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FEQT.NEO vs. EAOA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEQT.NEO vs. EAOA - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity All-in-One Equity ETF Fund (FEQT.NEO) and iShares ESG Aware Aggressive Allocation ETF (EAOA). The values are adjusted to include any dividend payments, if applicable.

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FEQT.NEO vs. EAOA - Yearly Performance Comparison


2026 (YTD)20252024
FEQT.NEO
Fidelity All-in-One Equity ETF Fund
2.46%18.36%13.06%
EAOA
iShares ESG Aware Aggressive Allocation ETF
0.14%12.98%12.82%
Different Trading Currencies

FEQT.NEO is traded in CAD, while EAOA is traded in USD. To make them comparable, the EAOA values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FEQT.NEO achieves a 2.46% return, which is significantly higher than EAOA's 0.14% return.


FEQT.NEO

1D
0.23%
1M
-1.50%
YTD
2.46%
6M
3.38%
1Y
17.76%
3Y*
5Y*
10Y*

EAOA

1D
0.30%
1M
-0.89%
YTD
0.14%
6M
0.38%
1Y
14.43%
3Y*
15.11%
5Y*
9.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEQT.NEO vs. EAOA - Expense Ratio Comparison

FEQT.NEO has a 0.43% expense ratio, which is higher than EAOA's 0.18% expense ratio.


Return for Risk

FEQT.NEO vs. EAOA — Risk / Return Rank

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

FEQT.NEO
FEQT.NEO Risk / Return Rank: 6262
Overall Rank
FEQT.NEO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FEQT.NEO Sortino Ratio Rank: 6262
Sortino Ratio Rank
FEQT.NEO Omega Ratio Rank: 6464
Omega Ratio Rank
FEQT.NEO Calmar Ratio Rank: 5656
Calmar Ratio Rank
FEQT.NEO Martin Ratio Rank: 6363
Martin Ratio Rank

EAOA
EAOA Risk / Return Rank: 6464
Overall Rank
EAOA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EAOA Sortino Ratio Rank: 6666
Sortino Ratio Rank
EAOA Omega Ratio Rank: 6666
Omega Ratio Rank
EAOA Calmar Ratio Rank: 5959
Calmar Ratio Rank
EAOA 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.

FEQT.NEO vs. EAOA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity All-in-One Equity ETF Fund (FEQT.NEO) and iShares ESG Aware Aggressive Allocation ETF (EAOA). 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.


FEQT.NEOEAOADifference

Sharpe ratio

Return per unit of total volatility

1.19

1.05

+0.14

Sortino ratio

Return per unit of downside risk

1.68

1.49

+0.19

Omega ratio

Gain probability vs. loss probability

1.25

1.22

+0.03

Calmar ratio

Return relative to maximum drawdown

1.67

1.47

+0.20

Martin ratio

Return relative to average drawdown

7.30

5.76

+1.55

FEQT.NEO vs. EAOA - Sharpe Ratio Comparison

The current FEQT.NEO Sharpe Ratio is 1.19, which is comparable to the EAOA Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FEQT.NEO and EAOA, 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


FEQT.NEOEAOADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.05

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

1.38

0.99

+0.39

Correlation

The correlation between FEQT.NEO and EAOA is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FEQT.NEO vs. EAOA - Dividend Comparison

FEQT.NEO has not paid dividends to shareholders, while EAOA's dividend yield for the trailing twelve months is around 2.17%.


TTM202520242023202220212020
FEQT.NEO
Fidelity All-in-One Equity ETF Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EAOA
iShares ESG Aware Aggressive Allocation ETF
2.17%2.10%2.09%2.21%1.93%1.48%1.12%

Drawdowns

FEQT.NEO vs. EAOA - Drawdown Comparison

The maximum FEQT.NEO drawdown since its inception was -13.24%, smaller than the maximum EAOA drawdown of -19.89%. Use the drawdown chart below to compare losses from any high point for FEQT.NEO and EAOA.


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Drawdown Indicators


FEQT.NEOEAOADifference

Max Drawdown

Largest peak-to-trough decline

-13.24%

-25.06%

+11.82%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-8.17%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-25.06%

Current Drawdown

Current decline from peak

-3.93%

-5.21%

+1.28%

Average Drawdown

Average peak-to-trough decline

-1.50%

-5.44%

+3.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.23%

+0.33%

Volatility

FEQT.NEO vs. EAOA - Volatility Comparison

Fidelity All-in-One Equity ETF Fund (FEQT.NEO) has a higher volatility of 5.60% compared to iShares ESG Aware Aggressive Allocation ETF (EAOA) at 5.07%. This indicates that FEQT.NEO's price experiences larger fluctuations and is considered to be riskier than EAOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEQT.NEOEAOADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

5.07%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

8.43%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

15.04%

13.79%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.26%

11.07%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.26%

10.97%

+2.29%