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DCBC.TO vs. FCSB.NEO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DCBC.TO vs. FCSB.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Desjardins Canadian Corporate Bond Index ETF (DCBC.TO) and Fidelity Canadian Short Term Corporate Bond ETF (FCSB.NEO). The values are adjusted to include any dividend payments, if applicable.

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DCBC.TO vs. FCSB.NEO - Yearly Performance Comparison


2026 (YTD)20252024
DCBC.TO
Desjardins Canadian Corporate Bond Index ETF
0.18%3.94%731.37%
FCSB.NEO
Fidelity Canadian Short Term Corporate Bond ETF
0.36%4.15%6.83%

Returns By Period

In the year-to-date period, DCBC.TO achieves a 0.18% return, which is significantly lower than FCSB.NEO's 0.36% return.


DCBC.TO

1D
0.00%
1M
-1.81%
YTD
0.18%
6M
0.39%
1Y
2.41%
3Y*
5Y*
10Y*

FCSB.NEO

1D
0.24%
1M
-0.81%
YTD
0.36%
6M
0.68%
1Y
3.07%
3Y*
5.49%
5Y*
2.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DCBC.TO vs. FCSB.NEO - Expense Ratio Comparison

DCBC.TO has a 0.17% expense ratio, which is lower than FCSB.NEO's 0.44% expense ratio.


Return for Risk

DCBC.TO vs. FCSB.NEO — Risk / Return Rank

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

DCBC.TO
DCBC.TO Risk / Return Rank: 3333
Overall Rank
DCBC.TO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DCBC.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
DCBC.TO Omega Ratio Rank: 2727
Omega Ratio Rank
DCBC.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
DCBC.TO Martin Ratio Rank: 3838
Martin Ratio Rank

FCSB.NEO
FCSB.NEO Risk / Return Rank: 6464
Overall Rank
FCSB.NEO Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FCSB.NEO Sortino Ratio Rank: 6262
Sortino Ratio Rank
FCSB.NEO Omega Ratio Rank: 5151
Omega Ratio Rank
FCSB.NEO Calmar Ratio Rank: 7474
Calmar Ratio Rank
FCSB.NEO Martin Ratio Rank: 7373
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.

DCBC.TO vs. FCSB.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Desjardins Canadian Corporate Bond Index ETF (DCBC.TO) and Fidelity Canadian Short Term Corporate Bond ETF (FCSB.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.


DCBC.TOFCSB.NEODifference

Sharpe ratio

Return per unit of total volatility

0.61

1.10

-0.48

Sortino ratio

Return per unit of downside risk

0.86

1.61

-0.75

Omega ratio

Gain probability vs. loss probability

1.12

1.20

-0.08

Calmar ratio

Return relative to maximum drawdown

1.07

1.99

-0.92

Martin ratio

Return relative to average drawdown

3.59

7.87

-4.27

DCBC.TO vs. FCSB.NEO - Sharpe Ratio Comparison

The current DCBC.TO Sharpe Ratio is 0.61, which is lower than the FCSB.NEO Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of DCBC.TO and FCSB.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


DCBC.TOFCSB.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.10

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.63

-0.21

Correlation

The correlation between DCBC.TO and FCSB.NEO is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DCBC.TO vs. FCSB.NEO - Dividend Comparison

DCBC.TO's dividend yield for the trailing twelve months is around 3.88%, more than FCSB.NEO's 3.79% yield.


TTM2025202420232022202120202019
DCBC.TO
Desjardins Canadian Corporate Bond Index ETF
3.88%3.55%2.69%0.00%0.00%0.00%0.00%0.00%
FCSB.NEO
Fidelity Canadian Short Term Corporate Bond ETF
3.79%3.73%3.59%3.06%2.09%1.58%2.34%0.38%

Drawdowns

DCBC.TO vs. FCSB.NEO - Drawdown Comparison

The maximum DCBC.TO drawdown since its inception was -2.57%, smaller than the maximum FCSB.NEO drawdown of -12.48%. Use the drawdown chart below to compare losses from any high point for DCBC.TO and FCSB.NEO.


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Drawdown Indicators


DCBC.TOFCSB.NEODifference

Max Drawdown

Largest peak-to-trough decline

-2.57%

-12.48%

+9.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-1.58%

-0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-7.44%

Current Drawdown

Current decline from peak

-1.81%

-0.92%

-0.89%

Average Drawdown

Average peak-to-trough decline

-0.55%

-1.53%

+0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

0.40%

+0.36%

Volatility

DCBC.TO vs. FCSB.NEO - Volatility Comparison

Desjardins Canadian Corporate Bond Index ETF (DCBC.TO) has a higher volatility of 1.77% compared to Fidelity Canadian Short Term Corporate Bond ETF (FCSB.NEO) at 1.25%. This indicates that DCBC.TO's price experiences larger fluctuations and is considered to be riskier than FCSB.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DCBC.TOFCSB.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

1.25%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

2.04%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

3.95%

2.81%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

484.63%

3.29%

+481.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

484.63%

5.00%

+479.63%