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FCGI.TO vs. FUSD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCGI.TO vs. FUSD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Global Monthly High Income ETF (FCGI.TO) and Fidelity US Quality Income UCITS ETF Income USD Shares (FUSD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FCGI.TO is traded in CAD, while FUSD.L is traded in USD. To make them comparable, the FUSD.L values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FCGI.TO achieves a 9.21% return, which is significantly lower than FUSD.L's 12.64% return.


FCGI.TO

1D
-0.18%
1M
0.37%
6M
6.42%
YTD
9.21%
1Y
17.73%
3Y*
13.74%
5Y*
8.64%
10Y*

FUSD.L

1D
-0.25%
1M
1.68%
6M
10.72%
YTD
12.64%
1Y
23.95%
3Y*
20.02%
5Y*
14.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCGI.TO vs. FUSD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FCGI.TO
Fidelity Global Monthly High Income ETF
9.21%13.21%13.10%9.65%-5.30%14.00%-49.72%
FUSD.L
Fidelity US Quality Income UCITS ETF Income USD Shares
12.64%11.15%28.83%15.65%-4.91%26.12%7.28%

Correlation

The correlation between FCGI.TO and FUSD.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.23

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2020

0.22

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Return for Risk

FCGI.TO vs. FUSD.L — Risk / Return Rank

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

FCGI.TO
FCGI.TO Risk / Return Rank: 9393
Overall Rank
FCGI.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FCGI.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
FCGI.TO Omega Ratio Rank: 9696
Omega Ratio Rank
FCGI.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
FCGI.TO Martin Ratio Rank: 9292
Martin Ratio Rank

FUSD.L
FUSD.L Risk / Return Rank: 7676
Overall Rank
FUSD.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FUSD.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
FUSD.L Omega Ratio Rank: 7676
Omega Ratio Rank
FUSD.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
FUSD.L Martin Ratio Rank: 7676
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.

FCGI.TO vs. FUSD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Monthly High Income ETF (FCGI.TO) and Fidelity US Quality Income UCITS ETF Income USD Shares (FUSD.L). 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.


FCGI.TOFUSD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.66

1.39

+0.27

Calmar ratioReturn relative to maximum drawdown

4.70

3.77

+0.92

Martin ratioReturn relative to average drawdown

17.69

13.99

+3.71

FCGI.TO vs. FUSD.L - Sharpe Ratio Comparison

The current FCGI.TO Sharpe Ratio is 2.54, which is comparable to the FUSD.L Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of FCGI.TO and FUSD.L, 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

FCGI.TO vs. FUSD.L - Drawdown Comparison

The maximum FCGI.TO drawdown since its inception was -63.41%, which is greater than FUSD.L's maximum drawdown of -30.02%. Use the drawdown chart below to compare losses from any high point for FCGI.TO and FUSD.L.


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Drawdown Indicators


FCGI.TOFUSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-63.41%

-30.02%

-33.39%

Max Drawdown (1Y)

Largest decline over 1 year

-3.79%

-6.32%

+2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-9.45%

-17.11%

+7.66%

Max Drawdown (5Y)

Largest decline over 5 years

-11.16%

-17.34%

+6.18%

Current Drawdown

Current decline from peak

-17.08%

-0.56%

-16.52%

Average Drawdown

Average peak-to-trough decline

-40.56%

-3.15%

-37.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

1.71%

-0.71%

Volatility

FCGI.TO vs. FUSD.L - Volatility Comparison

The current volatility for Fidelity Global Monthly High Income ETF (FCGI.TO) is 1.66%, while Fidelity US Quality Income UCITS ETF Income USD Shares (FUSD.L) has a volatility of 2.42%. This indicates that FCGI.TO experiences smaller price fluctuations and is considered to be less risky than FUSD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCGI.TOFUSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

2.42%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

5.37%

8.21%

-2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

7.01%

10.61%

-3.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.56%

14.74%

-6.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.14%

15.91%

+6.23%

FCGI.TO vs. FUSD.L - Expense Ratio Comparison

FCGI.TO has a 0.55% expense ratio, which is higher than FUSD.L's 0.25% expense ratio.


Dividends

FCGI.TO vs. FUSD.L - Dividend Comparison

FCGI.TO's dividend yield for the trailing twelve months is around 3.06%, more than FUSD.L's 1.40% yield.


PositionTTM202520242023202220212020201920182017
FCGI.TO
Fidelity Global Monthly High Income ETF
3.06%3.25%3.21%3.50%3.71%2.62%5.47%0.00%0.00%0.00%
FUSD.L
Fidelity US Quality Income UCITS ETF Income USD Shares
1.40%1.47%2.79%2.10%2.31%2.30%2.30%1.95%2.19%1.24%

Frequently Asked Questions


FCGI.TO and FUSD.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FUSD.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FUSD.L is cheaper with a 0.25% expense ratio, compared with 0.55% for FCGI.TO.

FCGI.TO is categorized as Global Allocation, while FUSD.L is Dividend. Their fees differ too: 0.55% for FCGI.TO and 0.25% for FUSD.L.

Portfolio Optimizer

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