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FCMI.TO vs. BGC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCMI.TO vs. BGC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Canadian Monthly High Income ETF (FCMI.TO) and Bristol Gate Concentrated Canadian Equity ETF (BGC.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCMI.TO achieves a 9.25% return, which is significantly higher than BGC.TO's 3.10% return.


FCMI.TO

1D
0.00%
1M
-0.44%
6M
6.69%
YTD
9.25%
1Y
19.66%
3Y*
13.93%
5Y*
8.04%
10Y*

BGC.TO

1D
0.68%
1M
3.57%
6M
2.63%
YTD
3.10%
1Y
5.96%
3Y*
10.69%
5Y*
8.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCMI.TO vs. BGC.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FCMI.TO
Fidelity Canadian Monthly High Income ETF
9.25%15.02%13.11%5.49%-5.32%15.26%-50.19%
BGC.TO
Bristol Gate Concentrated Canadian Equity ETF
3.10%8.06%13.80%17.67%-5.52%18.08%-2.03%

Correlation

The correlation between FCMI.TO and BGC.TO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.13

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

0.14

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2020

0.12

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Return for Risk

FCMI.TO vs. BGC.TO — Risk / Return Rank

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

FCMI.TO
FCMI.TO Risk / Return Rank: 9696
Overall Rank
FCMI.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FCMI.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
FCMI.TO Omega Ratio Rank: 9797
Omega Ratio Rank
FCMI.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
FCMI.TO Martin Ratio Rank: 9595
Martin Ratio Rank

BGC.TO
BGC.TO Risk / Return Rank: 2020
Overall Rank
BGC.TO Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BGC.TO Sortino Ratio Rank: 1919
Sortino Ratio Rank
BGC.TO Omega Ratio Rank: 1919
Omega Ratio Rank
BGC.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
BGC.TO Martin Ratio Rank: 2222
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.

FCMI.TO vs. BGC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Canadian Monthly High Income ETF (FCMI.TO) and Bristol Gate Concentrated Canadian Equity ETF (BGC.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.


FCMI.TOBGC.TODifference
Sharpe ratioReturn per unit of total volatility

+2.54

Sortino ratioReturn per unit of downside risk

+3.95

Omega ratioGain probability vs. loss probability

1.80

1.10

+0.70

Calmar ratioReturn relative to maximum drawdown

5.36

0.69

+4.67

Martin ratioReturn relative to average drawdown

20.62

1.85

+18.77

FCMI.TO vs. BGC.TO - Sharpe Ratio Comparison

The current FCMI.TO Sharpe Ratio is 3.03, which is higher than the BGC.TO Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of FCMI.TO and BGC.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

FCMI.TO vs. BGC.TO - Drawdown Comparison

The maximum FCMI.TO drawdown since its inception was -63.80%, which is greater than BGC.TO's maximum drawdown of -36.73%. Use the drawdown chart below to compare losses from any high point for FCMI.TO and BGC.TO.


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Drawdown Indicators


FCMI.TOBGC.TODifference

Max Drawdown

Largest peak-to-trough decline

-63.80%

-36.73%

-27.07%

Max Drawdown (1Y)

Largest decline over 1 year

-3.62%

-8.62%

+5.00%

Max Drawdown (3Y)

Largest decline over 3 years

-6.63%

-14.09%

+7.46%

Max Drawdown (5Y)

Largest decline over 5 years

-10.00%

-14.14%

+4.14%

Current Drawdown

Current decline from peak

-18.96%

0.00%

-18.96%

Average Drawdown

Average peak-to-trough decline

-41.59%

-4.12%

-37.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

3.23%

-2.29%

Volatility

FCMI.TO vs. BGC.TO - Volatility Comparison

The current volatility for Fidelity Canadian Monthly High Income ETF (FCMI.TO) is 2.08%, while Bristol Gate Concentrated Canadian Equity ETF (BGC.TO) has a volatility of 2.94%. This indicates that FCMI.TO experiences smaller price fluctuations and is considered to be less risky than BGC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCMI.TOBGC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.08%

2.94%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

4.99%

9.09%

-4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

6.39%

12.12%

-5.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.80%

13.09%

-5.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.19%

15.96%

+6.23%

Dividends

FCMI.TO vs. BGC.TO - Dividend Comparison

FCMI.TO's dividend yield for the trailing twelve months is around 3.28%, while BGC.TO has not paid dividends to shareholders.


PositionTTM202520242023202220212020
BGC.TO
Bristol Gate Concentrated Canadian Equity ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FCMI.TO
Fidelity Canadian Monthly High Income ETF
3.28%3.38%3.63%4.09%3.73%2.76%6.22%

Frequently Asked Questions


FCMI.TO and BGC.TO have a correlation of 0.13, 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 Bristol Gate.

Portfolio Optimizer

Find the right allocation for FCMI.TO and BGC.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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