PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
FINN.NEO vs. VFV.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FINN.NEO vs. VFV.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity Global Innovators ETF (FINN.NEO) and Vanguard S&P 500 Index ETF (VFV.TO).

FINN.NEO and VFV.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FINN.NEO is an actively managed fund by Fidelity. It was launched on May 19, 2023. VFV.TO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Nov 2, 2012.

Performance

FINN.NEO vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Global Innovators ETF (FINN.NEO) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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

2026 (YTD)202520242023
FINN.NEO
Fidelity Global Innovators ETF		3.53%20.61%58.65%17.86%
VFV.TO
Vanguard S&P 500 Index ETF		-2.62%12.18%35.23%12.55%

Returns By Period

In the year-to-date period, FINN.NEO achieves a 3.53% return, which is significantly higher than VFV.TO's -2.62% return.

FINN.NEO

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

VFV.TO

1D
0.52%
1M
-2.92%
YTD
-2.62%
6M
-1.97%
1Y
14.39%
3Y*
19.32%
5Y*
13.90%
10Y*
14.53%
*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.

Fidelity Global Innovators ETF

Vanguard S&P 500 Index ETF

Often compared with FINN.NEO:
FINN.NEO vs. TEC.TOFINN.NEO vs. XEQT.TOFINN.NEO vs. FCCM.NEOFINN.NEO vs. INAI.TOFINN.NEO vs. TGRO.TOFINN.NEO vs. CHPS.TOFINN.NEO vs. HXQ.TO
Often compared with VFV.TO:
VFV.TO vs. XEQT.TOVFV.TO vs. VEQT.TOVFV.TO vs. VOOVFV.TO vs. VSP.TOVFV.TO vs. QQC.TOVFV.TO vs. VCN.TOVFV.TO vs. XQQ.TO

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

FINN.NEO has a 1.13% expense ratio, which is higher than VFV.TO's 0.09% expense ratio.

FINN.NEO
Fidelity Global Innovators ETF
VFV.TO
Vanguard S&P 500 Index ETF

Return for Risk

FINN.NEO vs. VFV.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
VFV.TO
VFV.TO Risk / Return Rank: 4343
Overall Rank
VFV.TO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VFV.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
VFV.TO Omega Ratio Rank: 4646
Omega Ratio Rank
VFV.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
VFV.TO Martin Ratio Rank: 4444
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. VFV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Innovators ETF (FINN.NEO) and Vanguard S&P 500 Index ETF (VFV.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.NEOVFV.TODifference

Sharpe ratio

Return per unit of total volatility

1.54

0.79

+0.75

Sortino ratio

Return per unit of downside risk

2.11

1.19

+0.92

Omega ratio

Gain probability vs. loss probability

1.28

1.19

+0.10

Calmar ratio

Return relative to maximum drawdown

2.95

1.14

+1.81

Martin ratio

Return relative to average drawdown

9.28

4.30

+4.98

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current FINN.NEO Sharpe Ratio is 1.54, which is higher than the VFV.TO Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FINN.NEO and VFV.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

FINN.NEOVFV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

0.79

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.94

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.88

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.58

1.07

+0.51

Correlation

The correlation between FINN.NEO and VFV.TO is 0.80, 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. VFV.TO - Dividend Comparison

FINN.NEO has not paid dividends to shareholders, while VFV.TO's dividend yield for the trailing twelve months is around 0.96%.

TTM20252024202320222021202020192018201720162015
FINN.NEO
Fidelity Global Innovators ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFV.TO
Vanguard S&P 500 Index ETF		0.96%0.92%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%

Drawdowns

FINN.NEO vs. VFV.TO - Drawdown Comparison

The maximum FINN.NEO drawdown since its inception was -25.66%, smaller than the maximum VFV.TO drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for FINN.NEO and VFV.TO.

Loading graphics...

Drawdown Indicators

FINN.NEOVFV.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.66%

-27.43%

+1.77%

Max Drawdown (1Y)

Largest decline over 1 year

-13.04%

-12.52%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

—

-22.19%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-27.43%

—

Current Drawdown

Current decline from peak

-4.90%

-5.61%

+0.71%

Average Drawdown

Average peak-to-trough decline

-4.21%

-3.39%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

3.31%

+0.84%

Volatility

FINN.NEO vs. VFV.TO - Volatility Comparison

Fidelity Global Innovators ETF (FINN.NEO) has a higher volatility of 9.76% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 5.11%. This indicates that FINN.NEO's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

FINN.NEOVFV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.76%

5.11%

+4.65%

Volatility (6M)

Calculated over the trailing 6-month period

17.43%

9.28%

+8.15%

Volatility (1Y)

Calculated over the trailing 1-year period

24.53%

18.26%

+6.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.01%

14.91%

+7.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.01%

16.57%

+5.44%