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FGLS.NEO vs. FUTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGLS.NEO vs. FUTY - 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 MSCI Utilities Index ETF (FUTY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FGLS.NEO is traded in CAD, while FUTY is traded in USD. To make them comparable, the FUTY values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FGLS.NEO achieves a 0.47% return, which is significantly lower than FUTY's 12.39% return.


FGLS.NEO

1D
5.54%
1M
11.00%
6M
0.47%
YTD
0.47%
1Y
3.00%
3Y*
5Y*
10Y*

FUTY

1D
2.25%
1M
7.16%
6M
12.39%
YTD
12.39%
1Y
20.56%
3Y*
17.60%
5Y*
13.41%
10Y*
9.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGLS.NEO vs. FUTY - Yearly Performance Comparison


2026 (YTD)20252024
FGLS.NEO
Fidelity Global Value Long/Short Alternative ETF
0.47%8.38%-21.20%
FUTY
Fidelity MSCI Utilities Index ETF
12.39%11.09%36.38%

Correlation

The correlation between FGLS.NEO and FUTY is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

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

-0.03

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Return for Risk

FGLS.NEO vs. FUTY — 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: 1010
Overall Rank
FGLS.NEO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FGLS.NEO Sortino Ratio Rank: 1010
Sortino Ratio Rank
FGLS.NEO Omega Ratio Rank: 1010
Omega Ratio Rank
FGLS.NEO Calmar Ratio Rank: 1010
Calmar Ratio Rank
FGLS.NEO Martin Ratio Rank: 1010
Martin Ratio Rank

FUTY
FUTY Risk / Return Rank: 3434
Overall Rank
FUTY Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FUTY Sortino Ratio Rank: 3232
Sortino Ratio Rank
FUTY Omega Ratio Rank: 3232
Omega Ratio Rank
FUTY Calmar Ratio Rank: 4141
Calmar Ratio Rank
FUTY Martin Ratio Rank: 3030
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. FUTY - 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 MSCI Utilities Index ETF (FUTY). 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.NEOFUTYDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.51

Omega ratioGain probability vs. loss probability

1.04

1.23

-0.19

Calmar ratioReturn relative to maximum drawdown

0.14

1.98

-1.84

Martin ratioReturn relative to average drawdown

0.30

4.30

-4.00

FGLS.NEO vs. FUTY - Sharpe Ratio Comparison

The current FGLS.NEO Sharpe Ratio is 0.12, which is lower than the FUTY Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of FGLS.NEO and FUTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FGLS.NEO vs. FUTY - Drawdown Comparison

The maximum FGLS.NEO drawdown since its inception was -25.89%, smaller than the maximum FUTY drawdown of -30.56%. Use the drawdown chart below to compare losses from any high point for FGLS.NEO and FUTY.


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Drawdown Indicators


FGLS.NEOFUTYDifference

Max Drawdown

Largest peak-to-trough decline

-25.89%

-30.56%

+4.67%

Max Drawdown (1Y)

Largest decline over 1 year

-21.12%

-10.42%

-10.70%

Max Drawdown (3Y)

Largest decline over 3 years

-14.88%

Max Drawdown (5Y)

Largest decline over 5 years

-21.94%

Max Drawdown (10Y)

Largest decline over 10 years

-30.56%

Current Drawdown

Current decline from peak

-14.30%

-0.77%

-13.53%

Average Drawdown

Average peak-to-trough decline

-14.47%

-5.69%

-8.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.07%

4.79%

+5.28%

Volatility

FGLS.NEO vs. FUTY - Volatility Comparison

Fidelity Global Value Long/Short Alternative ETF (FGLS.NEO) has a higher volatility of 10.82% compared to Fidelity MSCI Utilities Index ETF (FUTY) at 4.81%. This indicates that FGLS.NEO's price experiences larger fluctuations and is considered to be riskier than FUTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGLS.NEOFUTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.82%

4.81%

+6.01%

Volatility (6M)

Calculated over the trailing 6-month period

19.47%

12.29%

+7.18%

Volatility (1Y)

Calculated over the trailing 1-year period

26.20%

15.40%

+10.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.51%

18.22%

+5.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.51%

20.21%

+3.30%

FGLS.NEO vs. FUTY - Expense Ratio Comparison

FGLS.NEO has a 1.51% expense ratio, which is higher than FUTY's 0.08% expense ratio.


Dividends

FGLS.NEO vs. FUTY - Dividend Comparison

FGLS.NEO has not paid dividends to shareholders, while FUTY's dividend yield for the trailing twelve months is around 2.56%.


PositionTTM20252024202320222021202020192018201720162015
FGLS.NEO
Fidelity Global Value Long/Short Alternative 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%
FUTY
Fidelity MSCI Utilities Index ETF
2.56%2.67%2.96%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%

Frequently Asked Questions


FGLS.NEO and FUTY have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FUTY is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FUTY is cheaper with a 0.08% expense ratio, compared with 1.51% for FGLS.NEO.

FGLS.NEO is categorized as Long-Short, while FUTY is Utilities Equities. Their fees differ too: 1.51% for FGLS.NEO and 0.08% for FUTY.

Portfolio Optimizer

Find the right allocation for FGLS.NEO and FUTY

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

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