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BGIE.TO vs. FCIN.NEO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGIE.TO vs. FCIN.NEO - Performance Comparison

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

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


2026 (YTD)20252024
BGIE.TO
Brompton Global Infrastructure ETF
10.08%21.56%23.72%
FCIN.NEO
Fidelity All-International Equity ETF
7.79%26.32%9.80%

Returns By Period

In the year-to-date period, BGIE.TO achieves a 10.08% return, which is significantly higher than FCIN.NEO's 7.79% return.


BGIE.TO

1D
1.57%
1M
-4.84%
YTD
10.08%
6M
8.72%
1Y
32.57%
3Y*
21.10%
5Y*
14.11%
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)

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


Return for Risk

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

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

BGIE.TO
BGIE.TO Risk / Return Rank: 8686
Overall Rank
BGIE.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BGIE.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
BGIE.TO Omega Ratio Rank: 8686
Omega Ratio Rank
BGIE.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
BGIE.TO Martin Ratio Rank: 8888
Martin Ratio Rank

FCIN.NEO
FCIN.NEO Risk / Return Rank: 7777
Overall Rank
FCIN.NEO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FCIN.NEO Sortino Ratio Rank: 8080
Sortino Ratio Rank
FCIN.NEO Omega Ratio Rank: 7777
Omega Ratio Rank
FCIN.NEO Calmar Ratio Rank: 7474
Calmar Ratio Rank
FCIN.NEO Martin Ratio Rank: 7575
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.

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

This table presents a comparison of risk-adjusted performance metrics for Brompton Global Infrastructure ETF (BGIE.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.


BGIE.TOFCIN.NEODifference

Sharpe ratio

Return per unit of total volatility

1.86

1.58

+0.28

Sortino ratio

Return per unit of downside risk

2.40

2.20

+0.20

Omega ratio

Gain probability vs. loss probability

1.36

1.31

+0.05

Calmar ratio

Return relative to maximum drawdown

2.97

2.28

+0.70

Martin ratio

Return relative to average drawdown

11.98

9.09

+2.89

BGIE.TO vs. FCIN.NEO - Sharpe Ratio Comparison

The current BGIE.TO Sharpe Ratio is 1.86, which is comparable to the FCIN.NEO Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of BGIE.TO and FCIN.NEO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BGIE.TOFCIN.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.58

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

1.49

-0.52

Correlation

The correlation between BGIE.TO and FCIN.NEO is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BGIE.TO vs. FCIN.NEO - Dividend Comparison

BGIE.TO's dividend yield for the trailing twelve months is around 4.83%, while FCIN.NEO has not paid dividends to shareholders.


TTM202520242023202220212020
BGIE.TO
Brompton Global Infrastructure ETF
4.83%4.95%4.89%5.19%4.79%4.10%3.07%
FCIN.NEO
Fidelity All-International Equity ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BGIE.TO vs. FCIN.NEO - Drawdown Comparison

The maximum BGIE.TO drawdown since its inception was -18.24%, which is greater than FCIN.NEO's maximum drawdown of -12.34%. Use the drawdown chart below to compare losses from any high point for BGIE.TO and FCIN.NEO.


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Drawdown Indicators


BGIE.TOFCIN.NEODifference

Max Drawdown

Largest peak-to-trough decline

-18.24%

-12.34%

-5.90%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-9.77%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-18.24%

Current Drawdown

Current decline from peak

-4.84%

-4.04%

-0.80%

Average Drawdown

Average peak-to-trough decline

-4.52%

-1.54%

-2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

2.52%

+0.20%

Volatility

BGIE.TO vs. FCIN.NEO - Volatility Comparison

The current volatility for Brompton Global Infrastructure ETF (BGIE.TO) is 6.02%, while Fidelity All-International Equity ETF (FCIN.NEO) has a volatility of 6.67%. This indicates that BGIE.TO experiences smaller price fluctuations and is considered to be less risky than FCIN.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGIE.TOFCIN.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

6.67%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

11.73%

10.37%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

17.62%

15.63%

+1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.62%

13.87%

+1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.27%

13.87%

+1.40%