PortfoliosLab logoPortfoliosLab logo
TCON.TO vs. FCNS.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TCON.TO vs. FCNS.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Conservative ETF Portfolio (TCON.TO) and Fidelity All-in-One Conservative ETF (FCNS.NEO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with TCON.TO having a 5.41% return and FCNS.NEO slightly lower at 5.36%.


TCON.TO

1D
-0.23%
1M
-1.00%
6M
4.01%
YTD
5.41%
1Y
11.80%
3Y*
10.36%
5Y*
5.13%
10Y*
ALL TIME*
5.36%

FCNS.NEO

1D
-0.39%
1M
-1.46%
6M
3.90%
YTD
5.36%
1Y
11.20%
3Y*
5Y*
10Y*
ALL TIME*
11.14%
*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$3.35MCA$4.12MCA$3.46M
CA$186.38KCA$201.50KCA$208.02K

TCON.TO vs. FCNS.NEO - Yearly Performance Comparison


2026 (YTD)20252024
TCON.TO
TD Conservative ETF Portfolio
5.41%10.47%8.26%
FCNS.NEO
Fidelity All-in-One Conservative ETF
5.36%9.95%9.08%

Correlation

The correlation between TCON.TO and FCNS.NEO is 0.86, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.86

Correlation (All Time)
Calculated using the full available price history since May 13, 2024

0.82

The correlation between TCON.TO and FCNS.NEO has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TCON.TO vs. FCNS.NEO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TCON.TO
TCON.TO Risk / Return Rank: 6868
Overall Rank
TCON.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
TCON.TO Sortino Ratio Rank: 7070
Sortino Ratio Rank
TCON.TO Omega Ratio Rank: 7171
Omega Ratio Rank
TCON.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
TCON.TO Martin Ratio Rank: 7272
Martin Ratio Rank

FCNS.NEO
FCNS.NEO Risk / Return Rank: 6262
Overall Rank
FCNS.NEO Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FCNS.NEO Sortino Ratio Rank: 6363
Sortino Ratio Rank
FCNS.NEO Omega Ratio Rank: 6262
Omega Ratio Rank
FCNS.NEO Calmar Ratio Rank: 5858
Calmar Ratio Rank
FCNS.NEO Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TCON.TO vs. FCNS.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Conservative ETF Portfolio (TCON.TO) and Fidelity All-in-One Conservative ETF (FCNS.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.


TCON.TOFCNS.NEODifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.32

1.30

+0.02

Calmar ratioReturn relative to maximum drawdown

2.28

2.28

0.00

Martin ratioReturn relative to average drawdown

9.44

8.70

+0.74

TCON.TO vs. FCNS.NEO - Sharpe Ratio Comparison

The current TCON.TO Sharpe Ratio is 1.73, which is comparable to the FCNS.NEO Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of TCON.TO and FCNS.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.


Loading charts...

Drawdowns

TCON.TO vs. FCNS.NEO - Drawdown Comparison

The maximum TCON.TO drawdown since its inception was -16.43%, which is greater than FCNS.NEO's maximum drawdown of -6.45%. Use the drawdown chart below to compare losses from any high point for TCON.TO and FCNS.NEO.


Loading charts...

Drawdown Indicators


TCON.TOFCNS.NEODifference

Max Drawdown

Largest peak-to-trough decline

-16.43%

-6.45%

-9.98%

Max Drawdown (1Y)

Largest decline over 1 year

-5.06%

-4.85%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-6.18%

Max Drawdown (5Y)

Largest decline over 5 years

-16.43%

Current Drawdown

Current decline from peak

-1.28%

-1.84%

+0.56%

Average Drawdown

Average peak-to-trough decline

-3.65%

-0.89%

-2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

1.27%

-0.05%

Volatility

TCON.TO vs. FCNS.NEO - Volatility Comparison

The current volatility for TD Conservative ETF Portfolio (TCON.TO) is 1.86%, while Fidelity All-in-One Conservative ETF (FCNS.NEO) has a volatility of 2.27%. This indicates that TCON.TO experiences smaller price fluctuations and is considered to be less risky than FCNS.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TCON.TOFCNS.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.86%

2.27%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

5.60%

5.86%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

6.70%

6.92%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.84%

6.92%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

6.92%

+0.62%

TCON.TO vs. FCNS.NEO - Expense Ratio Comparison

TCON.TO has a 0.17% expense ratio, which is lower than FCNS.NEO's 0.40% expense ratio.


Dividends

TCON.TO vs. FCNS.NEO - Dividend Comparison

TCON.TO's dividend yield for the trailing twelve months is around 2.57%, more than FCNS.NEO's 1.96% yield.


PositionTTM202520242023202220212020
FCNS.NEO
Fidelity All-in-One Conservative ETF
1.96%2.07%1.71%0.00%0.00%0.00%0.00%
TCON.TO
TD Conservative ETF Portfolio
2.57%2.88%3.48%3.27%2.69%1.96%1.03%

Frequently Asked Questions


TCON.TO and FCNS.NEO have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TCON.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TCON.TO is cheaper with a 0.17% expense ratio, compared with 0.40% for FCNS.NEO.

They also come from different issuers: TD and Fidelity. Their fees differ too: 0.17% for TCON.TO and 0.40% for FCNS.NEO.

Portfolio Optimizer

Find the right allocation for TCON.TO and FCNS.NEO

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

Open Portfolio Optimizer