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

Performance

FEQT.NEO vs. FBND - 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 Fidelity Total Bond ETF (FBND). The values are adjusted to include any dividend payments, if applicable.

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FEQT.NEO vs. FBND - Yearly Performance Comparison


2026 (YTD)20252024
FEQT.NEO
Fidelity All-in-One Equity ETF Fund
2.46%18.36%13.06%
FBND
Fidelity Total Bond ETF
1.82%2.63%8.92%
Different Trading Currencies

FEQT.NEO is traded in CAD, while FBND is traded in USD. To make them comparable, the FBND 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 FBND's 1.39% return.


FEQT.NEO

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

FBND

1D
0.00%
1M
0.35%
YTD
1.39%
6M
0.10%
1Y
2.08%
3Y*
5.40%
5Y*
3.09%
10Y*
3.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEQT.NEO vs. FBND - Expense Ratio Comparison

FEQT.NEO has a 0.43% expense ratio, which is higher than FBND's 0.36% expense ratio.


Return for Risk

FEQT.NEO vs. FBND — 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

FBND
FBND Risk / Return Rank: 5252
Overall Rank
FBND Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 5454
Sortino Ratio Rank
FBND Omega Ratio Rank: 4545
Omega Ratio Rank
FBND Calmar Ratio Rank: 5858
Calmar Ratio Rank
FBND Martin Ratio Rank: 4747
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. FBND - 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 Fidelity Total Bond ETF (FBND). 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.NEOFBNDDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.33

+0.86

Sortino ratio

Return per unit of downside risk

1.68

0.49

+1.19

Omega ratio

Gain probability vs. loss probability

1.25

1.06

+0.19

Calmar ratio

Return relative to maximum drawdown

1.67

0.30

+1.38

Martin ratio

Return relative to average drawdown

7.30

0.58

+6.72

FEQT.NEO vs. FBND - Sharpe Ratio Comparison

The current FEQT.NEO Sharpe Ratio is 1.19, which is higher than the FBND Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of FEQT.NEO and FBND, 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.NEOFBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.33

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

1.38

0.55

+0.83

Correlation

The correlation between FEQT.NEO and FBND is 0.16, 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

FEQT.NEO vs. FBND - Dividend Comparison

FEQT.NEO has not paid dividends to shareholders, while FBND's dividend yield for the trailing twelve months is around 4.72%.


TTM20252024202320222021202020192018201720162015
FEQT.NEO
Fidelity All-in-One Equity ETF Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FBND
Fidelity Total Bond ETF
4.72%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%

Drawdowns

FEQT.NEO vs. FBND - Drawdown Comparison

The maximum FEQT.NEO drawdown since its inception was -13.24%, smaller than the maximum FBND drawdown of -15.99%. Use the drawdown chart below to compare losses from any high point for FEQT.NEO and FBND.


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Drawdown Indicators


FEQT.NEOFBNDDifference

Max Drawdown

Largest peak-to-trough decline

-13.24%

-17.25%

+4.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-2.79%

-5.52%

Max Drawdown (5Y)

Largest decline over 5 years

-17.25%

Max Drawdown (10Y)

Largest decline over 10 years

-17.25%

Current Drawdown

Current decline from peak

-3.93%

-1.59%

-2.34%

Average Drawdown

Average peak-to-trough decline

-1.50%

-3.38%

+1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

0.90%

+1.66%

Volatility

FEQT.NEO vs. FBND - Volatility Comparison

Fidelity All-in-One Equity ETF Fund (FEQT.NEO) has a higher volatility of 5.60% compared to Fidelity Total Bond ETF (FBND) at 2.07%. This indicates that FEQT.NEO's price experiences larger fluctuations and is considered to be riskier than FBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEQT.NEOFBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

2.07%

+3.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

4.23%

+5.13%

Volatility (1Y)

Calculated over the trailing 1-year period

15.04%

6.35%

+8.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.26%

7.51%

+5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.26%

8.02%

+5.24%