HXDM.TO vs. FCIM.NEO
Compare and contrast key facts about Global X Intl Developed Markets Equity Index Corporate Class ETF (HXDM.TO) and Fidelity International Momentum Index ETF (FCIM.NEO).
HXDM.TO and FCIM.NEO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HXDM.TO is a passively managed fund by Global X that tracks the performance of the Global X EAFE Futures Roll Index (Total Return). It was launched on Sep 26, 2017. FCIM.NEO is a passively managed fund by Fidelity that tracks the performance of the Fidelity Canada International Momentum Index. It was launched on Jun 5, 2020. Both HXDM.TO and FCIM.NEO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
HXDM.TO vs. FCIM.NEO - Performance Comparison
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HXDM.TO vs. FCIM.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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*
- —
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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
HXDM.TO
FCIM.NEO
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.TO | FCIM.NEO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.79 | -0.75 |
Sortino ratioReturn per unit of downside risk | 1.48 | 2.54 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.34 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.47 | -1.00 |
Martin ratioReturn relative to average drawdown | 5.58 | 9.60 | -4.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HXDM.TO | FCIM.NEO | Difference | |
|---|---|---|---|
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%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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.TO | FCIM.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.80% | -18.52% | +11.72% |
Average DrawdownAverage peak-to-trough decline | -4.78% | -52.34% | +47.56% |
Ulcer IndexDepth 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.TO | FCIM.NEO | Difference | |
|---|---|---|---|
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% |