Fidelity Canadian Short Term Corporate Bond ETF (FCSB.NEO) is 1.24%, while Fidelity All-in-One Growth ETF (FGRO.NEO) has a volatility of 4.87%. This indicates that FCSB.NEO experiences smaller price fluctuations and is considered to be less risky than FGRO.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCSB.NEOFGRO.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

4.87%

-3.63%

Volatility (6M)

Calculated over the trailing 6-month period

2.05%

7.78%

-5.73%

Volatility (1Y)

Calculated over the trailing 1-year period

2.81%

11.82%

-9.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.29%

10.49%

-7.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

10.46%

-5.46%