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ESGE.TO vs. FCIV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGE.TO vs. FCIV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO MSCI EAFE Selection Equity Index ETF (ESGE.TO) and Fidelity International Value ETF (FCIV.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESGE.TO achieves a 14.35% return, which is significantly lower than FCIV.TO's 15.63% return.


ESGE.TO

1D
0.62%
1M
4.82%
YTD
14.35%
6M
14.12%
1Y
24.26%
3Y*
16.82%
5Y*
10.48%
10Y*

FCIV.TO

1D
-0.19%
1M
3.14%
YTD
15.63%
6M
15.48%
1Y
32.20%
3Y*
21.91%
5Y*
15.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGE.TO vs. FCIV.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ESGE.TO
BMO MSCI EAFE Selection Equity Index ETF
14.35%19.50%10.61%15.06%-11.25%11.14%11.57%
FCIV.TO
Fidelity International Value ETF
15.63%33.60%6.89%22.75%-0.22%14.15%4.49%

Correlation

The correlation between ESGE.TO and FCIV.TO is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2020

0.69

The correlation between ESGE.TO and FCIV.TO shifts across timeframes, from 0.69 (all time) to 0.79 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ESGE.TO vs. FCIV.TO — Risk / Return Rank

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

ESGE.TO
ESGE.TO Risk / Return Rank: 5656
Overall Rank
ESGE.TO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ESGE.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
ESGE.TO Omega Ratio Rank: 5656
Omega Ratio Rank
ESGE.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
ESGE.TO Martin Ratio Rank: 5555
Martin Ratio Rank

FCIV.TO
FCIV.TO Risk / Return Rank: 8181
Overall Rank
FCIV.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FCIV.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
FCIV.TO Omega Ratio Rank: 8080
Omega Ratio Rank
FCIV.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
FCIV.TO Martin Ratio Rank: 8383
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.

ESGE.TO vs. FCIV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO MSCI EAFE Selection Equity Index ETF (ESGE.TO) and Fidelity International Value ETF (FCIV.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.


ESGE.TOFCIV.TODifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.30

1.40

-0.10

Calmar ratioReturn relative to maximum drawdown

2.18

3.77

-1.59

Martin ratioReturn relative to average drawdown

8.38

14.14

-5.76

ESGE.TO vs. FCIV.TO - Sharpe Ratio Comparison

The current ESGE.TO Sharpe Ratio is 1.68, which is comparable to the FCIV.TO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of ESGE.TO and FCIV.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ESGE.TO vs. FCIV.TO - Drawdown Comparison

The maximum ESGE.TO drawdown since its inception was -27.77%, which is greater than FCIV.TO's maximum drawdown of -24.27%. Use the drawdown chart below to compare losses from any high point for ESGE.TO and FCIV.TO.


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Drawdown Indicators


ESGE.TOFCIV.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.77%

-24.27%

-3.50%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-8.59%

-2.58%

Max Drawdown (3Y)

Largest decline over 3 years

-14.68%

-16.59%

+1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-25.79%

-24.27%

-1.52%

Current Drawdown

Current decline from peak

0.00%

-0.19%

+0.19%

Average Drawdown

Average peak-to-trough decline

-5.30%

-4.06%

-1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.28%

+0.62%

Volatility

ESGE.TO vs. FCIV.TO - Volatility Comparison

BMO MSCI EAFE Selection Equity Index ETF (ESGE.TO) has a higher volatility of 4.23% compared to Fidelity International Value ETF (FCIV.TO) at 3.41%. This indicates that ESGE.TO's price experiences larger fluctuations and is considered to be riskier than FCIV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESGE.TOFCIV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

3.41%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

12.49%

11.16%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

14.50%

14.61%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.84%

15.21%

-1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.29%

15.50%

+0.79%

Dividends

ESGE.TO vs. FCIV.TO - Dividend Comparison

ESGE.TO's dividend yield for the trailing twelve months is around 1.75%, less than FCIV.TO's 2.16% yield.


PositionTTM202520242023202220212020
ESGE.TO
BMO MSCI EAFE Selection Equity Index ETF
1.75%2.10%2.60%2.89%2.95%2.54%2.75%
FCIV.TO
Fidelity International Value ETF
2.16%2.09%2.80%3.64%3.45%2.97%0.90%

Frequently Asked Questions


ESGE.TO and FCIV.TO have a correlation of 0.79, 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: BMO and Fidelity.

Portfolio Optimizer

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