FGRO.NEO vs. VVL.TO
Compare and contrast key facts about Fidelity All-in-One Growth ETF (FGRO.NEO) and Vanguard Global Value Factor ETF CAD (VVL.TO).
FGRO.NEO and VVL.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FGRO.NEO is an actively managed fund by Fidelity. It was launched on Jan 21, 2021. VVL.TO is an actively managed fund by Vanguard. It was launched on Jun 14, 2016.
Performance
FGRO.NEO vs. VVL.TO - Performance Comparison
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FGRO.NEO vs. VVL.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FGRO.NEO Fidelity All-in-One Growth ETF | 1.81% | 17.00% | 25.97% | 16.92% | -6.29% | 16.51% |
VVL.TO Vanguard Global Value Factor ETF CAD | 4.22% | 21.53% | 14.96% | 16.51% | 0.45% | 22.33% |
Returns By Period
In the year-to-date period, FGRO.NEO achieves a 1.81% return, which is significantly lower than VVL.TO's 4.22% 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*
- —
VVL.TO
- 1D
- 0.41%
- 1M
- -2.75%
- YTD
- 4.22%
- 6M
- 8.25%
- 1Y
- 26.07%
- 3Y*
- 18.69%
- 5Y*
- 13.36%
- 10Y*
- —
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FGRO.NEO vs. VVL.TO - Expense Ratio Comparison
FGRO.NEO has a 0.42% expense ratio, which is higher than VVL.TO's 0.38% expense ratio.
Return for Risk
FGRO.NEO vs. VVL.TO — Risk / Return Rank
FGRO.NEO
VVL.TO
FGRO.NEO vs. VVL.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity All-in-One Growth ETF (FGRO.NEO) and Vanguard Global Value Factor ETF CAD (VVL.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.
| FGRO.NEO | VVL.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.41 | 1.32 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.90 | 1.84 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.27 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.76 | -0.04 |
Martin ratioReturn relative to average drawdown | 7.02 | 6.95 | +0.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FGRO.NEO | VVL.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 1.32 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.30 | 0.84 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.28 | 0.63 | +0.65 |
Correlation
The correlation between FGRO.NEO and VVL.TO is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FGRO.NEO vs. VVL.TO - Dividend Comparison
FGRO.NEO's dividend yield for the trailing twelve months is around 1.22%, less than VVL.TO's 1.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FGRO.NEO Fidelity All-in-One Growth ETF | 1.22% | 1.24% | 1.09% | 1.39% | 4.58% | 0.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VVL.TO Vanguard Global Value Factor ETF CAD | 1.81% | 1.89% | 2.19% | 2.65% | 2.52% | 1.48% | 1.67% | 2.60% | 2.11% | 1.33% | 0.59% |
Drawdowns
FGRO.NEO vs. VVL.TO - Drawdown Comparison
The maximum FGRO.NEO drawdown since its inception was -15.23%, smaller than the maximum VVL.TO drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for FGRO.NEO and VVL.TO.
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Drawdown Indicators
| FGRO.NEO | VVL.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.23% | -43.93% | +28.70% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -14.38% | +4.67% |
Max Drawdown (5Y)Largest decline over 5 years | -15.23% | -18.10% | +2.87% |
Current DrawdownCurrent decline from peak | -3.91% | -4.45% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -2.58% | -5.79% | +3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 3.64% | -1.26% |
Volatility
FGRO.NEO vs. VVL.TO - Volatility Comparison
The current volatility for Fidelity All-in-One Growth ETF (FGRO.NEO) is 4.87%, while Vanguard Global Value Factor ETF CAD (VVL.TO) has a volatility of 5.16%. This indicates that FGRO.NEO experiences smaller price fluctuations and is considered to be less risky than VVL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGRO.NEO | VVL.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 5.16% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 10.49% | -2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.82% | 19.81% | -7.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.49% | 16.08% | -5.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.46% | 18.85% | -8.39% |