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FCIQ.TO vs. FINT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCIQ.TO vs. FINT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity International High Quality ETF (FCIQ.TO) and First Trust International Capital Strength ETF (FINT.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with FCIQ.TO having a 12.55% return and FINT.TO slightly higher at 12.84%.


FCIQ.TO

1D
0.90%
1M
2.68%
6M
7.49%
YTD
12.55%
1Y
13.05%
3Y*
13.45%
5Y*
6.75%
10Y*

FINT.TO

1D
0.14%
1M
-2.99%
6M
7.55%
YTD
12.84%
1Y
25.05%
3Y*
16.53%
5Y*
8.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCIQ.TO vs. FINT.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FCIQ.TO
Fidelity International High Quality ETF
12.55%11.87%11.21%17.76%-16.23%5.22%25.89%18.15%
FINT.TO
First Trust International Capital Strength ETF
12.84%28.55%6.00%11.49%-14.84%12.52%14.71%31.52%

Correlation

The correlation between FCIQ.TO and FINT.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.20

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

0.24

Correlation (All Time)
Calculated using the full available price history since Jan 18, 2019

0.21

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Return for Risk

FCIQ.TO vs. FINT.TO — Risk / Return Rank

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

FCIQ.TO
FCIQ.TO Risk / Return Rank: 3030
Overall Rank
FCIQ.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FCIQ.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
FCIQ.TO Omega Ratio Rank: 2626
Omega Ratio Rank
FCIQ.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
FCIQ.TO Martin Ratio Rank: 3333
Martin Ratio Rank

FINT.TO
FINT.TO Risk / Return Rank: 5555
Overall Rank
FINT.TO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FINT.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
FINT.TO Omega Ratio Rank: 5858
Omega Ratio Rank
FINT.TO Calmar Ratio Rank: 5151
Calmar Ratio Rank
FINT.TO Martin Ratio Rank: 5555
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.

FCIQ.TO vs. FINT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International High Quality ETF (FCIQ.TO) and First Trust International Capital Strength ETF (FINT.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.


FCIQ.TOFINT.TODifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

1.16

1.29

-0.14

Calmar ratioReturn relative to maximum drawdown

1.47

2.13

-0.66

Martin ratioReturn relative to average drawdown

4.02

7.67

-3.64

FCIQ.TO vs. FINT.TO - Sharpe Ratio Comparison

The current FCIQ.TO Sharpe Ratio is 0.87, which is lower than the FINT.TO Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of FCIQ.TO and FINT.TO, 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

FCIQ.TO vs. FINT.TO - Drawdown Comparison

The maximum FCIQ.TO drawdown since its inception was -32.88%, which is greater than FINT.TO's maximum drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for FCIQ.TO and FINT.TO.


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Drawdown Indicators


FCIQ.TOFINT.TODifference

Max Drawdown

Largest peak-to-trough decline

-32.88%

-29.12%

-3.76%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-11.82%

+2.91%

Max Drawdown (3Y)

Largest decline over 3 years

-13.41%

-14.37%

+0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-32.88%

-28.43%

-4.45%

Current Drawdown

Current decline from peak

-1.23%

-5.05%

+3.82%

Average Drawdown

Average peak-to-trough decline

-6.85%

-7.12%

+0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

3.27%

-0.02%

Volatility

FCIQ.TO vs. FINT.TO - Volatility Comparison

The current volatility for Fidelity International High Quality ETF (FCIQ.TO) is 3.76%, while First Trust International Capital Strength ETF (FINT.TO) has a volatility of 5.12%. This indicates that FCIQ.TO experiences smaller price fluctuations and is considered to be less risky than FINT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCIQ.TOFINT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.76%

5.12%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

13.87%

-1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

15.16%

16.53%

-1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

15.14%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.56%

17.42%

-0.86%

Dividends

FCIQ.TO vs. FINT.TO - Dividend Comparison

FCIQ.TO's dividend yield for the trailing twelve months is around 1.18%, less than FINT.TO's 1.93% yield.


PositionTTM2025202420232022202120202019
FCIQ.TO
Fidelity International High Quality ETF
1.18%1.59%1.64%1.94%2.54%1.56%0.54%1.42%
FINT.TO
First Trust International Capital Strength ETF
1.93%2.00%1.42%2.00%1.26%0.00%0.25%1.18%

Frequently Asked Questions


FCIQ.TO and FINT.TO have a correlation of 0.30, 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 First Trust.

Portfolio Optimizer

Find the right allocation for FCIQ.TO and FINT.TO

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