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PMM.TO vs. FCLS.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PMM.TO vs. FCLS.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Multi-Strategy Market Neutral Fund (PMM.TO) and Fidelity Canadian Long/Short Alternative ETF (FCLS.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with PMM.TO having a 6.44% return and FCLS.NEO slightly lower at 6.24%.


PMM.TO

1D
-0.43%
1M
0.25%
6M
2.15%
YTD
6.44%
1Y
15.65%
3Y*
11.85%
5Y*
6.51%
10Y*
3.27%

FCLS.NEO

1D
-0.54%
1M
-3.04%
6M
1.24%
YTD
6.24%
1Y
15.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PMM.TO vs. FCLS.NEO - Yearly Performance Comparison


2026 (YTD)20252024
PMM.TO
Purpose Multi-Strategy Market Neutral Fund
6.44%6.07%17.92%
FCLS.NEO
Fidelity Canadian Long/Short Alternative ETF
6.24%18.33%17.30%

Correlation

The correlation between PMM.TO and FCLS.NEO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2024

0.23

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Return for Risk

PMM.TO vs. FCLS.NEO — Risk / Return Rank

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

PMM.TO
PMM.TO Risk / Return Rank: 7373
Overall Rank
PMM.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PMM.TO Sortino Ratio Rank: 6262
Sortino Ratio Rank
PMM.TO Omega Ratio Rank: 6565
Omega Ratio Rank
PMM.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
PMM.TO Martin Ratio Rank: 8383
Martin Ratio Rank

FCLS.NEO
FCLS.NEO Risk / Return Rank: 3838
Overall Rank
FCLS.NEO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FCLS.NEO Sortino Ratio Rank: 3434
Sortino Ratio Rank
FCLS.NEO Omega Ratio Rank: 4949
Omega Ratio Rank
FCLS.NEO Calmar Ratio Rank: 3131
Calmar Ratio Rank
FCLS.NEO Martin Ratio Rank: 4141
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.

PMM.TO vs. FCLS.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Multi-Strategy Market Neutral Fund (PMM.TO) and Fidelity Canadian Long/Short Alternative ETF (FCLS.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.

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.


PMM.TOFCLS.NEODifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.79

Omega ratioGain probability vs. loss probability

1.31

1.25

+0.06

Calmar ratioReturn relative to maximum drawdown

4.58

1.29

+3.29

Martin ratioReturn relative to average drawdown

12.78

5.24

+7.54

PMM.TO vs. FCLS.NEO - Sharpe Ratio Comparison

The current PMM.TO Sharpe Ratio is 1.69, which is higher than the FCLS.NEO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of PMM.TO and FCLS.NEO, 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

PMM.TO vs. FCLS.NEO - Drawdown Comparison

The maximum PMM.TO drawdown since its inception was -23.50%, which is greater than FCLS.NEO's maximum drawdown of -14.39%. Use the drawdown chart below to compare losses from any high point for PMM.TO and FCLS.NEO.


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Drawdown Indicators


PMM.TOFCLS.NEODifference

Max Drawdown

Largest peak-to-trough decline

-23.50%

-14.39%

-9.11%

Max Drawdown (1Y)

Largest decline over 1 year

-3.50%

-12.39%

+8.89%

Max Drawdown (3Y)

Largest decline over 3 years

-9.87%

Max Drawdown (5Y)

Largest decline over 5 years

-11.18%

Max Drawdown (10Y)

Largest decline over 10 years

-23.50%

Current Drawdown

Current decline from peak

-1.06%

-3.04%

+1.98%

Average Drawdown

Average peak-to-trough decline

-7.88%

-2.11%

-5.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

3.05%

-1.80%

Volatility

PMM.TO vs. FCLS.NEO - Volatility Comparison

The current volatility for Purpose Multi-Strategy Market Neutral Fund (PMM.TO) is 3.34%, while Fidelity Canadian Long/Short Alternative ETF (FCLS.NEO) has a volatility of 3.93%. This indicates that PMM.TO experiences smaller price fluctuations and is considered to be less risky than FCLS.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMM.TOFCLS.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

3.93%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

6.31%

13.88%

-7.57%

Volatility (1Y)

Calculated over the trailing 1-year period

9.49%

15.82%

-6.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.95%

14.02%

-4.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.07%

14.02%

-3.95%

Dividends

PMM.TO vs. FCLS.NEO - Dividend Comparison

PMM.TO has not paid dividends to shareholders, while FCLS.NEO's dividend yield for the trailing twelve months is around 0.62%.


PositionTTM202520242023202220212020201920182017
FCLS.NEO
Fidelity Canadian Long/Short Alternative ETF
0.62%0.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PMM.TO
Purpose Multi-Strategy Market Neutral Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.92%2.44%

Frequently Asked Questions


PMM.TO and FCLS.NEO have a correlation of 0.23, 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: Purpose Investments and Fidelity.

Portfolio Optimizer

Find the right allocation for PMM.TO and FCLS.NEO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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