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HXDM.TO vs. FCIM.NEO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HXDM.TO vs. FCIM.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Intl Developed Markets Equity Index Corporate Class ETF (HXDM.TO) and Fidelity International Momentum Index ETF (FCIM.NEO). The values are adjusted to include any dividend payments, if applicable.

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HXDM.TO vs. FCIM.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HXDM.TO
Global X Intl Developed Markets Equity Index Corporate Class ETF
2.29%24.06%11.07%15.09%-8.78%10.16%10.04%
FCIM.NEO
Fidelity International Momentum Index ETF
7.74%37.03%25.38%16.54%-12.40%10.86%-60.82%

Returns By Period

In the year-to-date period, HXDM.TO achieves a 2.29% return, which is significantly lower than FCIM.NEO's 7.74% return.


HXDM.TO

1D
3.24%
1M
-6.15%
YTD
2.29%
6M
5.18%
1Y
17.67%
3Y*
14.27%
5Y*
9.58%
10Y*

FCIM.NEO

1D
3.44%
1M
-7.35%
YTD
7.74%
6M
15.87%
1Y
32.19%
3Y*
26.47%
5Y*
16.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HXDM.TO vs. FCIM.NEO - Expense Ratio Comparison

HXDM.TO has a 0.20% expense ratio, which is lower than FCIM.NEO's 0.45% expense ratio.


Return for Risk

HXDM.TO vs. FCIM.NEO — Risk / Return Rank

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

HXDM.TO
HXDM.TO Risk / Return Rank: 5757
Overall Rank
HXDM.TO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HXDM.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
HXDM.TO Omega Ratio Rank: 5656
Omega Ratio Rank
HXDM.TO Calmar Ratio Rank: 5757
Calmar Ratio Rank
HXDM.TO Martin Ratio Rank: 5656
Martin Ratio Rank

FCIM.NEO
FCIM.NEO Risk / Return Rank: 8686
Overall Rank
FCIM.NEO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FCIM.NEO Sortino Ratio Rank: 9090
Sortino Ratio Rank
FCIM.NEO Omega Ratio Rank: 8686
Omega Ratio Rank
FCIM.NEO Calmar Ratio Rank: 8484
Calmar Ratio Rank
FCIM.NEO Martin Ratio Rank: 8484
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.

HXDM.TO vs. FCIM.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Intl Developed Markets Equity Index Corporate Class ETF (HXDM.TO) and Fidelity International Momentum Index ETF (FCIM.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.


HXDM.TOFCIM.NEODifference

Sharpe ratio

Return per unit of total volatility

1.04

1.79

-0.75

Sortino ratio

Return per unit of downside risk

1.48

2.54

-1.06

Omega ratio

Gain probability vs. loss probability

1.21

1.34

-0.13

Calmar ratio

Return relative to maximum drawdown

1.47

2.47

-1.00

Martin ratio

Return relative to average drawdown

5.58

9.60

-4.02

HXDM.TO vs. FCIM.NEO - Sharpe Ratio Comparison

The current HXDM.TO Sharpe Ratio is 1.04, which is lower than the FCIM.NEO Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of HXDM.TO and FCIM.NEO, 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


HXDM.TOFCIM.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.79

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.99

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

-0.10

+0.64

Correlation

The correlation between HXDM.TO and FCIM.NEO is 0.70, 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

HXDM.TO vs. FCIM.NEO - Dividend Comparison

HXDM.TO has not paid dividends to shareholders, while FCIM.NEO's dividend yield for the trailing twelve months is around 1.48%.


TTM202520242023202220212020
HXDM.TO
Global X Intl Developed Markets Equity Index Corporate Class ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FCIM.NEO
Fidelity International Momentum Index ETF
1.48%1.59%1.26%1.70%1.86%2.70%0.52%

Drawdowns

HXDM.TO vs. FCIM.NEO - Drawdown Comparison

The maximum HXDM.TO drawdown since its inception was -28.43%, smaller than the maximum FCIM.NEO drawdown of -67.91%. Use the drawdown chart below to compare losses from any high point for HXDM.TO and FCIM.NEO.


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Drawdown Indicators


HXDM.TOFCIM.NEODifference

Max Drawdown

Largest peak-to-trough decline

-28.43%

-67.91%

+39.48%

Max Drawdown (1Y)

Largest decline over 1 year

-11.68%

-13.21%

+1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-23.87%

-26.89%

+3.02%

Current Drawdown

Current decline from peak

-6.80%

-18.52%

+11.72%

Average Drawdown

Average peak-to-trough decline

-4.78%

-52.34%

+47.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

3.40%

-0.31%

Volatility

HXDM.TO vs. FCIM.NEO - Volatility Comparison

The current volatility for Global X Intl Developed Markets Equity Index Corporate Class ETF (HXDM.TO) is 7.89%, while Fidelity International Momentum Index ETF (FCIM.NEO) has a volatility of 8.40%. This indicates that HXDM.TO experiences smaller price fluctuations and is considered to be less risky than FCIM.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HXDM.TOFCIM.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.89%

8.40%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

11.20%

12.15%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

17.06%

18.06%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.82%

16.61%

-2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.34%

32.29%

-16.95%