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FCCD.TO vs. LLYH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCCD.TO vs. LLYH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Canadian High Dividend Index ETF (FCCD.TO) and Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.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, FCCD.TO achieves a 14.15% return, which is significantly higher than LLYH.TO's 3.76% return.


FCCD.TO

1D
-0.07%
1M
3.50%
YTD
14.15%
6M
15.72%
1Y
32.15%
3Y*
19.49%
5Y*
12.03%
10Y*

LLYH.TO

1D
1.49%
1M
11.47%
YTD
3.76%
6M
6.93%
1Y
39.69%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCCD.TO vs. LLYH.TO - Yearly Performance Comparison


2026 (YTD)20252024
FCCD.TO
Fidelity Canadian High Dividend Index ETF
14.15%25.05%5.07%
LLYH.TO
Harvest Eli Lilly High Income Shares ETF Class A Units
3.76%24.63%-11.16%

Correlation

The correlation between FCCD.TO and LLYH.TO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2024

0.17

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Return for Risk

FCCD.TO vs. LLYH.TO — Risk / Return Rank

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

FCCD.TO
FCCD.TO Risk / Return Rank: 9494
Overall Rank
FCCD.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FCCD.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
FCCD.TO Omega Ratio Rank: 9595
Omega Ratio Rank
FCCD.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
FCCD.TO Martin Ratio Rank: 9494
Martin Ratio Rank

LLYH.TO
LLYH.TO Risk / Return Rank: 3636
Overall Rank
LLYH.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
LLYH.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
LLYH.TO Omega Ratio Rank: 3838
Omega Ratio Rank
LLYH.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
LLYH.TO Martin Ratio Rank: 3535
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.

FCCD.TO vs. LLYH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Canadian High Dividend Index ETF (FCCD.TO) and Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.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.


FCCD.TOLLYH.TODifference
Sharpe ratioReturn per unit of total volatility

+2.66

Sortino ratioReturn per unit of downside risk

+3.71

Omega ratioGain probability vs. loss probability

1.74

1.25

+0.49

Calmar ratioReturn relative to maximum drawdown

5.70

1.90

+3.80

Martin ratioReturn relative to average drawdown

27.08

5.21

+21.87

FCCD.TO vs. LLYH.TO - Sharpe Ratio Comparison

The current FCCD.TO Sharpe Ratio is 3.87, which is higher than the LLYH.TO Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of FCCD.TO and LLYH.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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Sharpe Ratios by Period


FCCD.TOLLYH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.87

1.21

+2.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.24

+0.38

Drawdowns

FCCD.TO vs. LLYH.TO - Drawdown Comparison

The maximum FCCD.TO drawdown since its inception was -43.53%, which is greater than LLYH.TO's maximum drawdown of -31.00%. Use the drawdown chart below to compare losses from any high point for FCCD.TO and LLYH.TO.


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Drawdown Indicators


FCCD.TOLLYH.TODifference

Max Drawdown

Largest peak-to-trough decline

-43.53%

-31.00%

-12.53%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

-20.97%

+15.30%

Max Drawdown (3Y)

Largest decline over 3 years

-9.94%

Max Drawdown (5Y)

Largest decline over 5 years

-19.24%

Current Drawdown

Current decline from peak

-0.44%

-2.39%

+1.95%

Average Drawdown

Average peak-to-trough decline

-6.39%

-10.18%

+3.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

7.64%

-6.45%

Volatility

FCCD.TO vs. LLYH.TO - Volatility Comparison

The current volatility for Fidelity Canadian High Dividend Index ETF (FCCD.TO) is 2.54%, while Harvest Eli Lilly High Income Shares ETF Class A Units (LLYH.TO) has a volatility of 6.85%. This indicates that FCCD.TO experiences smaller price fluctuations and is considered to be less risky than LLYH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCCD.TOLLYH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

6.85%

-4.31%

Volatility (6M)

Calculated over the trailing 6-month period

6.80%

24.78%

-17.98%

Volatility (1Y)

Calculated over the trailing 1-year period

8.37%

33.04%

-24.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.52%

33.82%

-22.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.11%

33.82%

-16.71%

FCCD.TO vs. LLYH.TO - Expense Ratio Comparison

FCCD.TO has a 0.35% expense ratio, which is lower than LLYH.TO's 0.40% expense ratio.


Dividends

FCCD.TO vs. LLYH.TO - Dividend Comparison

FCCD.TO's dividend yield for the trailing twelve months is around 2.97%, less than LLYH.TO's 17.81% yield.


PositionTTM20252024202320222021202020192018
FCCD.TO
Fidelity Canadian High Dividend Index ETF
2.97%3.56%4.27%4.65%4.01%3.02%4.74%3.80%0.47%
LLYH.TO
Harvest Eli Lilly High Income Shares ETF Class A Units
17.81%17.54%6.17%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FCCD.TO and LLYH.TO have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FCCD.TO is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FCCD.TO is cheaper with a 0.35% expense ratio, compared with 0.40% for LLYH.TO.

They also come from different issuers: Fidelity and Harvest. Their fees differ too: 0.35% for FCCD.TO and 0.40% for LLYH.TO.

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