HAF.TO vs. FFIX.NEO

Last updated Apr 1, 2026

Compare and contrast key facts about Global X Active Global Fixed Income ETF (HAF.TO) and Fidelity All-in-One Fixed Income ETF (FFIX.NEO).

HAF.TO and FFIX.NEO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HAF.TO is an actively managed fund by Global X. It was launched on Jul 20, 2009. FFIX.NEO is an actively managed fund by Fidelity. It was launched on May 30, 2025.

Performance

HAF.TO vs. FFIX.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Active Global Fixed Income ETF (HAF.TO) and Fidelity All-in-One Fixed Income ETF (FFIX.NEO). The values are adjusted to include any dividend payments, if applicable.

HAF.TO vs. FFIX.NEO - Yearly Performance Comparison

	2026 (YTD)	2025
HAF.TO Global X Active Global Fixed Income ETF	0.10%	0.86%
FFIX.NEO Fidelity All-in-One Fixed Income ETF	-0.70%	-0.10%

Returns By Period

In the year-to-date period, HAF.TO achieves a 0.10% return, which is significantly higher than FFIX.NEO's -0.70% return.

HAF.TO

• 1D: 0.53%
• 1M: -1.49%
• YTD: 0.10%
• 6M: 0.50%
• 1Y: 0.90%
• 3Y*: 5.00%
• 5Y*: 2.46%
• 10Y*: 2.99%

FFIX.NEO

• 1D: 0.41%
• 1M: -1.78%
• YTD: -0.70%
• 6M: -1.69%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

HAF.TO vs. FFIX.NEO - Expense Ratio Comparison

HAF.TO has a 0.59% expense ratio, which is higher than FFIX.NEO's 0.33% expense ratio.

HAF.TO

Global X Active Global Fixed Income ETF

FFIX.NEO

Fidelity All-in-One Fixed Income ETF

Return for Risk

HAF.TO vs. FFIX.NEO — Risk / Return Rank

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

HAF.TO

HAF.TO Risk / Return Rank: 15
HAF.TO Sharpe Ratio Rank: 15
HAF.TO Sortino Ratio Rank: 13
HAF.TO Omega Ratio Rank: 13
HAF.TO Calmar Ratio Rank: 19
HAF.TO Martin Ratio Rank: 17

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.

HAF.TO vs. FFIX.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Active Global Fixed Income ETF (HAF.TO) and Fidelity All-in-One Fixed Income ETF (FFIX.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.

	HAF.TO	FFIX.NEO	Difference
Sharpe ratio Return per unit of total volatility	0.13	—	—
Sortino ratio Return per unit of downside risk	0.23	—	—
Omega ratio Gain probability vs. loss probability	1.03	—	—
Calmar ratio Return relative to maximum drawdown	0.34	—	—
Martin ratio Return relative to average drawdown	0.74	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	HAF.TO	FFIX.NEO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.13	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.27	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	-0.23	+0.42

Correlation

The correlation between HAF.TO and FFIX.NEO is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

HAF.TO vs. FFIX.NEO - Dividend Comparison

HAF.TO's dividend yield for the trailing twelve months is around 5.01%, while FFIX.NEO has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HAF.TO Global X Active Global Fixed Income ETF	5.01%	5.05%	5.47%	5.34%	4.36%	2.41%	3.08%	3.23%	2.82%	3.11%	3.98%	3.84%
FFIX.NEO Fidelity All-in-One Fixed Income 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%

Drawdowns

HAF.TO vs. FFIX.NEO - Drawdown Comparison

The maximum HAF.TO drawdown since its inception was -28.04%, which is greater than FFIX.NEO's maximum drawdown of -3.63%. Use the drawdown chart below to compare losses from any high point for HAF.TO and FFIX.NEO.

Drawdown Indicators

	HAF.TO	FFIX.NEO	Difference
Max Drawdown Largest peak-to-trough decline	-28.04%	-3.63%	-24.41%
Max Drawdown (1Y) Largest decline over 1 year	-3.87%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-12.30%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-28.04%	—	—
Current Drawdown Current decline from peak	-2.23%	-2.84%	+0.61%
Average Drawdown Average peak-to-trough decline	-4.07%	-1.11%	-2.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	—	—

Volatility

Volatility by Period

	HAF.TO	FFIX.NEO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.32%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.24%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	7.18%	4.30%	+2.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.18%	4.30%	+2.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.13%	4.30%	+6.83%