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FINN.NEO vs. DXUV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FINN.NEO vs. DXUV - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Global Innovators ETF (FINN.NEO) and Dimensional US Vector Equity ETF (DXUV). The values are adjusted to include any dividend payments, if applicable.

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FINN.NEO vs. DXUV - Yearly Performance Comparison


2026 (YTD)20252024
FINN.NEO
Fidelity Global Innovators ETF
3.53%20.61%18.01%
DXUV
Dimensional US Vector Equity ETF
1.28%9.09%11.19%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, FINN.NEO achieves a 3.53% return, which is significantly higher than DXUV's 1.28% return.


FINN.NEO

1D
3.31%
1M
-2.79%
YTD
3.53%
6M
1.05%
1Y
37.59%
3Y*
5Y*
10Y*

DXUV

1D
0.37%
1M
-3.03%
YTD
1.28%
6M
2.13%
1Y
16.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FINN.NEO vs. DXUV - Expense Ratio Comparison

FINN.NEO has a 1.13% expense ratio, which is higher than DXUV's 0.25% expense ratio.


Return for Risk

FINN.NEO vs. DXUV — Risk / Return Rank

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

FINN.NEO
FINN.NEO Risk / Return Rank: 8080
Overall Rank
FINN.NEO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FINN.NEO Sortino Ratio Rank: 7979
Sortino Ratio Rank
FINN.NEO Omega Ratio Rank: 7373
Omega Ratio Rank
FINN.NEO Calmar Ratio Rank: 8888
Calmar Ratio Rank
FINN.NEO Martin Ratio Rank: 8080
Martin Ratio Rank

DXUV
DXUV Risk / Return Rank: 5555
Overall Rank
DXUV Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
DXUV Sortino Ratio Rank: 5656
Sortino Ratio Rank
DXUV Omega Ratio Rank: 5757
Omega Ratio Rank
DXUV Calmar Ratio Rank: 5050
Calmar Ratio Rank
DXUV Martin Ratio Rank: 6060
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.

FINN.NEO vs. DXUV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Innovators ETF (FINN.NEO) and Dimensional US Vector Equity ETF (DXUV). 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.


FINN.NEODXUVDifference

Sharpe ratio

Return per unit of total volatility

1.54

0.84

+0.70

Sortino ratio

Return per unit of downside risk

2.11

1.26

+0.84

Omega ratio

Gain probability vs. loss probability

1.28

1.19

+0.09

Calmar ratio

Return relative to maximum drawdown

2.95

1.21

+1.74

Martin ratio

Return relative to average drawdown

9.28

4.78

+4.50

FINN.NEO vs. DXUV - Sharpe Ratio Comparison

The current FINN.NEO Sharpe Ratio is 1.54, which is higher than the DXUV Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FINN.NEO and DXUV, 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


FINN.NEODXUVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

0.84

+0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

1.58

0.81

+0.77

Correlation

The correlation between FINN.NEO and DXUV is 0.67, 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

FINN.NEO vs. DXUV - Dividend Comparison

FINN.NEO has not paid dividends to shareholders, while DXUV's dividend yield for the trailing twelve months is around 1.07%.


TTM20252024
FINN.NEO
Fidelity Global Innovators ETF
0.00%0.00%0.00%
DXUV
Dimensional US Vector Equity ETF
1.07%1.01%0.37%

Drawdowns

FINN.NEO vs. DXUV - Drawdown Comparison

The maximum FINN.NEO drawdown since its inception was -25.66%, which is greater than DXUV's maximum drawdown of -20.95%. Use the drawdown chart below to compare losses from any high point for FINN.NEO and DXUV.


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Drawdown Indicators


FINN.NEODXUVDifference

Max Drawdown

Largest peak-to-trough decline

-25.66%

-21.08%

-4.58%

Max Drawdown (1Y)

Largest decline over 1 year

-13.04%

-13.38%

+0.34%

Current Drawdown

Current decline from peak

-4.90%

-5.66%

+0.76%

Average Drawdown

Average peak-to-trough decline

-4.21%

-3.32%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

2.96%

+1.19%

Volatility

FINN.NEO vs. DXUV - Volatility Comparison

Fidelity Global Innovators ETF (FINN.NEO) has a higher volatility of 9.76% compared to Dimensional US Vector Equity ETF (DXUV) at 5.16%. This indicates that FINN.NEO's price experiences larger fluctuations and is considered to be riskier than DXUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FINN.NEODXUVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.76%

5.16%

+4.60%

Volatility (6M)

Calculated over the trailing 6-month period

17.43%

10.11%

+7.32%

Volatility (1Y)

Calculated over the trailing 1-year period

24.53%

19.27%

+5.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.01%

17.73%

+4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.01%

17.73%

+4.28%