TEQT.TO vs. FCIN.NEO

Last updated Apr 2, 2026

Compare and contrast key facts about TD All-Equity ETF Portfolio (TEQT.TO) and Fidelity All-International Equity ETF (FCIN.NEO).

TEQT.TO and FCIN.NEO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TEQT.TO is a passively managed fund by TD that tracks the performance of the 25% Solactive Canada Broad Market Index (C$, Net Total Return); 55% Solactive US Large Cap CAD Index (C$, Net Total Return); 20% Solactive GBS Developed Markets ex. North America Large & Mid Cap CAD Index (C$, Net Total Return). It was launched on Apr 8, 2025. FCIN.NEO is an actively managed fund by Fidelity. It was launched on Feb 1, 2024.

Performance

TEQT.TO vs. FCIN.NEO - Performance Comparison

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

TEQT.TO vs. FCIN.NEO - Yearly Performance Comparison

	2026 (YTD)	2025
TEQT.TO TD All-Equity ETF Portfolio	0.54%	27.04%
FCIN.NEO Fidelity All-International Equity ETF	7.79%	18.65%

Returns By Period

In the year-to-date period, TEQT.TO achieves a 0.54% return, which is significantly lower than FCIN.NEO's 7.79% return.

TEQT.TO

• 1D: 0.80%
• 1M: -3.23%
• YTD: 0.54%
• 6M: 2.82%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FCIN.NEO

• 1D: 1.56%
• 1M: -2.29%
• YTD: 7.79%
• 6M: 10.09%
• 1Y: 24.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TEQT.TO vs. FCIN.NEO - Expense Ratio Comparison

TEQT.TO

TD All-Equity ETF Portfolio

Return for Risk

TEQT.TO vs. FCIN.NEO — Risk / Return Rank

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

FCIN.NEO

FCIN.NEO Risk / Return Rank: 77
FCIN.NEO Sharpe Ratio Rank: 79
FCIN.NEO Sortino Ratio Rank: 80
FCIN.NEO Omega Ratio Rank: 77
FCIN.NEO Calmar Ratio Rank: 74
FCIN.NEO Martin Ratio Rank: 75

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.

TEQT.TO vs. FCIN.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD All-Equity ETF Portfolio (TEQT.TO) and Fidelity All-International Equity ETF (FCIN.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	TEQT.TO	FCIN.NEO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.35	1.49	+0.87

Correlation

The correlation between TEQT.TO and FCIN.NEO is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

TEQT.TO vs. FCIN.NEO - Dividend Comparison

TEQT.TO's dividend yield for the trailing twelve months is around 1.46%, while FCIN.NEO has not paid dividends to shareholders.

	TTM	2025
TEQT.TO TD All-Equity ETF Portfolio	1.46%	1.14%
FCIN.NEO Fidelity All-International Equity ETF	0.00%	0.00%

Drawdowns

TEQT.TO vs. FCIN.NEO - Drawdown Comparison

The maximum TEQT.TO drawdown since its inception was -7.62%, smaller than the maximum FCIN.NEO drawdown of -12.34%. Use the drawdown chart below to compare losses from any high point for TEQT.TO and FCIN.NEO.

Drawdown Indicators

	TEQT.TO	FCIN.NEO	Difference
Max Drawdown Largest peak-to-trough decline	-7.62%	-12.34%	+4.72%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.77%	—
Current Drawdown Current decline from peak	-3.96%	-4.04%	+0.08%
Average Drawdown Average peak-to-trough decline	-1.06%	-1.54%	+0.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.52%	—

Volatility

Volatility by Period

	TEQT.TO	FCIN.NEO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.67%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.37%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.42%	15.63%	-3.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.42%	13.87%	-1.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.42%	13.87%	-1.45%