ESGE.TO vs. FCRI.TO
ESGE.TO (BMO MSCI EAFE Selection Equity Index ETF) and FCRI.TO (Franklin International Core Equity Fund ETF Series) are both Foreign Large Cap Equities funds. Over the past year, ESGE.TO returned 24.06% vs 27.45% for FCRI.TO. At a 0.41 correlation, their price movements are largely independent.
Performance
ESGE.TO vs. FCRI.TO - Performance Comparison
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Returns By Period
In the year-to-date period, ESGE.TO achieves a 12.92% return, which is significantly higher than FCRI.TO's 10.17% return.
ESGE.TO
- 1D
- -0.36%
- 1M
- 0.46%
- 6M
- 8.19%
- YTD
- 12.92%
- 1Y
- 24.06%
- 3Y*
- 15.54%
- 5Y*
- 9.86%
- 10Y*
- —
FCRI.TO
- 1D
- -0.64%
- 1M
- 1.58%
- 6M
- 10.32%
- YTD
- 10.17%
- 1Y
- 27.45%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESGE.TO vs. FCRI.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ESGE.TO BMO MSCI EAFE Selection Equity Index ETF | 12.92% | 9.07% |
FCRI.TO Franklin International Core Equity Fund ETF Series | 10.17% | 15.58% |
Correlation
The correlation between ESGE.TO and FCRI.TO is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2025 | 0.41 |
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Return for Risk
ESGE.TO vs. FCRI.TO — Risk / Return Rank
ESGE.TO
FCRI.TO
ESGE.TO vs. FCRI.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 Franklin International Core Equity Fund ETF Series (FCRI.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.TO | FCRI.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.76 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 2.44 | -0.28 |
| Martin ratioReturn relative to average drawdown | 8.28 | 9.85 | -1.57 |
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Drawdowns
ESGE.TO vs. FCRI.TO - Drawdown Comparison
The maximum ESGE.TO drawdown since its inception was -27.77%, which is greater than FCRI.TO's maximum drawdown of -11.34%. Use the drawdown chart below to compare losses from any high point for ESGE.TO and FCRI.TO.
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Drawdown Indicators
| ESGE.TO | FCRI.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.77% | -11.34% | -16.43% |
Max Drawdown (1Y)Largest decline over 1 year | -11.17% | -11.34% | +0.17% |
Max Drawdown (3Y)Largest decline over 3 years | -14.68% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.79% | — | — |
Current DrawdownCurrent decline from peak | -2.46% | -2.68% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -1.49% | -3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.80% | +0.11% |
Volatility
ESGE.TO vs. FCRI.TO - Volatility Comparison
BMO MSCI EAFE Selection Equity Index ETF (ESGE.TO) has a higher volatility of 3.74% compared to Franklin International Core Equity Fund ETF Series (FCRI.TO) at 3.08%. This indicates that ESGE.TO's price experiences larger fluctuations and is considered to be riskier than FCRI.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.TO | FCRI.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 3.08% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 12.58% | 11.74% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.62% | 14.02% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 13.94% | -0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.27% | 13.94% | +2.33% |
Dividends
ESGE.TO vs. FCRI.TO - Dividend Comparison
ESGE.TO's dividend yield for the trailing twelve months is around 1.78%, less than FCRI.TO's 2.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ESGE.TO BMO MSCI EAFE Selection Equity Index ETF | 1.78% | 2.10% | 2.60% | 2.89% | 2.95% | 2.54% | 2.75% |
FCRI.TO Franklin International Core Equity Fund ETF Series | 2.55% | 2.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ESGE.TO and FCRI.TO have a correlation of 0.39, 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 Franklin Templeton.
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