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

Performance

FINN.NEO vs. FCSB.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Global Innovators ETF (FINN.NEO) and Fidelity Canadian Short Term Corporate Bond ETF (FCSB.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FINN.NEO achieves a 38.96% return, which is significantly higher than FCSB.NEO's 1.76% return.


FINN.NEO

1D
-0.43%
1M
0.12%
YTD
38.96%
6M
36.95%
1Y
64.44%
3Y*
45.50%
5Y*
10Y*

FCSB.NEO

1D
0.43%
1M
0.80%
YTD
1.76%
6M
1.51%
1Y
3.84%
3Y*
6.25%
5Y*
3.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FINN.NEO vs. FCSB.NEO - Yearly Performance Comparison


2026 (YTD)202520242023
FINN.NEO
Fidelity Global Innovators ETF
38.96%20.61%58.65%21.40%
FCSB.NEO
Fidelity Canadian Short Term Corporate Bond ETF
1.76%4.15%7.55%4.70%

Correlation

The correlation between FINN.NEO and FCSB.NEO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (All Time)
Calculated using the full available price history since May 19, 2023

0.07

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Return for Risk

FINN.NEO vs. FCSB.NEO — 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: 8888
Overall Rank
FINN.NEO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FINN.NEO Sortino Ratio Rank: 8484
Sortino Ratio Rank
FINN.NEO Omega Ratio Rank: 8585
Omega Ratio Rank
FINN.NEO Calmar Ratio Rank: 9292
Calmar Ratio Rank
FINN.NEO Martin Ratio Rank: 8888
Martin Ratio Rank

FCSB.NEO
FCSB.NEO Risk / Return Rank: 5151
Overall Rank
FCSB.NEO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FCSB.NEO Sortino Ratio Rank: 4848
Sortino Ratio Rank
FCSB.NEO Omega Ratio Rank: 4646
Omega Ratio Rank
FCSB.NEO Calmar Ratio Rank: 5757
Calmar Ratio Rank
FCSB.NEO Martin Ratio Rank: 5959
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. FCSB.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Innovators ETF (FINN.NEO) and Fidelity Canadian Short Term Corporate Bond ETF (FCSB.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.

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.


FINN.NEOFCSB.NEODifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.24

Omega ratioGain probability vs. loss probability

1.46

1.26

+0.20

Calmar ratioReturn relative to maximum drawdown

5.42

2.44

+2.98

Martin ratioReturn relative to average drawdown

17.37

8.98

+8.39

FINN.NEO vs. FCSB.NEO - Sharpe Ratio Comparison

The current FINN.NEO Sharpe Ratio is 2.65, which is higher than the FCSB.NEO Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of FINN.NEO and FCSB.NEO, 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

FINN.NEO vs. FCSB.NEO - Drawdown Comparison

The maximum FINN.NEO drawdown since its inception was -25.66%, which is greater than FCSB.NEO's maximum drawdown of -12.48%. Use the drawdown chart below to compare losses from any high point for FINN.NEO and FCSB.NEO.


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Drawdown Indicators


FINN.NEOFCSB.NEODifference

Max Drawdown

Largest peak-to-trough decline

-25.66%

-12.48%

-13.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.94%

-1.58%

-10.36%

Max Drawdown (3Y)

Largest decline over 3 years

-25.66%

-1.58%

-24.08%

Max Drawdown (5Y)

Largest decline over 5 years

-7.44%

Current Drawdown

Current decline from peak

-4.30%

0.00%

-4.30%

Average Drawdown

Average peak-to-trough decline

-3.99%

-1.49%

-2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

0.43%

+3.29%

Volatility

FINN.NEO vs. FCSB.NEO - Volatility Comparison

Fidelity Global Innovators ETF (FINN.NEO) has a higher volatility of 11.88% compared to Fidelity Canadian Short Term Corporate Bond ETF (FCSB.NEO) at 0.77%. This indicates that FINN.NEO's price experiences larger fluctuations and is considered to be riskier than FCSB.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FINN.NEOFCSB.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.88%

0.77%

+11.11%

Volatility (6M)

Calculated over the trailing 6-month period

19.96%

2.10%

+17.86%

Volatility (1Y)

Calculated over the trailing 1-year period

24.47%

2.73%

+21.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.47%

3.31%

+19.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.47%

4.94%

+17.53%

FINN.NEO vs. FCSB.NEO - Expense Ratio Comparison

FINN.NEO has a 1.13% expense ratio, which is higher than FCSB.NEO's 0.44% expense ratio.


Dividends

FINN.NEO vs. FCSB.NEO - Dividend Comparison

FINN.NEO has not paid dividends to shareholders, while FCSB.NEO's dividend yield for the trailing twelve months is around 3.77%.


PositionTTM2025202420232022202120202019
FCSB.NEO
Fidelity Canadian Short Term Corporate Bond ETF
3.77%3.73%3.59%3.06%2.09%1.58%2.34%0.38%
FINN.NEO
Fidelity Global Innovators ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FINN.NEO and FCSB.NEO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FCSB.NEO is cheaper at 0.44% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FCSB.NEO is cheaper with a 0.44% expense ratio, compared with 1.13% for FINN.NEO.

FINN.NEO is categorized as Technology Equities, while FCSB.NEO is Corporate Bonds. Their fees differ too: 1.13% for FINN.NEO and 0.44% for FCSB.NEO.

Portfolio Optimizer

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