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FGRO.NEO vs. FCIL.NEO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGRO.NEO vs. FCIL.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity All-in-One Growth ETF (FGRO.NEO) and Fidelity International Low Volatility ETF (FCIL.NEO). The values are adjusted to include any dividend payments, if applicable.

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FGRO.NEO vs. FCIL.NEO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FGRO.NEO
Fidelity All-in-One Growth ETF
1.81%17.00%25.97%16.92%-6.29%16.51%
FCIL.NEO
Fidelity International Low Volatility ETF
6.71%19.10%7.89%11.49%-6.83%7.47%

Returns By Period

In the year-to-date period, FGRO.NEO achieves a 1.81% return, which is significantly lower than FCIL.NEO's 6.71% return.


FGRO.NEO

1D
0.81%
1M
-3.27%
YTD
1.81%
6M
3.61%
1Y
16.60%
3Y*
18.32%
5Y*
13.52%
10Y*

FCIL.NEO

1D
1.22%
1M
-2.26%
YTD
6.71%
6M
9.83%
1Y
17.46%
3Y*
13.08%
5Y*
9.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGRO.NEO vs. FCIL.NEO - Expense Ratio Comparison

FGRO.NEO has a 0.42% expense ratio, which is lower than FCIL.NEO's 0.45% expense ratio.


Return for Risk

FGRO.NEO vs. FCIL.NEO — Risk / Return Rank

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

FGRO.NEO
FGRO.NEO Risk / Return Rank: 7070
Overall Rank
FGRO.NEO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FGRO.NEO Sortino Ratio Rank: 7272
Sortino Ratio Rank
FGRO.NEO Omega Ratio Rank: 7373
Omega Ratio Rank
FGRO.NEO Calmar Ratio Rank: 6464
Calmar Ratio Rank
FGRO.NEO Martin Ratio Rank: 6666
Martin Ratio Rank

FCIL.NEO
FCIL.NEO Risk / Return Rank: 5656
Overall Rank
FCIL.NEO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FCIL.NEO Sortino Ratio Rank: 5858
Sortino Ratio Rank
FCIL.NEO Omega Ratio Rank: 5858
Omega Ratio Rank
FCIL.NEO Calmar Ratio Rank: 6363
Calmar Ratio Rank
FCIL.NEO Martin Ratio Rank: 4545
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.

FGRO.NEO vs. FCIL.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity All-in-One Growth ETF (FGRO.NEO) and Fidelity International Low Volatility ETF (FCIL.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.


FGRO.NEOFCIL.NEODifference

Sharpe ratio

Return per unit of total volatility

1.41

1.09

+0.32

Sortino ratio

Return per unit of downside risk

1.90

1.60

+0.29

Omega ratio

Gain probability vs. loss probability

1.28

1.23

+0.05

Calmar ratio

Return relative to maximum drawdown

1.72

1.86

-0.14

Martin ratio

Return relative to average drawdown

7.02

5.05

+1.96

FGRO.NEO vs. FCIL.NEO - Sharpe Ratio Comparison

The current FGRO.NEO Sharpe Ratio is 1.41, which is comparable to the FCIL.NEO Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of FGRO.NEO and FCIL.NEO, 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


FGRO.NEOFCIL.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

1.09

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.30

0.73

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

0.56

+0.72

Correlation

The correlation between FGRO.NEO and FCIL.NEO is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FGRO.NEO vs. FCIL.NEO - Dividend Comparison

FGRO.NEO's dividend yield for the trailing twelve months is around 1.22%, while FCIL.NEO has not paid dividends to shareholders.


TTM2025202420232022202120202019
FGRO.NEO
Fidelity All-in-One Growth ETF
1.22%1.24%1.09%1.39%4.58%0.94%0.00%0.00%
FCIL.NEO
Fidelity International Low Volatility ETF
0.00%0.00%0.00%1.94%2.44%2.53%3.78%2.15%

Drawdowns

FGRO.NEO vs. FCIL.NEO - Drawdown Comparison

The maximum FGRO.NEO drawdown since its inception was -15.23%, smaller than the maximum FCIL.NEO drawdown of -20.28%. Use the drawdown chart below to compare losses from any high point for FGRO.NEO and FCIL.NEO.


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Drawdown Indicators


FGRO.NEOFCIL.NEODifference

Max Drawdown

Largest peak-to-trough decline

-15.23%

-20.28%

+5.05%

Max Drawdown (1Y)

Largest decline over 1 year

-9.71%

-9.17%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-15.23%

-20.28%

+5.05%

Current Drawdown

Current decline from peak

-3.91%

-3.88%

-0.03%

Average Drawdown

Average peak-to-trough decline

-2.58%

-4.53%

+1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

3.37%

-0.99%

Volatility

FGRO.NEO vs. FCIL.NEO - Volatility Comparison

The current volatility for Fidelity All-in-One Growth ETF (FGRO.NEO) is 4.87%, while Fidelity International Low Volatility ETF (FCIL.NEO) has a volatility of 6.18%. This indicates that FGRO.NEO experiences smaller price fluctuations and is considered to be less risky than FCIL.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGRO.NEOFCIL.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

6.18%

-1.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.78%

9.57%

-1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

11.82%

16.03%

-4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.49%

12.80%

-2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.46%

13.65%

-3.19%