FCMI.TO vs. CLSA.TO
FCMI.TO (Fidelity Canadian Monthly High Income ETF) and CLSA.TO (Brompton Split Corp. Enhanced Equity Income ETF) are both Canada Equities funds. Both are actively managed. Over the past year, FCMI.TO returned 19.31% vs 92.59% for CLSA.TO. At a 0.25 correlation, their price movements are largely independent. FCMI.TO charges 0.50%/yr vs 0.60%/yr for CLSA.TO.
Performance
FCMI.TO vs. CLSA.TO - Performance Comparison
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Returns By Period
In the year-to-date period, FCMI.TO achieves a 9.25% return, which is significantly lower than CLSA.TO's 42.34% return.
FCMI.TO
- 1D
- 0.00%
- 1M
- 0.07%
- 6M
- 7.41%
- YTD
- 9.25%
- 1Y
- 19.31%
- 3Y*
- 13.93%
- 5Y*
- 8.04%
- 10Y*
- —
CLSA.TO
- 1D
- 1.56%
- 1M
- 12.81%
- 6M
- 42.95%
- YTD
- 42.34%
- 1Y
- 92.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FCMI.TO vs. CLSA.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FCMI.TO Fidelity Canadian Monthly High Income ETF | 9.25% | 12.34% |
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 42.34% | 57.14% |
Correlation
The correlation between FCMI.TO and CLSA.TO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2025 | 0.25 |
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Return for Risk
FCMI.TO vs. CLSA.TO — Risk / Return Rank
FCMI.TO
CLSA.TO
FCMI.TO vs. CLSA.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 Brompton Split Corp. Enhanced Equity Income ETF (CLSA.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.TO | CLSA.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.42 | ||
| Sortino ratioReturn per unit of downside risk | -2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.80 | 2.25 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | 5.36 | 8.64 | -3.27 |
| Martin ratioReturn relative to average drawdown | 20.61 | 37.70 | -17.09 |
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Drawdowns
FCMI.TO vs. CLSA.TO - Drawdown Comparison
The maximum FCMI.TO drawdown since its inception was -63.80%, which is greater than CLSA.TO's maximum drawdown of -11.73%. Use the drawdown chart below to compare losses from any high point for FCMI.TO and CLSA.TO.
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Drawdown Indicators
| FCMI.TO | CLSA.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.80% | -11.73% | -52.07% |
Max Drawdown (1Y)Largest decline over 1 year | -3.62% | -10.78% | +7.16% |
Max Drawdown (3Y)Largest decline over 3 years | -6.63% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -10.00% | — | — |
Current DrawdownCurrent decline from peak | -18.96% | 0.00% | -18.96% |
Average DrawdownAverage peak-to-trough decline | -41.60% | -1.26% | -40.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 2.46% | -1.52% |
Volatility
FCMI.TO vs. CLSA.TO - Volatility Comparison
The current volatility for Fidelity Canadian Monthly High Income ETF (FCMI.TO) is 2.10%, while Brompton Split Corp. Enhanced Equity Income ETF (CLSA.TO) has a volatility of 3.94%. This indicates that FCMI.TO experiences smaller price fluctuations and is considered to be less risky than CLSA.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.TO | CLSA.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.10% | 3.94% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 4.99% | 12.91% | -7.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.39% | 14.43% | -8.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.80% | 16.28% | -8.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.20% | 16.28% | +5.92% |
FCMI.TO vs. CLSA.TO - Expense Ratio Comparison
FCMI.TO has a 0.50% expense ratio, which is lower than CLSA.TO's 0.60% expense ratio.
Dividends
FCMI.TO vs. CLSA.TO - Dividend Comparison
FCMI.TO's dividend yield for the trailing twelve months is around 3.28%, less than CLSA.TO's 9.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CLSA.TO Brompton Split Corp. Enhanced Equity Income ETF | 9.64% | 7.99% | 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 CLSA.TO have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FCMI.TO is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FCMI.TO is cheaper with a 0.50% expense ratio, compared with 0.60% for CLSA.TO.
They also come from different issuers: Fidelity and Brompton Funds. Their fees differ too: 0.50% for FCMI.TO and 0.60% for CLSA.TO.
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