BLOV.TO vs. FCID.TO
BLOV.TO (Brompton North American Low Volatility Dividend ETF) and FCID.TO (Fidelity International High Dividend ETF) are both Dividend funds. BLOV.TO is actively managed, while FCID.TO is passively managed. Over the past 5 years, BLOV.TO returned 8.19%/yr vs 14.25%/yr for FCID.TO. At a 0.14 correlation, their price movements are largely independent.
Performance
BLOV.TO vs. FCID.TO - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with BLOV.TO having a 13.38% return and FCID.TO slightly higher at 14.03%.
BLOV.TO
- 1D
- 0.22%
- 1M
- 1.49%
- 6M
- 12.19%
- YTD
- 13.38%
- 1Y
- 19.69%
- 3Y*
- 12.75%
- 5Y*
- 8.19%
- 10Y*
- —
FCID.TO
- 1D
- 0.63%
- 1M
- 1.89%
- 6M
- 9.70%
- YTD
- 14.03%
- 1Y
- 28.93%
- 3Y*
- 19.91%
- 5Y*
- 14.25%
- 10Y*
- —
BLOV.TO vs. FCID.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 13.38% | 14.08% | 11.35% | -1.53% | -6.53% | 21.12% | 8.97% |
FCID.TO Fidelity International High Dividend ETF | 14.03% | 29.43% | 8.48% | 15.21% | 4.07% | 14.74% | 16.77% |
Correlation
The correlation between BLOV.TO and FCID.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since May 5, 2020 | 0.14 |
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Return for Risk
BLOV.TO vs. FCID.TO — Risk / Return Rank
BLOV.TO
FCID.TO
BLOV.TO vs. FCID.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton North American Low Volatility Dividend ETF (BLOV.TO) and Fidelity International High Dividend ETF (FCID.TO). 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.
| BLOV.TO | FCID.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.40 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.95 | 3.31 | +0.64 |
| Martin ratioReturn relative to average drawdown | 13.24 | 12.78 | +0.46 |
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Drawdowns
BLOV.TO vs. FCID.TO - Drawdown Comparison
The maximum BLOV.TO drawdown since its inception was -46.98%, which is greater than FCID.TO's maximum drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for BLOV.TO and FCID.TO.
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Drawdown Indicators
| BLOV.TO | FCID.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.98% | -34.49% | -12.49% |
Max Drawdown (1Y)Largest decline over 1 year | -5.23% | -8.78% | +3.55% |
Max Drawdown (3Y)Largest decline over 3 years | -41.86% | -15.86% | -26.00% |
Max Drawdown (5Y)Largest decline over 5 years | -46.98% | -19.68% | -27.30% |
Current DrawdownCurrent decline from peak | -1.43% | 0.00% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -4.48% | -5.66% | +1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 2.27% | -0.71% |
Volatility
BLOV.TO vs. FCID.TO - Volatility Comparison
Brompton North American Low Volatility Dividend ETF (BLOV.TO) has a higher volatility of 4.96% compared to Fidelity International High Dividend ETF (FCID.TO) at 2.86%. This indicates that BLOV.TO's price experiences larger fluctuations and is considered to be riskier than FCID.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BLOV.TO | FCID.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 2.86% | +2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 10.85% | -3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.20% | 13.03% | -3.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.19% | 13.28% | +19.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.18% | 16.73% | +13.45% |
Dividends
BLOV.TO vs. FCID.TO - Dividend Comparison
BLOV.TO's dividend yield for the trailing twelve months is around 3.71%, less than FCID.TO's 3.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 3.71% | 4.13% | 4.51% | 4.80% | 4.25% | 3.19% | 2.45% | 0.00% | 0.00% |
FCID.TO Fidelity International High Dividend ETF | 3.81% | 2.89% | 3.53% | 4.49% | 5.08% | 3.20% | 3.78% | 3.82% | 0.08% |
Frequently Asked Questions
BLOV.TO and FCID.TO have a correlation of 0.15, 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: Brompton and Fidelity.
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