FEQT.NEO vs. EAOK
FEQT.NEO (Fidelity All-in-One Equity ETF Fund) and EAOK (iShares ESG Aware Conservative Allocation ETF) are both Diversified Portfolio funds. FEQT.NEO is actively managed, while EAOK is passively managed. Over the past 3 years, FEQT.NEO returned 24.39%/yr vs 11.56%/yr for EAOK. At a 0.41 correlation, their price movements are largely independent. FEQT.NEO charges 0.43%/yr vs 0.18%/yr for EAOK.
Performance
FEQT.NEO vs. EAOK - Performance Comparison
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Different Trading Currencies
FEQT.NEO is traded in CAD, while EAOK is traded in USD. To make them comparable, the EAOK 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 11.50% return, which is significantly higher than EAOK's 7.98% return.
FEQT.NEO
- 1D
- 0.22%
- 1M
- 1.03%
- YTD
- 11.50%
- 6M
- 10.71%
- 1Y
- 25.59%
- 3Y*
- 24.39%
- 5Y*
- —
- 10Y*
- —
EAOK
- 1D
- 0.35%
- 1M
- 3.46%
- YTD
- 7.98%
- 6M
- 7.66%
- 1Y
- 14.68%
- 3Y*
- 11.56%
- 5Y*
- 6.15%
- 10Y*
- —
FEQT.NEO vs. EAOK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FEQT.NEO Fidelity All-in-One Equity ETF Fund | 11.50% | 19.42% | 29.43% | 17.95% | -3.63% |
EAOK iShares ESG Aware Conservative Allocation ETF | 7.98% | 6.38% | 14.77% | 7.51% | -5.24% |
Correlation
The correlation between FEQT.NEO and EAOK is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 2022 | 0.41 |
The correlation between FEQT.NEO and EAOK shifts across timeframes, from 0.41 (all time) to 0.51 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FEQT.NEO vs. EAOK — Risk / Return Rank
FEQT.NEO
EAOK
FEQT.NEO vs. EAOK - 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 Conservative Allocation ETF (EAOK). 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.
| FEQT.NEO | EAOK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.35 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 3.63 | -0.53 |
| Martin ratioReturn relative to average drawdown | 13.08 | 10.70 | +2.38 |
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Drawdowns
FEQT.NEO vs. EAOK - Drawdown Comparison
The maximum FEQT.NEO drawdown since its inception was -15.98%, roughly equal to the maximum EAOK drawdown of -15.40%. Use the drawdown chart below to compare losses from any high point for FEQT.NEO and EAOK.
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Drawdown Indicators
| FEQT.NEO | EAOK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.98% | -15.40% | -0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -4.06% | -4.25% |
Max Drawdown (3Y)Largest decline over 3 years | -13.24% | -7.71% | -5.53% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.40% | — |
Current DrawdownCurrent decline from peak | -0.96% | 0.00% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -2.86% | -3.97% | +1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 1.38% | +0.58% |
Volatility
FEQT.NEO vs. EAOK - Volatility Comparison
Fidelity All-in-One Equity ETF Fund (FEQT.NEO) has a higher volatility of 5.14% compared to iShares ESG Aware Conservative Allocation ETF (EAOK) at 2.69%. This indicates that FEQT.NEO's price experiences larger fluctuations and is considered to be riskier than EAOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEQT.NEO | EAOK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 2.69% | +2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 5.82% | +4.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.97% | 7.23% | +4.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.60% | 9.40% | +3.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.60% | 9.34% | +3.26% |
FEQT.NEO vs. EAOK - Expense Ratio Comparison
FEQT.NEO has a 0.43% expense ratio, which is higher than EAOK's 0.18% expense ratio.
Dividends
FEQT.NEO vs. EAOK - Dividend Comparison
FEQT.NEO's dividend yield for the trailing twelve months is around 0.81%, less than EAOK's 3.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EAOK iShares ESG Aware Conservative Allocation ETF | 3.17% | 3.18% | 3.15% | 2.80% | 2.27% | 1.19% | 1.00% |
FEQT.NEO Fidelity All-in-One Equity ETF Fund | 0.81% | 0.91% | 0.91% | 1.33% | 1.23% | 0.00% | 0.00% |
Frequently Asked Questions
FEQT.NEO and EAOK have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EAOK is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EAOK is cheaper with a 0.18% expense ratio, compared with 0.43% for FEQT.NEO.
They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.43% for FEQT.NEO and 0.18% for EAOK.
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