FCID.TO vs. BLOV.TO
FCID.TO (Fidelity International High Dividend ETF) and BLOV.TO (Brompton North American Low Volatility Dividend ETF) are both Dividend funds. FCID.TO is passively managed, while BLOV.TO is actively managed. Over the past 5 years, FCID.TO returned 14.13%/yr vs 8.17%/yr for BLOV.TO. At a 0.14 correlation, their price movements are largely independent.
Performance
FCID.TO vs. BLOV.TO - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FCID.TO having a 13.41% return and BLOV.TO slightly lower at 13.33%.
FCID.TO
- 1D
- -0.54%
- 1M
- 1.09%
- 6M
- 9.11%
- YTD
- 13.41%
- 1Y
- 28.37%
- 3Y*
- 19.70%
- 5Y*
- 14.13%
- 10Y*
- —
BLOV.TO
- 1D
- 0.15%
- 1M
- 2.36%
- 6M
- 11.57%
- YTD
- 13.33%
- 1Y
- 20.35%
- 3Y*
- 12.86%
- 5Y*
- 8.17%
- 10Y*
- —
FCID.TO vs. BLOV.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FCID.TO Fidelity International High Dividend ETF | 13.41% | 29.43% | 8.48% | 15.21% | 4.07% | 14.74% | 16.77% |
BLOV.TO Brompton North American Low Volatility Dividend ETF | 13.33% | 14.08% | 11.35% | -1.53% | -6.53% | 21.12% | 8.97% |
Correlation
The correlation between FCID.TO and BLOV.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since May 5, 2020 | 0.14 |
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Return for Risk
FCID.TO vs. BLOV.TO — Risk / Return Rank
FCID.TO
BLOV.TO
FCID.TO vs. BLOV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International High Dividend ETF (FCID.TO) and Brompton North American Low Volatility Dividend ETF (BLOV.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.
| FCID.TO | BLOV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.45 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | 3.91 | -0.66 |
| Martin ratioReturn relative to average drawdown | 12.53 | 13.07 | -0.54 |
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Drawdowns
FCID.TO vs. BLOV.TO - Drawdown Comparison
The maximum FCID.TO drawdown since its inception was -34.49%, smaller than the maximum BLOV.TO drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for FCID.TO and BLOV.TO.
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Drawdown Indicators
| FCID.TO | BLOV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.49% | -46.98% | +12.49% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -5.23% | -3.55% |
Max Drawdown (3Y)Largest decline over 3 years | -15.86% | -41.86% | +26.00% |
Max Drawdown (5Y)Largest decline over 5 years | -19.68% | -46.98% | +27.30% |
Current DrawdownCurrent decline from peak | -0.54% | -1.47% | +0.93% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -4.48% | -1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 1.56% | +0.71% |
Volatility
FCID.TO vs. BLOV.TO - Volatility Comparison
The current volatility for Fidelity International High Dividend ETF (FCID.TO) is 2.93%, while Brompton North American Low Volatility Dividend ETF (BLOV.TO) has a volatility of 4.85%. This indicates that FCID.TO experiences smaller price fluctuations and is considered to be less risky than BLOV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCID.TO | BLOV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.93% | 4.85% | -1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 7.78% | +3.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.01% | 9.18% | +3.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.28% | 33.19% | -19.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.72% | 30.16% | -13.44% |
Dividends
FCID.TO vs. BLOV.TO - Dividend Comparison
FCID.TO's dividend yield for the trailing twelve months is around 3.83%, more than BLOV.TO's 3.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 3.71% | 4.13% | 4.51% | 4.80% | 4.25% | 3.19% | 2.45% | 0.00% | 0.00% |
FCID.TO Fidelity International High Dividend ETF | 3.83% | 2.89% | 3.53% | 4.49% | 5.08% | 3.20% | 3.78% | 3.82% | 0.08% |
Frequently Asked Questions
FCID.TO and BLOV.TO have a correlation of 0.15, 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: Fidelity and Brompton.
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