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FFIX.NEO vs. FCIM.NEO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFIX.NEO vs. FCIM.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity All-in-One Fixed Income ETF (FFIX.NEO) and Fidelity International Momentum Index ETF (FCIM.NEO). The values are adjusted to include any dividend payments, if applicable.

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FFIX.NEO vs. FCIM.NEO - Yearly Performance Comparison


2026 (YTD)2025
FFIX.NEO
Fidelity All-in-One Fixed Income ETF
-0.70%-0.10%
FCIM.NEO
Fidelity International Momentum Index ETF
10.28%15.37%

Returns By Period

In the year-to-date period, FFIX.NEO achieves a -0.70% return, which is significantly lower than FCIM.NEO's 10.28% return.


FFIX.NEO

1D
0.41%
1M
-1.78%
YTD
-0.70%
6M
-1.69%
1Y
3Y*
5Y*
10Y*

FCIM.NEO

1D
2.36%
1M
-4.12%
YTD
10.28%
6M
16.95%
1Y
36.16%
3Y*
27.46%
5Y*
16.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFIX.NEO vs. FCIM.NEO - Expense Ratio Comparison

FFIX.NEO has a 0.33% expense ratio, which is lower than FCIM.NEO's 0.45% expense ratio.


Return for Risk

FFIX.NEO vs. FCIM.NEO — Risk / Return Rank

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

FFIX.NEO

FCIM.NEO
FCIM.NEO Risk / Return Rank: 8787
Overall Rank
FCIM.NEO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FCIM.NEO Sortino Ratio Rank: 9292
Sortino Ratio Rank
FCIM.NEO Omega Ratio Rank: 8989
Omega Ratio Rank
FCIM.NEO Calmar Ratio Rank: 8484
Calmar Ratio Rank
FCIM.NEO Martin Ratio Rank: 8484
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.

FFIX.NEO vs. FCIM.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity All-in-One Fixed Income ETF (FFIX.NEO) and Fidelity International Momentum Index ETF (FCIM.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FFIX.NEO vs. FCIM.NEO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FFIX.NEOFCIM.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

-0.09

-0.14

Correlation

The correlation between FFIX.NEO and FCIM.NEO is 0.25, 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

FFIX.NEO vs. FCIM.NEO - Dividend Comparison

FFIX.NEO has not paid dividends to shareholders, while FCIM.NEO's dividend yield for the trailing twelve months is around 1.44%.


TTM202520242023202220212020
FFIX.NEO
Fidelity All-in-One Fixed Income ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FCIM.NEO
Fidelity International Momentum Index ETF
1.44%1.59%1.26%1.70%1.86%2.70%0.52%

Drawdowns

FFIX.NEO vs. FCIM.NEO - Drawdown Comparison

The maximum FFIX.NEO drawdown since its inception was -3.63%, smaller than the maximum FCIM.NEO drawdown of -67.91%. Use the drawdown chart below to compare losses from any high point for FFIX.NEO and FCIM.NEO.


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Drawdown Indicators


FFIX.NEOFCIM.NEODifference

Max Drawdown

Largest peak-to-trough decline

-3.63%

-67.91%

+64.28%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

Max Drawdown (5Y)

Largest decline over 5 years

-26.89%

Current Drawdown

Current decline from peak

-2.84%

-16.60%

+13.76%

Average Drawdown

Average peak-to-trough decline

-1.11%

-52.32%

+51.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

Volatility

FFIX.NEO vs. FCIM.NEO - Volatility Comparison


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Volatility by Period


FFIX.NEOFCIM.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.65%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

18.20%

-13.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.30%

16.63%

-12.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.30%

32.30%

-28.00%