PortfoliosLab logoPortfoliosLab logo
FCIN.NEO vs. XDG.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCIN.NEO vs. XDG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity All-International Equity ETF (FCIN.NEO) and iShares Core MSCI Global Quality Dividend Index ETF (XDG.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FCIN.NEO vs. XDG.TO - Yearly Performance Comparison


2026 (YTD)20252024
FCIN.NEO
Fidelity All-International Equity ETF
7.79%26.32%9.80%
XDG.TO
iShares Core MSCI Global Quality Dividend Index ETF
6.25%12.21%12.40%

Returns By Period

In the year-to-date period, FCIN.NEO achieves a 7.79% return, which is significantly higher than XDG.TO's 6.25% return.


FCIN.NEO

1D
1.56%
1M
-2.29%
YTD
7.79%
6M
10.09%
1Y
24.48%
3Y*
5Y*
10Y*

XDG.TO

1D
-0.32%
1M
-2.88%
YTD
6.25%
6M
6.48%
1Y
12.12%
3Y*
12.88%
5Y*
10.23%
10Y*
*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.


FCIN.NEO vs. XDG.TO - Expense Ratio Comparison


Return for Risk

FCIN.NEO vs. XDG.TO — Risk / Return Rank

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

FCIN.NEO
FCIN.NEO Risk / Return Rank: 7777
Overall Rank
FCIN.NEO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FCIN.NEO Sortino Ratio Rank: 8080
Sortino Ratio Rank
FCIN.NEO Omega Ratio Rank: 7777
Omega Ratio Rank
FCIN.NEO Calmar Ratio Rank: 7474
Calmar Ratio Rank
FCIN.NEO Martin Ratio Rank: 7575
Martin Ratio Rank

XDG.TO
XDG.TO Risk / Return Rank: 4444
Overall Rank
XDG.TO Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XDG.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
XDG.TO Omega Ratio Rank: 4545
Omega Ratio Rank
XDG.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
XDG.TO Martin Ratio Rank: 4141
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.

FCIN.NEO vs. XDG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity All-International Equity ETF (FCIN.NEO) and iShares Core MSCI Global Quality Dividend Index ETF (XDG.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.


FCIN.NEOXDG.TODifference

Sharpe ratio

Return per unit of total volatility

1.58

0.92

+0.66

Sortino ratio

Return per unit of downside risk

2.20

1.30

+0.90

Omega ratio

Gain probability vs. loss probability

1.31

1.18

+0.13

Calmar ratio

Return relative to maximum drawdown

2.28

1.08

+1.20

Martin ratio

Return relative to average drawdown

9.09

4.00

+5.09

FCIN.NEO vs. XDG.TO - Sharpe Ratio Comparison

The current FCIN.NEO Sharpe Ratio is 1.58, which is higher than the XDG.TO Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of FCIN.NEO and XDG.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.


Loading graphics...

Sharpe Ratios by Period


FCIN.NEOXDG.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

0.92

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

1.49

0.67

+0.82

Correlation

The correlation between FCIN.NEO and XDG.TO is 0.63, 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

FCIN.NEO vs. XDG.TO - Dividend Comparison

FCIN.NEO has not paid dividends to shareholders, while XDG.TO's dividend yield for the trailing twelve months is around 2.86%.


TTM202520242023202220212020201920182017
FCIN.NEO
Fidelity All-International Equity ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDG.TO
iShares Core MSCI Global Quality Dividend Index ETF
2.86%2.89%2.86%3.02%3.16%2.86%3.16%3.06%3.34%1.67%

Drawdowns

FCIN.NEO vs. XDG.TO - Drawdown Comparison

The maximum FCIN.NEO drawdown since its inception was -12.34%, smaller than the maximum XDG.TO drawdown of -27.09%. Use the drawdown chart below to compare losses from any high point for FCIN.NEO and XDG.TO.


Loading graphics...

Drawdown Indicators


FCIN.NEOXDG.TODifference

Max Drawdown

Largest peak-to-trough decline

-12.34%

-27.09%

+14.75%

Max Drawdown (1Y)

Largest decline over 1 year

-9.77%

-10.59%

+0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-12.34%

Current Drawdown

Current decline from peak

-4.04%

-3.89%

-0.15%

Average Drawdown

Average peak-to-trough decline

-1.54%

-2.96%

+1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.85%

-0.33%

Volatility

FCIN.NEO vs. XDG.TO - Volatility Comparison

Fidelity All-International Equity ETF (FCIN.NEO) has a higher volatility of 6.67% compared to iShares Core MSCI Global Quality Dividend Index ETF (XDG.TO) at 4.15%. This indicates that FCIN.NEO's price experiences larger fluctuations and is considered to be riskier than XDG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FCIN.NEOXDG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

4.15%

+2.52%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

7.91%

+2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

15.63%

13.31%

+2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.87%

10.58%

+3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.87%

13.25%

+0.62%