PortfoliosLab logoPortfoliosLab logo
FGLS.NEO vs. FBTC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGLS.NEO vs. FBTC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Global Value Long/Short Alternative ETF (FGLS.NEO) and Fidelity Advantage Bitcoin ETF (FBTC.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FGLS.NEO achieves a 6.44% return, which is significantly higher than FBTC.TO's -24.80% return.


FGLS.NEO

1D
5.45%
1M
9.25%
6M
6.94%
YTD
6.44%
1Y
8.09%
3Y*
5Y*
10Y*
ALL TIME*
-3.78%

FBTC.TO

1D
-0.83%
1M
6.13%
6M
-26.47%
YTD
-24.80%
1Y
-44.43%
3Y*
32.20%
5Y*
10Y*
ALL TIME*
4.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$1.63MCA$2.29MCA$2.66M
CA$98.45KCA$628.31KCA$493.48K

FGLS.NEO vs. FBTC.TO - Yearly Performance Comparison


2026 (YTD)20252024
FGLS.NEO
Fidelity Global Value Long/Short Alternative ETF
6.44%8.38%-21.20%
FBTC.TO
Fidelity Advantage Bitcoin ETF
-24.80%-10.85%133.54%

Correlation

The correlation between FGLS.NEO and FBTC.TO is -0.47, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.47

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2024

-0.41

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FGLS.NEO vs. FBTC.TO — Risk / Return Rank

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

FGLS.NEO
FGLS.NEO Risk / Return Rank: 1818
Overall Rank
FGLS.NEO Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FGLS.NEO Sortino Ratio Rank: 1919
Sortino Ratio Rank
FGLS.NEO Omega Ratio Rank: 1919
Omega Ratio Rank
FGLS.NEO Calmar Ratio Rank: 1818
Calmar Ratio Rank
FGLS.NEO Martin Ratio Rank: 1717
Martin Ratio Rank

FBTC.TO
FBTC.TO Risk / Return Rank: 22
Overall Rank
FBTC.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FBTC.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
FBTC.TO Omega Ratio Rank: 22
Omega Ratio Rank
FBTC.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
FBTC.TO Martin Ratio Rank: 33
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.

FGLS.NEO vs. FBTC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Value Long/Short Alternative ETF (FGLS.NEO) and Fidelity Advantage Bitcoin ETF (FBTC.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.

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.


FGLS.NEOFBTC.TODifference
Sharpe ratioReturn per unit of total volatility

+1.31

Sortino ratioReturn per unit of downside risk

+2.17

Omega ratioGain probability vs. loss probability

1.07

0.83

+0.24

Calmar ratioReturn relative to maximum drawdown

0.38

-0.85

+1.23

Martin ratioReturn relative to average drawdown

0.78

-1.28

+2.06

FGLS.NEO vs. FBTC.TO - Sharpe Ratio Comparison

The current FGLS.NEO Sharpe Ratio is 0.29, which is higher than the FBTC.TO Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of FGLS.NEO and FBTC.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FGLS.NEO vs. FBTC.TO - Drawdown Comparison

The maximum FGLS.NEO drawdown since its inception was -25.89%, smaller than the maximum FBTC.TO drawdown of -70.77%. Use the drawdown chart below to compare losses from any high point for FGLS.NEO and FBTC.TO.


Loading charts...

Drawdown Indicators


FGLS.NEOFBTC.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.89%

-70.77%

+44.88%

Max Drawdown (1Y)

Largest decline over 1 year

-21.12%

-52.71%

+31.59%

Max Drawdown (3Y)

Largest decline over 3 years

-52.71%

Current Drawdown

Current decline from peak

-9.21%

-48.66%

+39.45%

Average Drawdown

Average peak-to-trough decline

-14.41%

-31.48%

+17.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.39%

34.65%

-24.26%

Volatility

FGLS.NEO vs. FBTC.TO - Volatility Comparison

Fidelity Global Value Long/Short Alternative ETF (FGLS.NEO) has a higher volatility of 12.93% compared to Fidelity Advantage Bitcoin ETF (FBTC.TO) at 8.97%. This indicates that FGLS.NEO's price experiences larger fluctuations and is considered to be riskier than FBTC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FGLS.NEOFBTC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.93%

8.97%

+3.96%

Volatility (6M)

Calculated over the trailing 6-month period

22.31%

33.33%

-11.02%

Volatility (1Y)

Calculated over the trailing 1-year period

28.32%

43.69%

-15.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.35%

51.98%

-27.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.35%

51.98%

-27.63%

FGLS.NEO vs. FBTC.TO - Expense Ratio Comparison

FGLS.NEO has a 1.51% expense ratio, which is higher than FBTC.TO's 0.40% expense ratio.


Dividends

FGLS.NEO vs. FBTC.TO - Dividend Comparison

Neither FGLS.NEO nor FBTC.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FGLS.NEO and FBTC.TO have a correlation of -0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FBTC.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FBTC.TO is cheaper with a 0.40% expense ratio, compared with 1.51% for FGLS.NEO.

FGLS.NEO is categorized as Long-Short, while FBTC.TO is Cryptocurrency. Their fees differ too: 1.51% for FGLS.NEO and 0.40% for FBTC.TO.

Portfolio Optimizer

Find the right allocation for FGLS.NEO and FBTC.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer