DGR.TO vs. FCCD.TO
DGR.TO (CI U.S. Quality Dividend Growth Index ETF) and FCCD.TO (Fidelity Canadian High Dividend Index ETF) are both Dividend funds. Over the past 5 years, DGR.TO returned 10.28%/yr vs 11.80%/yr for FCCD.TO. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
DGR.TO vs. FCCD.TO - Performance Comparison
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Returns By Period
In the year-to-date period, DGR.TO achieves a 5.64% return, which is significantly lower than FCCD.TO's 13.97% return.
DGR.TO
- 1D
- 0.37%
- 1M
- -1.64%
- YTD
- 5.64%
- 6M
- 5.56%
- 1Y
- 13.36%
- 3Y*
- 12.68%
- 5Y*
- 10.28%
- 10Y*
- —
FCCD.TO
- 1D
- 0.00%
- 1M
- 1.02%
- YTD
- 13.97%
- 6M
- 13.36%
- 1Y
- 30.99%
- 3Y*
- 19.54%
- 5Y*
- 11.80%
- 10Y*
- —
DGR.TO vs. FCCD.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DGR.TO CI U.S. Quality Dividend Growth Index ETF | 5.64% | 10.57% | 16.04% | 17.92% | -8.16% | 24.28% | 10.08% | 28.48% | -13.33% |
FCCD.TO Fidelity Canadian High Dividend Index ETF | 13.97% | 25.05% | 16.92% | 3.35% | -4.04% | 29.46% | -8.44% | 20.71% | -8.25% |
Correlation
The correlation between DGR.TO and FCCD.TO is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2018 | 0.52 |
The correlation between DGR.TO and FCCD.TO shifts across timeframes, from 0.37 (1 year) to 0.56 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DGR.TO vs. FCCD.TO — Risk / Return Rank
DGR.TO
FCCD.TO
DGR.TO vs. FCCD.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI U.S. Quality Dividend Growth Index ETF (DGR.TO) and Fidelity Canadian High Dividend Index ETF (FCCD.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.
| DGR.TO | FCCD.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.35 | ||
| Sortino ratioReturn per unit of downside risk | -3.08 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.67 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 5.49 | -3.92 |
| Martin ratioReturn relative to average drawdown | 6.30 | 25.50 | -19.20 |
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Drawdowns
DGR.TO vs. FCCD.TO - Drawdown Comparison
The maximum DGR.TO drawdown since its inception was -30.73%, smaller than the maximum FCCD.TO drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for DGR.TO and FCCD.TO.
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Drawdown Indicators
| DGR.TO | FCCD.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.73% | -43.53% | +12.80% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -5.67% | -2.88% |
Max Drawdown (3Y)Largest decline over 3 years | -16.65% | -9.94% | -6.71% |
Max Drawdown (5Y)Largest decline over 5 years | -17.92% | -19.24% | +1.32% |
Current DrawdownCurrent decline from peak | -2.31% | -1.41% | -0.90% |
Average DrawdownAverage peak-to-trough decline | -3.52% | -6.33% | +2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.22% | +0.91% |
Volatility
DGR.TO vs. FCCD.TO - Volatility Comparison
CI U.S. Quality Dividend Growth Index ETF (DGR.TO) has a higher volatility of 3.43% compared to Fidelity Canadian High Dividend Index ETF (FCCD.TO) at 2.71%. This indicates that DGR.TO's price experiences larger fluctuations and is considered to be riskier than FCCD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGR.TO | FCCD.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 2.71% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 8.15% | 7.01% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 8.60% | +1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 11.52% | +2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.23% | 17.03% | -1.80% |
Dividends
DGR.TO vs. FCCD.TO - Dividend Comparison
DGR.TO's dividend yield for the trailing twelve months is around 1.15%, less than FCCD.TO's 3.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DGR.TO CI U.S. Quality Dividend Growth Index ETF | 1.15% | 1.24% | 0.94% | 1.53% | 1.70% | 1.26% | 1.29% | 1.67% | 1.94% | 1.29% | 0.62% |
FCCD.TO Fidelity Canadian High Dividend Index ETF | 3.03% | 3.56% | 4.27% | 4.65% | 4.01% | 3.02% | 4.74% | 3.80% | 0.16% | 0.00% | 0.00% |
Frequently Asked Questions
DGR.TO and FCCD.TO have a correlation of 0.37, 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: CI and Fidelity.
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