FFIX.NEO vs. HAF.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity All-in-One Fixed Income ETF (FFIX.NEO) and Global X Active Global Fixed Income ETF (HAF.TO).

FFIX.NEO and HAF.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FFIX.NEO is an actively managed fund by Fidelity. It was launched on May 30, 2025. HAF.TO is an actively managed fund by Global X. It was launched on Jul 20, 2009.

Performance

FFIX.NEO vs. HAF.TO - 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 Global X Active Global Fixed Income ETF (HAF.TO). The values are adjusted to include any dividend payments, if applicable.

FFIX.NEO vs. HAF.TO - Yearly Performance Comparison

	2026 (YTD)	2025
FFIX.NEO Fidelity All-in-One Fixed Income ETF	-0.70%	-0.10%
HAF.TO Global X Active Global Fixed Income ETF	0.10%	0.86%

Returns By Period

In the year-to-date period, FFIX.NEO achieves a -0.70% return, which is significantly lower than HAF.TO's 0.10% return.

FFIX.NEO

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

HAF.TO

• 1D: 0.53%
• 1M: -1.49%
• YTD: 0.10%
• 6M: 0.50%
• 1Y: 0.90%
• 3Y*: 5.00%
• 5Y*: 2.46%
• 10Y*: 2.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FFIX.NEO vs. HAF.TO - Expense Ratio Comparison

FFIX.NEO has a 0.33% expense ratio, which is lower than HAF.TO's 0.59% expense ratio.

HAF.TO

Global X Active Global Fixed Income ETF

FFIX.NEO

Fidelity All-in-One Fixed Income ETF

Return for Risk

FFIX.NEO vs. HAF.TO — Risk / Return Rank

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

HAF.TO

HAF.TO Risk / Return Rank: 15
HAF.TO Sharpe Ratio Rank: 15
HAF.TO Sortino Ratio Rank: 13
HAF.TO Omega Ratio Rank: 13
HAF.TO Calmar Ratio Rank: 19
HAF.TO Martin Ratio Rank: 17

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. HAF.TO - 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 Global X Active Global Fixed Income ETF (HAF.TO). 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.

Sharpe Ratios by Period

	FFIX.NEO	HAF.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.13	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.35	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.27	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.23	0.19	-0.42

Correlation

The correlation between FFIX.NEO and HAF.TO is 0.20, 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. HAF.TO - Dividend Comparison

FFIX.NEO has not paid dividends to shareholders, while HAF.TO's dividend yield for the trailing twelve months is around 5.01%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FFIX.NEO Fidelity All-in-One Fixed Income ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HAF.TO Global X Active Global Fixed Income ETF	5.01%	5.05%	5.47%	5.34%	4.36%	2.41%	3.08%	3.23%	2.82%	3.11%	3.98%	3.84%

Drawdowns

FFIX.NEO vs. HAF.TO - Drawdown Comparison

The maximum FFIX.NEO drawdown since its inception was -3.63%, smaller than the maximum HAF.TO drawdown of -28.04%. Use the drawdown chart below to compare losses from any high point for FFIX.NEO and HAF.TO.

Drawdown Indicators

	FFIX.NEO	HAF.TO	Difference
Max Drawdown Largest peak-to-trough decline	-3.63%	-28.04%	+24.41%
Max Drawdown (1Y) Largest decline over 1 year	—	-3.87%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-12.30%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-28.04%	—
Current Drawdown Current decline from peak	-2.84%	-2.23%	-0.61%
Average Drawdown Average peak-to-trough decline	-1.11%	-4.07%	+2.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.76%	—

Volatility

Volatility by Period

	FFIX.NEO	HAF.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.32%	—
Volatility (6M) Calculated over the trailing 6-month period	—	5.24%	—
Volatility (1Y) Calculated over the trailing 1-year period	4.30%	7.18%	-2.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.30%	7.18%	-2.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.30%	11.13%	-6.83%