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

Performance

ONEQ.TO vs. FGEP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Global Core Plus Equity ETF (ONEQ.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, ONEQ.TO achieves a 12.41% return, which is significantly lower than FGEP.TO's 18.10% return.


ONEQ.TO

1D
-0.02%
1M
-0.52%
YTD
12.41%
6M
12.14%
1Y
26.29%
3Y*
21.18%
5Y*
12.91%
10Y*
12.40%

FGEP.TO

1D
0.26%
1M
1.39%
YTD
18.10%
6M
17.82%
1Y
31.19%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
ONEQ.TO
CI Global Core Plus Equity ETF
12.41%17.62%8.73%
FGEP.TO
Fidelity Global Equity+ Fund ETF
18.10%17.44%9.88%

Correlation

The correlation between ONEQ.TO and FGEP.TO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.33

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Return for Risk

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

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

ONEQ.TO
ONEQ.TO Risk / Return Rank: 8787
Overall Rank
ONEQ.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ONEQ.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
ONEQ.TO Omega Ratio Rank: 8888
Omega Ratio Rank
ONEQ.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
ONEQ.TO Martin Ratio Rank: 9191
Martin Ratio Rank

FGEP.TO
FGEP.TO Risk / Return Rank: 9191
Overall Rank
FGEP.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FGEP.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
FGEP.TO Omega Ratio Rank: 9292
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.

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

This table presents a comparison of risk-adjusted performance metrics for CI Global Core Plus Equity ETF (ONEQ.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.


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

-0.57

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.47

1.53

-0.07

Calmar ratioReturn relative to maximum drawdown

4.08

4.39

-0.31

Martin ratioReturn relative to average drawdown

18.06

18.08

-0.02

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

The current ONEQ.TO Sharpe Ratio is 2.29, which is comparable to the FGEP.TO Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of ONEQ.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

ONEQ.TO vs. FGEP.TO - Drawdown Comparison

The maximum ONEQ.TO drawdown since its inception was -34.40%, 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 ONEQ.TO and FGEP.TO.


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Drawdown Indicators


ONEQ.TOFGEP.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.40%

-14.78%

-19.62%

Max Drawdown (1Y)

Largest decline over 1 year

-6.66%

-7.14%

+0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-16.08%

Max Drawdown (5Y)

Largest decline over 5 years

-17.61%

Max Drawdown (10Y)

Largest decline over 10 years

-34.40%

Current Drawdown

Current decline from peak

-1.58%

-1.17%

-0.41%

Average Drawdown

Average peak-to-trough decline

-3.71%

-1.62%

-2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

1.73%

-0.23%

Volatility

ONEQ.TO vs. FGEP.TO - Volatility Comparison

The current volatility for CI Global Core Plus Equity ETF (ONEQ.TO) is 3.68%, while Fidelity Global Equity+ Fund ETF (FGEP.TO) has a volatility of 4.04%. This indicates that ONEQ.TO experiences smaller price fluctuations and is considered to be less risky 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


ONEQ.TOFGEP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

4.04%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

9.01%

+0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

11.89%

10.98%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.27%

12.74%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.93%

12.74%

+1.19%

Dividends

ONEQ.TO vs. FGEP.TO - Dividend Comparison

ONEQ.TO's dividend yield for the trailing twelve months is around 1.62%, while FGEP.TO has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
FGEP.TO
Fidelity Global Equity+ Fund ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ONEQ.TO
CI Global Core Plus Equity ETF
1.62%1.60%1.05%1.53%1.38%0.89%1.22%1.39%0.94%1.03%1.22%

Frequently Asked Questions


ONEQ.TO and FGEP.TO have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: CI and Fidelity.

Portfolio Optimizer

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