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LEAD.TO vs. FGEP.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEAD.TO vs. FGEP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve Future Leadership Fund (LEAD.TO) and Fidelity Global Equity+ Fund ETF (FGEP.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LEAD.TO achieves a -4.13% return, which is significantly lower than FGEP.TO's 17.87% return.


LEAD.TO

1D
-1.14%
1M
1.87%
6M
-0.68%
YTD
-4.13%
1Y
-3.93%
3Y*
18.17%
5Y*
5.58%
10Y*
ALL TIME*
8.63%

FGEP.TO

1D
1.06%
1M
0.33%
6M
12.72%
YTD
17.87%
1Y
26.16%
3Y*
5Y*
10Y*
ALL TIME*
21.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$1.01MCA$1.01MCA$1.02M
CA$5.33KCA$6.18KCA$7.84K

LEAD.TO vs. FGEP.TO - Yearly Performance Comparison


2026 (YTD)20252024
LEAD.TO
Evolve Future Leadership Fund
-4.13%12.13%20.12%
FGEP.TO
Fidelity Global Equity+ Fund ETF
17.87%17.44%9.88%

Correlation

The correlation between LEAD.TO and FGEP.TO is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (All Time)
Calculated using the full available price history since May 22, 2024

0.34

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Return for Risk

LEAD.TO vs. FGEP.TO — Risk / Return Rank

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

LEAD.TO
LEAD.TO Risk / Return Rank: 1010
Overall Rank
LEAD.TO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
LEAD.TO Sortino Ratio Rank: 99
Sortino Ratio Rank
LEAD.TO Omega Ratio Rank: 99
Omega Ratio Rank
LEAD.TO Calmar Ratio Rank: 1010
Calmar Ratio Rank
LEAD.TO Martin Ratio Rank: 1010
Martin Ratio Rank

FGEP.TO
FGEP.TO Risk / Return Rank: 9090
Overall Rank
FGEP.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FGEP.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
FGEP.TO Omega Ratio Rank: 9090
Omega Ratio Rank
FGEP.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
FGEP.TO Martin Ratio Rank: 9191
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.

LEAD.TO vs. FGEP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve Future Leadership Fund (LEAD.TO) and Fidelity Global Equity+ Fund ETF (FGEP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LEAD.TOFGEP.TODifference
Sharpe ratioReturn per unit of total volatility

-2.50

Sortino ratioReturn per unit of downside risk

-3.33

Omega ratioGain probability vs. loss probability

0.99

1.42

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.15

3.68

-3.83

Martin ratioReturn relative to average drawdown

-0.33

14.78

-15.10

LEAD.TO vs. FGEP.TO - Sharpe Ratio Comparison

The current LEAD.TO Sharpe Ratio is -0.18, which is lower than the FGEP.TO Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of LEAD.TO and FGEP.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LEAD.TO vs. FGEP.TO - Drawdown Comparison

The maximum LEAD.TO drawdown since its inception was -39.80%, which is greater than FGEP.TO's maximum drawdown of -14.78%. Use the drawdown chart below to compare losses from any high point for LEAD.TO and FGEP.TO.


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Drawdown Indicators


LEAD.TOFGEP.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.80%

-14.78%

-25.02%

Max Drawdown (1Y)

Largest decline over 1 year

-22.65%

-7.14%

-15.51%

Max Drawdown (3Y)

Largest decline over 3 years

-22.65%

Max Drawdown (5Y)

Largest decline over 5 years

-39.80%

Current Drawdown

Current decline from peak

-9.30%

-2.18%

-7.12%

Average Drawdown

Average peak-to-trough decline

-13.81%

-1.61%

-12.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.12%

1.77%

+8.35%

Volatility

LEAD.TO vs. FGEP.TO - Volatility Comparison

Evolve Future Leadership Fund (LEAD.TO) has a higher volatility of 5.40% compared to Fidelity Global Equity+ Fund ETF (FGEP.TO) at 3.09%. This indicates that LEAD.TO's price experiences larger fluctuations and is considered to be riskier than FGEP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEAD.TOFGEP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

3.09%

+2.31%

Volatility (6M)

Calculated over the trailing 6-month period

14.99%

9.25%

+5.74%

Volatility (1Y)

Calculated over the trailing 1-year period

18.57%

11.30%

+7.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.80%

12.71%

+9.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.02%

12.71%

+8.31%

LEAD.TO vs. FGEP.TO - Expense Ratio Comparison

LEAD.TO has a 0.92% expense ratio, which is lower than FGEP.TO's 1.16% expense ratio.


Dividends

LEAD.TO vs. FGEP.TO - Dividend Comparison

LEAD.TO's dividend yield for the trailing twelve months is around 11.67%, while FGEP.TO has not paid dividends to shareholders.


PositionTTM202520242023202220212020
FGEP.TO
Fidelity Global Equity+ Fund ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LEAD.TO
Evolve Future Leadership Fund
11.67%9.21%5.84%7.25%9.02%5.44%1.48%

Frequently Asked Questions


LEAD.TO and FGEP.TO have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LEAD.TO is cheaper at 0.92% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LEAD.TO is cheaper with a 0.92% expense ratio, compared with 1.16% for FGEP.TO.

They also come from different issuers: Evolve Funds Group Inc. and Fidelity. Their fees differ too: 0.92% for LEAD.TO and 1.16% for FGEP.TO.

Portfolio Optimizer

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