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FCIV.TO vs. FCID.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCIV.TO vs. FCID.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity International Value ETF (FCIV.TO) and Fidelity International High Dividend ETF (FCID.TO). The values are adjusted to include any dividend payments, if applicable.

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FCIV.TO vs. FCID.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FCIV.TO
Fidelity International Value ETF
10.05%33.59%6.89%22.74%-0.22%14.15%5.34%
FCID.TO
Fidelity International High Dividend ETF
7.53%30.48%9.16%15.21%4.07%14.85%6.28%

Returns By Period

In the year-to-date period, FCIV.TO achieves a 10.05% return, which is significantly higher than FCID.TO's 7.53% return.


FCIV.TO

1D
2.69%
1M
-2.93%
YTD
10.05%
6M
13.24%
1Y
30.28%
3Y*
21.15%
5Y*
15.05%
10Y*

FCID.TO

1D
2.68%
1M
-2.49%
YTD
7.53%
6M
12.95%
1Y
25.97%
3Y*
19.61%
5Y*
13.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCIV.TO vs. FCID.TO - Expense Ratio Comparison

Both FCIV.TO and FCID.TO have an expense ratio of 0.45%.


Return for Risk

FCIV.TO vs. FCID.TO — Risk / Return Rank

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

FCIV.TO
FCIV.TO Risk / Return Rank: 8585
Overall Rank
FCIV.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FCIV.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
FCIV.TO Omega Ratio Rank: 8585
Omega Ratio Rank
FCIV.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
FCIV.TO Martin Ratio Rank: 8787
Martin Ratio Rank

FCID.TO
FCID.TO Risk / Return Rank: 8181
Overall Rank
FCID.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FCID.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
FCID.TO Omega Ratio Rank: 8383
Omega Ratio Rank
FCID.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
FCID.TO Martin Ratio Rank: 8282
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.

FCIV.TO vs. FCID.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Value ETF (FCIV.TO) and Fidelity International High Dividend ETF (FCID.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.


FCIV.TOFCID.TODifference

Sharpe ratio

Return per unit of total volatility

1.70

1.59

+0.11

Sortino ratio

Return per unit of downside risk

2.23

2.14

+0.10

Omega ratio

Gain probability vs. loss probability

1.34

1.33

+0.01

Calmar ratio

Return relative to maximum drawdown

2.25

1.94

+0.30

Martin ratio

Return relative to average drawdown

10.57

9.12

+1.44

FCIV.TO vs. FCID.TO - Sharpe Ratio Comparison

The current FCIV.TO Sharpe Ratio is 1.70, which is comparable to the FCID.TO Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of FCIV.TO and FCID.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


FCIV.TOFCID.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.59

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

1.07

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.53

+0.47

Correlation

The correlation between FCIV.TO and FCID.TO is 0.69, 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

FCIV.TO vs. FCID.TO - Dividend Comparison

FCIV.TO's dividend yield for the trailing twelve months is around 1.89%, less than FCID.TO's 3.29% yield.


TTM20252024202320222021202020192018
FCIV.TO
Fidelity International Value ETF
1.89%2.08%2.80%3.63%3.45%2.97%0.90%0.00%0.00%
FCID.TO
Fidelity International High Dividend ETF
3.29%3.61%4.16%4.49%5.08%3.30%3.78%3.82%0.44%

Drawdowns

FCIV.TO vs. FCID.TO - Drawdown Comparison

The maximum FCIV.TO drawdown since its inception was -24.27%, smaller than the maximum FCID.TO drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for FCIV.TO and FCID.TO.


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Drawdown Indicators


FCIV.TOFCID.TODifference

Max Drawdown

Largest peak-to-trough decline

-24.27%

-34.49%

+10.22%

Max Drawdown (1Y)

Largest decline over 1 year

-13.14%

-13.02%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-24.27%

-19.68%

-4.59%

Current Drawdown

Current decline from peak

-3.45%

-3.10%

-0.35%

Average Drawdown

Average peak-to-trough decline

-4.11%

-5.77%

+1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.87%

-0.03%

Volatility

FCIV.TO vs. FCID.TO - Volatility Comparison

Fidelity International Value ETF (FCIV.TO) and Fidelity International High Dividend ETF (FCID.TO) have volatilities of 6.93% and 7.05%, 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


FCIV.TOFCID.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.93%

7.05%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

9.98%

+1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

17.88%

16.42%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.15%

13.00%

+2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

16.80%

-1.21%