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FCIL.NEO vs. LVHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCIL.NEO vs. LVHI - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity International Low Volatility ETF (FCIL.NEO) and Franklin International Low Volatility High Dividend Index ETF (LVHI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FCIL.NEO is traded in CAD, while LVHI is traded in USD. To make them comparable, the LVHI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FCIL.NEO achieves a 4.76% return, which is significantly lower than LVHI's 13.13% return.


FCIL.NEO

1D
0.38%
1M
0.22%
YTD
4.76%
6M
5.03%
1Y
10.07%
3Y*
11.98%
5Y*
8.40%
10Y*

LVHI

1D
0.00%
1M
2.46%
YTD
13.13%
6M
13.00%
1Y
32.50%
3Y*
22.47%
5Y*
19.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCIL.NEO vs. LVHI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FCIL.NEO
Fidelity International Low Volatility ETF
4.76%19.10%7.89%11.49%-6.83%7.63%-0.78%11.33%
LVHI
Franklin International Low Volatility High Dividend Index ETF
13.63%21.29%24.68%14.87%11.24%17.12%-10.30%9.27%

Correlation

The correlation between FCIL.NEO and LVHI is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.42

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

0.34

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2019

0.32

Over the past year, FCIL.NEO and LVHI have become more correlated (0.54) than their long-term average of 0.32, meaning their price movements have been converging.

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Return for Risk

FCIL.NEO vs. LVHI — Risk / Return Rank

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

FCIL.NEO
FCIL.NEO Risk / Return Rank: 2222
Overall Rank
FCIL.NEO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FCIL.NEO Sortino Ratio Rank: 2020
Sortino Ratio Rank
FCIL.NEO Omega Ratio Rank: 2323
Omega Ratio Rank
FCIL.NEO Calmar Ratio Rank: 2424
Calmar Ratio Rank
FCIL.NEO Martin Ratio Rank: 2222
Martin Ratio Rank

LVHI
LVHI Risk / Return Rank: 9191
Overall Rank
LVHI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
LVHI Sortino Ratio Rank: 9292
Sortino Ratio Rank
LVHI Omega Ratio Rank: 9292
Omega Ratio Rank
LVHI Calmar Ratio Rank: 8888
Calmar Ratio Rank
LVHI Martin Ratio Rank: 9191
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.

FCIL.NEO vs. LVHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Low Volatility ETF (FCIL.NEO) and Franklin International Low Volatility High Dividend Index ETF (LVHI). 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.


FCIL.NEOLVHIDifference
Sharpe ratioReturn per unit of total volatility

-2.53

Sortino ratioReturn per unit of downside risk

-3.35

Omega ratioGain probability vs. loss probability

1.15

1.60

-0.45

Calmar ratioReturn relative to maximum drawdown

1.10

5.87

-4.76

Martin ratioReturn relative to average drawdown

2.70

21.28

-18.58

FCIL.NEO vs. LVHI - Sharpe Ratio Comparison

The current FCIL.NEO Sharpe Ratio is 0.70, which is lower than the LVHI Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of FCIL.NEO and LVHI, 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


FCIL.NEOLVHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

3.23

-2.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

1.86

-1.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.91

-0.39

Drawdowns

FCIL.NEO vs. LVHI - Drawdown Comparison

The maximum FCIL.NEO drawdown since its inception was -20.28%, smaller than the maximum LVHI drawdown of -28.44%. Use the drawdown chart below to compare losses from any high point for FCIL.NEO and LVHI.


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Drawdown Indicators


FCIL.NEOLVHIDifference

Max Drawdown

Largest peak-to-trough decline

-20.28%

-28.44%

+8.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-5.57%

-3.60%

Max Drawdown (3Y)

Largest decline over 3 years

-9.17%

-12.84%

+3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-20.28%

-12.84%

-7.44%

Current Drawdown

Current decline from peak

-5.63%

-0.71%

-4.92%

Average Drawdown

Average peak-to-trough decline

-4.53%

-4.41%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

1.53%

+2.21%

Volatility

FCIL.NEO vs. LVHI - Volatility Comparison

Fidelity International Low Volatility ETF (FCIL.NEO) has a higher volatility of 3.59% compared to Franklin International Low Volatility High Dividend Index ETF (LVHI) at 2.89%. This indicates that FCIL.NEO's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCIL.NEOLVHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

2.89%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

8.03%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

14.46%

10.13%

+4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.90%

10.33%

+2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.61%

12.98%

+0.63%

FCIL.NEO vs. LVHI - Expense Ratio Comparison

FCIL.NEO has a 0.45% expense ratio, which is higher than LVHI's 0.40% expense ratio.


Dividends

FCIL.NEO vs. LVHI - Dividend Comparison

FCIL.NEO has not paid dividends to shareholders, while LVHI's dividend yield for the trailing twelve months is around 6.10%.


PositionTTM2025202420232022202120202019201820172016
FCIL.NEO
Fidelity International Low Volatility ETF
0.00%0.00%0.00%1.94%2.44%2.53%3.78%2.15%0.00%0.00%0.00%
LVHI
Franklin International Low Volatility High Dividend Index ETF
6.10%4.92%3.98%8.12%7.74%4.13%3.97%6.67%10.67%3.38%2.02%

Frequently Asked Questions


FCIL.NEO and LVHI have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LVHI is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LVHI is cheaper with a 0.40% expense ratio, compared with 0.45% for FCIL.NEO.

FCIL.NEO is categorized as Foreign Large Cap Equities, while LVHI is Volatility Hedged Equity. FCIL.NEO tracks Fidelity Canada International Low Volatility Index, while LVHI tracks Franklin International Low Volatility High Dividend Hedged Index-NR. They also come from different issuers: Fidelity and Franklin Templeton. Their fees differ too: 0.45% for FCIL.NEO and 0.40% for LVHI.

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