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

Performance

FEQT.NEO vs. FDVV - 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 High Dividend ETF (FDVV). The values are adjusted to include any dividend payments, if applicable.

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FEQT.NEO vs. FDVV - Yearly Performance Comparison


2026 (YTD)20252024
FEQT.NEO
Fidelity All-in-One Equity ETF Fund
2.28%18.36%13.06%
FDVV
Fidelity High Dividend ETF
-0.25%11.71%16.99%
Different Trading Currencies

FEQT.NEO is traded in CAD, while FDVV is traded in USD. To make them comparable, the FDVV 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 2.28% return, which is significantly higher than FDVV's -0.25% return.


FEQT.NEO

1D
0.95%
1M
-3.56%
YTD
2.28%
6M
3.52%
1Y
18.45%
3Y*
5Y*
10Y*

FDVV

1D
0.15%
1M
-3.30%
YTD
-0.25%
6M
0.10%
1Y
11.90%
3Y*
18.09%
5Y*
15.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEQT.NEO vs. FDVV - Expense Ratio Comparison

FEQT.NEO has a 0.43% expense ratio, which is higher than FDVV's 0.29% expense ratio.


Return for Risk

FEQT.NEO vs. FDVV — 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: 6767
Overall Rank
FEQT.NEO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FEQT.NEO Sortino Ratio Rank: 6767
Sortino Ratio Rank
FEQT.NEO Omega Ratio Rank: 6868
Omega Ratio Rank
FEQT.NEO Calmar Ratio Rank: 6262
Calmar Ratio Rank
FEQT.NEO Martin Ratio Rank: 6868
Martin Ratio Rank

FDVV
FDVV Risk / Return Rank: 5353
Overall Rank
FDVV Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FDVV Sortino Ratio Rank: 5353
Sortino Ratio Rank
FDVV Omega Ratio Rank: 6060
Omega Ratio Rank
FDVV Calmar Ratio Rank: 4545
Calmar Ratio Rank
FDVV Martin Ratio Rank: 5353
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. FDVV - 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 High Dividend ETF (FDVV). 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.NEOFDVVDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.79

+0.44

Sortino ratio

Return per unit of downside risk

1.73

1.12

+0.62

Omega ratio

Gain probability vs. loss probability

1.26

1.18

+0.08

Calmar ratio

Return relative to maximum drawdown

1.65

0.91

+0.74

Martin ratio

Return relative to average drawdown

7.22

3.50

+3.73

FEQT.NEO vs. FDVV - Sharpe Ratio Comparison

The current FEQT.NEO Sharpe Ratio is 1.23, which is higher than the FDVV Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FEQT.NEO and FDVV, 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.NEOFDVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.79

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.22

Sharpe Ratio (All Time)

Calculated using the full available price history

1.37

0.88

+0.49

Correlation

The correlation between FEQT.NEO and FDVV is 0.78, 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. FDVV - Dividend Comparison

FEQT.NEO has not paid dividends to shareholders, while FDVV's dividend yield for the trailing twelve months is around 2.99%.


TTM2025202420232022202120202019201820172016
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%
FDVV
Fidelity High Dividend ETF
2.99%2.89%2.94%3.77%3.44%2.70%3.19%3.93%4.05%3.66%1.04%

Drawdowns

FEQT.NEO vs. FDVV - Drawdown Comparison

The maximum FEQT.NEO drawdown since its inception was -13.24%, smaller than the maximum FDVV drawdown of -34.66%. Use the drawdown chart below to compare losses from any high point for FEQT.NEO and FDVV.


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Drawdown Indicators


FEQT.NEOFDVVDifference

Max Drawdown

Largest peak-to-trough decline

-13.24%

-40.25%

+27.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.15%

-12.34%

+1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-20.18%

Current Drawdown

Current decline from peak

-4.10%

-6.78%

+2.68%

Average Drawdown

Average peak-to-trough decline

-1.49%

-3.85%

+2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

2.84%

-0.30%

Volatility

FEQT.NEO vs. FDVV - Volatility Comparison

Fidelity All-in-One Equity ETF Fund (FEQT.NEO) has a higher volatility of 5.65% compared to Fidelity High Dividend ETF (FDVV) at 4.47%. This indicates that FEQT.NEO's price experiences larger fluctuations and is considered to be riskier than FDVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEQT.NEOFDVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

4.47%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

9.38%

7.75%

+1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

15.04%

15.17%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.27%

12.46%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.27%

15.04%

-1.77%