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

Performance

TCON.TO vs. FEQT.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 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, TCON.TO achieves a 5.47% return, which is significantly lower than FEQT.NEO's 10.30% return.


TCON.TO

1D
-0.12%
1M
3.36%
YTD
5.47%
6M
5.16%
1Y
13.36%
3Y*
10.64%
5Y*
5.86%
10Y*

FEQT.NEO

1D
-0.38%
1M
4.01%
YTD
10.30%
6M
10.63%
1Y
24.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
TCON.TO
TD Conservative ETF Portfolio
5.47%10.47%8.18%
FEQT.NEO
Fidelity All-in-One Equity ETF Fund
10.30%19.42%14.08%

Correlation

The correlation between TCON.TO and FEQT.NEO is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.78

Correlation (All Time)
Calculated using the full available price history since May 14, 2024

0.66

The correlation between TCON.TO and FEQT.NEO shifts across timeframes, from 0.66 (all time) to 0.78 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

TCON.TO
TCON.TO Risk / Return Rank: 6363
Overall Rank
TCON.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TCON.TO Sortino Ratio Rank: 6767
Sortino Ratio Rank
TCON.TO Omega Ratio Rank: 6969
Omega Ratio Rank
TCON.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
TCON.TO Martin Ratio Rank: 6363
Martin Ratio Rank

FEQT.NEO
FEQT.NEO Risk / Return Rank: 6666
Overall Rank
FEQT.NEO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FEQT.NEO Sortino Ratio Rank: 6868
Sortino Ratio Rank
FEQT.NEO Omega Ratio Rank: 6969
Omega Ratio Rank
FEQT.NEO Calmar Ratio Rank: 6060
Calmar Ratio Rank
FEQT.NEO Martin Ratio Rank: 6969
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.

TCON.TO vs. FEQT.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 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.


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

-0.13

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.41

1.42

-0.01

Calmar ratioReturn relative to maximum drawdown

2.65

2.99

-0.34

Martin ratioReturn relative to average drawdown

11.37

12.96

-1.59

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

The current TCON.TO Sharpe Ratio is 2.13, which is comparable to the FEQT.NEO Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of TCON.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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Sharpe Ratios by Period


TCON.TOFEQT.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

2.26

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

1.77

-1.04

Drawdowns

TCON.TO vs. FEQT.NEO - Drawdown Comparison

The maximum TCON.TO drawdown since its inception was -16.43%, which is greater than FEQT.NEO's maximum drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for TCON.TO and FEQT.NEO.


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Drawdown Indicators


TCON.TOFEQT.NEODifference

Max Drawdown

Largest peak-to-trough decline

-16.43%

-13.24%

-3.19%

Max Drawdown (1Y)

Largest decline over 1 year

-5.06%

-8.31%

+3.25%

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

-0.12%

-1.02%

+0.90%

Average Drawdown

Average peak-to-trough decline

-3.74%

-1.45%

-2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.18%

1.91%

-0.73%

Volatility

TCON.TO vs. FEQT.NEO - Volatility Comparison

The current volatility for TD Conservative ETF Portfolio (TCON.TO) is 1.98%, while Fidelity All-in-One Equity ETF Fund (FEQT.NEO) has a volatility of 3.89%. This indicates that TCON.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


TCON.TOFEQT.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.98%

3.89%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

5.27%

8.88%

-3.61%

Volatility (1Y)

Calculated over the trailing 1-year period

6.30%

11.01%

-4.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.78%

12.45%

-4.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.56%

12.45%

-4.89%

Dividends

TCON.TO vs. FEQT.NEO - Dividend Comparison

TCON.TO's dividend yield for the trailing twelve months is around 2.62%, more than FEQT.NEO's 0.82% yield.


PositionTTM202520242023202220212020
FEQT.NEO
Fidelity All-in-One Equity ETF Fund
0.82%0.91%0.91%0.00%0.00%0.00%0.00%
TCON.TO
TD Conservative ETF Portfolio
2.62%2.88%3.48%3.27%2.69%1.87%1.03%

Frequently Asked Questions


TCON.TO and FEQT.NEO have a correlation of 0.78, 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: TD and Fidelity.

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