PortfoliosLab logoPortfoliosLab logo
FINN.NEO vs. QMVP.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FINN.NEO vs. QMVP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Global Innovators ETF (FINN.NEO) and Hamilton Champions U.S. Technology Index ETF (QMVP.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FINN.NEO vs. QMVP.TO - Yearly Performance Comparison


Returns By Period


FINN.NEO

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

QMVP.TO

1D
1.47%
1M
-1.55%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FINN.NEO vs. QMVP.TO - Expense Ratio Comparison

FINN.NEO has a 1.13% expense ratio, which is higher than QMVP.TO's 0.19% expense ratio.


Return for Risk

FINN.NEO vs. QMVP.TO — 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

QMVP.TO
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. QMVP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Innovators ETF (FINN.NEO) and Hamilton Champions U.S. Technology Index ETF (QMVP.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.


FINN.NEOQMVP.TODifference

Sharpe ratio

Return per unit of total volatility

1.54

Sortino ratio

Return per unit of downside risk

2.11

Omega ratio

Gain probability vs. loss probability

1.28

Calmar ratio

Return relative to maximum drawdown

2.95

Martin ratio

Return relative to average drawdown

9.28

FINN.NEO vs. QMVP.TO - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


FINN.NEOQMVP.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

Sharpe Ratio (All Time)

Calculated using the full available price history

1.58

-1.33

+2.91

Correlation

The correlation between FINN.NEO and QMVP.TO is 0.91, 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

FINN.NEO vs. QMVP.TO - Dividend Comparison

FINN.NEO has not paid dividends to shareholders, while QMVP.TO's dividend yield for the trailing twelve months is around 0.13%.


Drawdowns

FINN.NEO vs. QMVP.TO - Drawdown Comparison

The maximum FINN.NEO drawdown since its inception was -25.66%, which is greater than QMVP.TO's maximum drawdown of -12.77%. Use the drawdown chart below to compare losses from any high point for FINN.NEO and QMVP.TO.


Loading graphics...

Drawdown Indicators


FINN.NEOQMVP.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.66%

-12.77%

-12.89%

Max Drawdown (1Y)

Largest decline over 1 year

-13.04%

Current Drawdown

Current decline from peak

-4.90%

-8.10%

+3.20%

Average Drawdown

Average peak-to-trough decline

-4.21%

-6.31%

+2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

Volatility

FINN.NEO vs. QMVP.TO - Volatility Comparison


Loading graphics...

Volatility by Period


FINN.NEOQMVP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.76%

Volatility (6M)

Calculated over the trailing 6-month period

17.43%

Volatility (1Y)

Calculated over the trailing 1-year period

24.53%

22.65%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.01%

22.65%

-0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.01%

22.65%

-0.64%