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FCCV.TO vs. CLSA.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCCV.TO vs. CLSA.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Canadian Value ETF (FCCV.TO) and Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO). The values are adjusted to include any dividend payments, if applicable.

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FCCV.TO vs. CLSA.TO - Yearly Performance Comparison


2026 (YTD)2025
FCCV.TO
Fidelity Canadian Value ETF
5.92%34.33%
CLSA.TO
Brompton Split Corp. Enhanced Equity Income ETF
-2.42%56.35%

Returns By Period

In the year-to-date period, FCCV.TO achieves a 5.92% return, which is significantly higher than CLSA.TO's -2.42% return.


FCCV.TO

1D
3.09%
1M
-5.01%
YTD
5.92%
6M
15.59%
1Y
41.67%
3Y*
21.05%
5Y*
17.33%
10Y*

CLSA.TO

1D
0.04%
1M
-7.65%
YTD
-2.42%
6M
14.55%
1Y
53.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCCV.TO vs. CLSA.TO - Expense Ratio Comparison

FCCV.TO has a 0.35% expense ratio, which is lower than CLSA.TO's 0.60% expense ratio.


Return for Risk

FCCV.TO vs. CLSA.TO — Risk / Return Rank

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

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

CLSA.TO
CLSA.TO Risk / Return Rank: 9797
Overall Rank
CLSA.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CLSA.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
CLSA.TO Omega Ratio Rank: 9797
Omega Ratio Rank
CLSA.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
CLSA.TO Martin Ratio Rank: 9797
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.

FCCV.TO vs. CLSA.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Canadian Value ETF (FCCV.TO) and Brompton Split Corp. Enhanced Equity Income ETF (CLSA.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.


FCCV.TOCLSA.TODifference

Sharpe ratio

Return per unit of total volatility

2.50

3.16

-0.66

Sortino ratio

Return per unit of downside risk

3.09

3.73

-0.64

Omega ratio

Gain probability vs. loss probability

1.50

1.63

-0.13

Calmar ratio

Return relative to maximum drawdown

3.76

4.90

-1.15

Martin ratio

Return relative to average drawdown

16.13

19.65

-3.52

FCCV.TO vs. CLSA.TO - Sharpe Ratio Comparison

The current FCCV.TO Sharpe Ratio is 2.50, which is comparable to the CLSA.TO Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of FCCV.TO and CLSA.TO, 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


FCCV.TOCLSA.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

3.16

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.38

3.02

-1.64

Correlation

The correlation between FCCV.TO and CLSA.TO is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FCCV.TO vs. CLSA.TO - Dividend Comparison

FCCV.TO's dividend yield for the trailing twelve months is around 1.74%, less than CLSA.TO's 10.32% yield.


TTM202520242023202220212020
FCCV.TO
Fidelity Canadian Value ETF
1.74%1.84%2.59%3.01%2.45%1.66%1.59%
CLSA.TO
Brompton Split Corp. Enhanced Equity Income ETF
10.32%7.99%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FCCV.TO vs. CLSA.TO - Drawdown Comparison

The maximum FCCV.TO drawdown since its inception was -19.81%, which is greater than CLSA.TO's maximum drawdown of -11.73%. Use the drawdown chart below to compare losses from any high point for FCCV.TO and CLSA.TO.


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Drawdown Indicators


FCCV.TOCLSA.TODifference

Max Drawdown

Largest peak-to-trough decline

-19.81%

-11.73%

-8.08%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

-10.78%

-0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-19.81%

Current Drawdown

Current decline from peak

-5.34%

-8.62%

+3.28%

Average Drawdown

Average peak-to-trough decline

-3.61%

-1.45%

-2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.69%

-0.03%

Volatility

FCCV.TO vs. CLSA.TO - Volatility Comparison

The current volatility for Fidelity Canadian Value ETF (FCCV.TO) is 6.13%, while Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) has a volatility of 9.01%. This indicates that FCCV.TO experiences smaller price fluctuations and is considered to be less risky than CLSA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCCV.TOCLSA.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

9.01%

-2.88%

Volatility (6M)

Calculated over the trailing 6-month period

12.09%

11.96%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

16.75%

17.02%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

17.01%

-2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.82%

17.01%

-2.19%