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FCIL.NEO vs. RIDH.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FCIL.NEO vs. RIDH.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity International Low Volatility ETF (FCIL.NEO) and RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF (RIDH.TO).

FCIL.NEO and RIDH.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FCIL.NEO is a passively managed fund by Fidelity that tracks the performance of the Fidelity Canada International Low Volatility Index. It was launched on Jan 18, 2019. RIDH.TO is an actively managed fund by RBC. It was launched on Oct 22, 2014.

Performance

FCIL.NEO vs. RIDH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity International Low Volatility ETF (FCIL.NEO) and RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF (RIDH.TO). The values are adjusted to include any dividend payments, if applicable.

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FCIL.NEO vs. RIDH.TO - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
FCIL.NEO
Fidelity International Low Volatility ETF		5.42%19.10%7.89%11.49%-6.83%7.63%-0.78%11.33%
RIDH.TO
RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF		7.03%31.43%17.07%25.01%-2.03%24.91%-3.01%18.27%

Returns By Period

In the year-to-date period, FCIL.NEO achieves a 5.42% return, which is significantly lower than RIDH.TO's 7.03% return.

FCIL.NEO

1D
2.54%
1M
-5.04%
YTD
5.42%
6M
9.41%
1Y
15.60%
3Y*
12.62%
5Y*
9.03%
10Y*
—

RIDH.TO

1D
2.37%
1M
-3.86%
YTD
7.03%
6M
16.45%
1Y
30.99%
3Y*
24.06%
5Y*
17.70%
10Y*
14.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Fidelity International Low Volatility ETF

RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF

Often compared with FCIL.NEO:
FCIL.NEO vs. TILV.TOFCIL.NEO vs. ZLI.TOFCIL.NEO vs. FCRI.TOFCIL.NEO vs. VIDY.TOFCIL.NEO vs. ZXM.TOFCIL.NEO vs. FCCD.TOFCIL.NEO vs. XDSR.TO
Often compared with RIDH.TO:
RIDH.TO vs. TILV.TORIDH.TO vs. RPF.TORIDH.TO vs. FCRI.TORIDH.TO vs. XDSR.TORIDH.TO vs. QDX.TORIDH.TO vs. RBNK.TORIDH.TO vs. VIDY.TO

FCIL.NEO vs. RIDH.TO - Expense Ratio Comparison

FCIL.NEO has a 0.45% expense ratio, which is lower than RIDH.TO's 0.54% expense ratio.

RIDH.TO
RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF
FCIL.NEO
Fidelity International Low Volatility ETF

Return for Risk

FCIL.NEO vs. RIDH.TO — 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: 5454
Overall Rank
FCIL.NEO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FCIL.NEO Sortino Ratio Rank: 5454
Sortino Ratio Rank
FCIL.NEO Omega Ratio Rank: 5454
Omega Ratio Rank
FCIL.NEO Calmar Ratio Rank: 6464
Calmar Ratio Rank
FCIL.NEO Martin Ratio Rank: 4646
Martin Ratio Rank
RIDH.TO
RIDH.TO Risk / Return Rank: 8989
Overall Rank
RIDH.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
RIDH.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
RIDH.TO Omega Ratio Rank: 9393
Omega Ratio Rank
RIDH.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
RIDH.TO Martin Ratio Rank: 9090
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. RIDH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Low Volatility ETF (FCIL.NEO) and RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF (RIDH.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.

FCIL.NEORIDH.TODifference

Sharpe ratio

Return per unit of total volatility

0.98

1.91

-0.93

Sortino ratio

Return per unit of downside risk

1.46

2.66

-1.21

Omega ratio

Gain probability vs. loss probability

1.21

1.42

-0.21

Calmar ratio

Return relative to maximum drawdown

1.67

2.56

-0.88

Martin ratio

Return relative to average drawdown

4.57

11.94

-7.37

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FCIL.NEO vs. RIDH.TO - Sharpe Ratio Comparison

The current FCIL.NEO Sharpe Ratio is 0.98, which is lower than the RIDH.TO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of FCIL.NEO and RIDH.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

FCIL.NEORIDH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.91

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

1.32

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.92

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.88

-0.34

Correlation

The correlation between FCIL.NEO and RIDH.TO is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FCIL.NEO vs. RIDH.TO - Dividend Comparison

FCIL.NEO has not paid dividends to shareholders, while RIDH.TO's dividend yield for the trailing twelve months is around 3.05%.

TTM20252024202320222021202020192018201720162015
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%0.00%
RIDH.TO
RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF		3.05%3.12%7.51%9.53%6.85%7.07%4.73%9.16%8.80%5.59%10.87%17.06%

Drawdowns

FCIL.NEO vs. RIDH.TO - Drawdown Comparison

The maximum FCIL.NEO drawdown since its inception was -20.28%, smaller than the maximum RIDH.TO drawdown of -34.34%. Use the drawdown chart below to compare losses from any high point for FCIL.NEO and RIDH.TO.

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Drawdown Indicators

FCIL.NEORIDH.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.28%

-34.34%

+14.06%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-11.40%

+2.23%

Max Drawdown (5Y)

Largest decline over 5 years

-20.28%

-14.33%

-5.95%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.34%

—

Current Drawdown

Current decline from peak

-5.04%

-4.03%

-1.01%

Average Drawdown

Average peak-to-trough decline

-4.53%

-3.16%

-1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

2.54%

+0.82%

Volatility

FCIL.NEO vs. RIDH.TO - Volatility Comparison

Fidelity International Low Volatility ETF (FCIL.NEO) and RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF (RIDH.TO) have volatilities of 6.33% and 6.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FCIL.NEORIDH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

6.28%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

8.86%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

16.28%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.79%

13.44%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.65%

15.87%

-2.22%