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FCRI.TO vs. FCIN.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCRI.TO vs. FCIN.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Franklin International Core Equity Fund ETF Series (FCRI.TO) and Fidelity All-International Equity ETF (FCIN.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCRI.TO achieves a 12.24% return, which is significantly lower than FCIN.NEO's 16.65% return.


FCRI.TO

1D
-0.23%
1M
-0.51%
6M
11.02%
YTD
12.24%
1Y
27.69%
3Y*
5Y*
10Y*
ALL TIME*
27.68%

FCIN.NEO

1D
-0.49%
1M
-0.80%
6M
9.10%
YTD
16.65%
1Y
28.82%
3Y*
5Y*
10Y*
ALL TIME*
22.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$1.98MCA$1.83MCA$2.50M
CA$80.15KCA$123.25KCA$86.85K

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


Correlation

The correlation between FCRI.TO and FCIN.NEO is 0.38, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.38

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2025

0.40

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Return for Risk

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

Compare historical risk-adjusted metric ranks over the past 12 months.

FCRI.TO
FCRI.TO Risk / Return Rank: 8181
Overall Rank
FCRI.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FCRI.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
FCRI.TO Omega Ratio Rank: 9797
Omega Ratio Rank
FCRI.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
FCRI.TO Martin Ratio Rank: 7373
Martin Ratio Rank

FCIN.NEO
FCIN.NEO Risk / Return Rank: 8181
Overall Rank
FCIN.NEO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FCIN.NEO Sortino Ratio Rank: 8282
Sortino Ratio Rank
FCIN.NEO Omega Ratio Rank: 8181
Omega Ratio Rank
FCIN.NEO Calmar Ratio Rank: 7979
Calmar Ratio Rank
FCIN.NEO Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

This table presents a comparison of risk-adjusted performance metrics for Franklin International Core Equity Fund ETF Series (FCRI.TO) and Fidelity All-International Equity ETF (FCIN.NEO). 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.


FCRI.TOFCIN.NEODifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.73

1.37

+0.37

Calmar ratioReturn relative to maximum drawdown

2.46

3.02

-0.55

Martin ratioReturn relative to average drawdown

9.93

11.50

-1.57

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

The current FCRI.TO Sharpe Ratio is 1.97, which is comparable to the FCIN.NEO Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of FCRI.TO and FCIN.NEO, 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

FCRI.TO vs. FCIN.NEO - Drawdown Comparison

The maximum FCRI.TO drawdown since its inception was -11.34%, smaller than the maximum FCIN.NEO drawdown of -12.34%. Use the drawdown chart below to compare losses from any high point for FCRI.TO and FCIN.NEO.


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Drawdown Indicators


FCRI.TOFCIN.NEODifference

Max Drawdown

Largest peak-to-trough decline

-11.34%

-12.34%

+1.00%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

-9.56%

-1.78%

Current Drawdown

Current decline from peak

-0.86%

-0.80%

-0.06%

Average Drawdown

Average peak-to-trough decline

-1.52%

-1.54%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

2.50%

+0.30%

Volatility

FCRI.TO vs. FCIN.NEO - Volatility Comparison

The current volatility for Franklin International Core Equity Fund ETF Series (FCRI.TO) is 3.96%, while Fidelity All-International Equity ETF (FCIN.NEO) has a volatility of 4.39%. This indicates that FCRI.TO experiences smaller price fluctuations and is considered to be less risky than FCIN.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCRI.TOFCIN.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

4.39%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

12.12%

12.12%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

14.15%

14.23%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.98%

14.34%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.98%

14.34%

-0.36%

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

FCRI.TO has a 0.11% expense ratio, which is lower than FCIN.NEO's 0.50% expense ratio.


Dividends

FCRI.TO vs. FCIN.NEO - Dividend Comparison

FCRI.TO's dividend yield for the trailing twelve months is around 2.50%, more than FCIN.NEO's 1.09% yield.


PositionTTM20252024
FCIN.NEO
Fidelity All-International Equity ETF
1.09%1.28%1.51%
FCRI.TO
Franklin International Core Equity Fund ETF Series
2.50%2.81%0.00%

Frequently Asked Questions


FCRI.TO and FCIN.NEO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FCRI.TO is cheaper at 0.11% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FCRI.TO is cheaper with a 0.11% expense ratio, compared with 0.50% for FCIN.NEO.

They also come from different issuers: Franklin Templeton and Fidelity. Their fees differ too: 0.11% for FCRI.TO and 0.50% for FCIN.NEO.

Portfolio Optimizer

Find the right allocation for FCRI.TO and FCIN.NEO

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