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PRA.TO vs. FEQT.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRA.TO vs. FEQT.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Diversified Real Asset Fund (PRA.TO) and Fidelity All-in-One Equity ETF Fund (FEQT.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRA.TO achieves a 26.15% return, which is significantly higher than FEQT.NEO's 12.69% return.


PRA.TO

1D
0.42%
1M
5.87%
6M
15.04%
YTD
26.15%
1Y
38.59%
3Y*
17.58%
5Y*
15.86%
10Y*
10.51%
ALL TIME*
7.94%

FEQT.NEO

1D
0.48%
1M
1.29%
6M
9.04%
YTD
12.69%
1Y
23.31%
3Y*
22.78%
5Y*
10Y*
ALL TIME*
16.37%
*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$6.22MCA$6.15MCA$8.36M
CA$227.74KCA$395.74KCA$474.14K

PRA.TO vs. FEQT.NEO - Yearly Performance Comparison


2026 (YTD)2025202420232022
PRA.TO
Purpose Diversified Real Asset Fund
26.15%18.21%8.78%2.07%13.98%
FEQT.NEO
Fidelity All-in-One Equity ETF Fund
12.69%19.42%29.43%17.95%-3.63%

Correlation

The correlation between PRA.TO and FEQT.NEO is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Jan 20, 2022

0.41

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Return for Risk

PRA.TO vs. FEQT.NEO — Risk / Return Rank

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

PRA.TO
PRA.TO Risk / Return Rank: 9595
Overall Rank
PRA.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PRA.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
PRA.TO Omega Ratio Rank: 9595
Omega Ratio Rank
PRA.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
PRA.TO Martin Ratio Rank: 9595
Martin Ratio Rank

FEQT.NEO
FEQT.NEO Risk / Return Rank: 8383
Overall Rank
FEQT.NEO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FEQT.NEO Sortino Ratio Rank: 8686
Sortino Ratio Rank
FEQT.NEO Omega Ratio Rank: 8686
Omega Ratio Rank
FEQT.NEO Calmar Ratio Rank: 7777
Calmar Ratio Rank
FEQT.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.

PRA.TO vs. FEQT.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Diversified Real Asset Fund (PRA.TO) and Fidelity All-in-One Equity ETF Fund (FEQT.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.


PRA.TOFEQT.NEODifference
Sharpe ratioReturn per unit of total volatility

+1.15

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.53

1.37

+0.16

Calmar ratioReturn relative to maximum drawdown

6.32

2.82

+3.50

Martin ratioReturn relative to average drawdown

20.55

11.60

+8.95

PRA.TO vs. FEQT.NEO - Sharpe Ratio Comparison

The current PRA.TO Sharpe Ratio is 3.08, which is higher than the FEQT.NEO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of PRA.TO and FEQT.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

PRA.TO vs. FEQT.NEO - Drawdown Comparison

The maximum PRA.TO drawdown since its inception was -34.17%, which is greater than FEQT.NEO's maximum drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for PRA.TO and FEQT.NEO.


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Drawdown Indicators


PRA.TOFEQT.NEODifference

Max Drawdown

Largest peak-to-trough decline

-34.17%

-15.98%

-18.19%

Max Drawdown (1Y)

Largest decline over 1 year

-6.13%

-8.31%

+2.18%

Max Drawdown (3Y)

Largest decline over 3 years

-13.47%

-13.24%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-19.37%

Max Drawdown (10Y)

Largest decline over 10 years

-32.26%

Current Drawdown

Current decline from peak

-0.34%

-1.83%

+1.49%

Average Drawdown

Average peak-to-trough decline

-7.57%

-2.83%

-4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

2.01%

-0.13%

Volatility

PRA.TO vs. FEQT.NEO - Volatility Comparison

The current volatility for Purpose Diversified Real Asset Fund (PRA.TO) is 2.76%, while Fidelity All-in-One Equity ETF Fund (FEQT.NEO) has a volatility of 3.01%. This indicates that PRA.TO experiences smaller price fluctuations and is considered to be less risky than FEQT.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRA.TOFEQT.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.76%

3.01%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.46%

10.06%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

12.60%

12.16%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.59%

12.56%

+1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.45%

12.56%

+1.89%

PRA.TO vs. FEQT.NEO - Expense Ratio Comparison

PRA.TO has a 0.73% expense ratio, which is higher than FEQT.NEO's 0.43% expense ratio.


Dividends

PRA.TO vs. FEQT.NEO - Dividend Comparison

PRA.TO's dividend yield for the trailing twelve months is around 2.07%, more than FEQT.NEO's 0.81% yield.


PositionTTM20252024202320222021202020192018201720162015
FEQT.NEO
Fidelity All-in-One Equity ETF Fund
0.81%0.91%0.91%1.33%1.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRA.TO
Purpose Diversified Real Asset Fund
2.07%3.23%2.95%3.12%1.93%1.25%1.52%1.57%1.77%1.93%1.64%2.09%

Frequently Asked Questions


PRA.TO and FEQT.NEO have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FEQT.NEO is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FEQT.NEO is cheaper with a 0.43% expense ratio, compared with 0.73% for PRA.TO.

They also come from different issuers: Purpose Investments Inc. and Fidelity. Their fees differ too: 0.73% for PRA.TO and 0.43% for FEQT.NEO.

Portfolio Optimizer

Find the right allocation for PRA.TO and FEQT.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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