FCIL.NEO's Sortino Ratio of 2.32 indicates that for each unit of downside volatility, it generates 2.32 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 18, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
FCIL.NEO Sortino Ratio Rank
FCIL.NEO ranks above 64.9% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
FCIL.NEO Sortino Ratio Market Positioning
The chart shows FCIL.NEO's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.09 or lower
- Yellow zone (middle 50%): 1.09 to 2.58
- Green zone (top 25%): 2.58 or higher
- Top 1%: 13.48+
- Median: 1.92 — half of all investments score higher
How it compares to other similar ETFs
The table compares Fidelity International Low Volatility ETF's Sortino Ratio with other ETFs in the Foreign Large Cap Equities category across multiple time periods, showing how FCIL.NEO's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 18, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| RIDH.TO | RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF | 3.95 | |||
| VIDY.TO | Vanguard FTSE Developed ex North America High Dividend Yield Index ETF | 3.47 | |||
| FCRI.TO | Franklin International Core Equity Fund ETF Series | 3.19 | |||
| FCIV.TO | Fidelity International Value ETF | 2.97 | |||
| ZXM.TO | CI Morningstar International Momentum Index ETF Common Units CAD Hedged | 2.63 | |||
| DRFD.TO | Desjardins RI Developed ex-USA ex-Canada Multifactor - Net-Zero Emissions Pathway ETF | 2.61 | |||
| DRMD.TO | Desjardins RI Developed ex-USA ex-Canada - Net-Zero Emissions Pathway ETF | 2.44 | |||
| ESGE.TO | BMO MSCI EAFE Selection Equity Index ETF | 2.35 | |||
| FCIL.NEO | Fidelity International Low Volatility ETF | 2.32 | |||
| QDX.TO | Mackenzie International Equity Index ETF | 2.31 |
Historical Sortino Ratio
The chart shows FCIL.NEO's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when FCIL.NEO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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