FCRI.TO vs. TILV.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Franklin International Core Equity Fund ETF Series (FCRI.TO) and TD Q International Low Volatility ETF (TILV.TO).

FCRI.TO and TILV.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FCRI.TO is an actively managed fund by Franklin Templeton. It was launched on Jan 13, 2026. TILV.TO is an actively managed fund by TD. It was launched on May 7, 2019.

Performance

FCRI.TO vs. TILV.TO - 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 TD Q International Low Volatility ETF (TILV.TO). The values are adjusted to include any dividend payments, if applicable.

FCRI.TO vs. TILV.TO - Yearly Performance Comparison

	2026 (YTD)	2025
FCRI.TO Franklin International Core Equity Fund ETF Series	-0.75%	15.58%
TILV.TO TD Q International Low Volatility ETF	9.13%	6.34%

Returns By Period

In the year-to-date period, FCRI.TO achieves a -0.75% return, which is significantly lower than TILV.TO's 9.13% return.

FCRI.TO

• 1D: 2.92%
• 1M: -7.09%
• YTD: -0.75%
• 6M: 7.22%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TILV.TO

• 1D: 1.91%
• 1M: -2.20%
• YTD: 9.13%
• 6M: 11.75%
• 1Y: 18.26%
• 3Y*: 15.30%
• 5Y*: 11.23%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FCRI.TO vs. TILV.TO - Expense Ratio Comparison

TILV.TO

TD Q International Low Volatility ETF

Return for Risk

FCRI.TO vs. TILV.TO — Risk / Return Rank

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

TILV.TO

TILV.TO Risk / Return Rank: 81
TILV.TO Sharpe Ratio Rank: 81
TILV.TO Sortino Ratio Rank: 81
TILV.TO Omega Ratio Rank: 78
TILV.TO Calmar Ratio Rank: 82
TILV.TO Martin Ratio Rank: 82

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.

FCRI.TO vs. TILV.TO - 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 TD Q International Low Volatility ETF (TILV.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	FCRI.TO	TILV.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.59	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.14	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.55	0.71	+0.84

Correlation

The correlation between FCRI.TO and TILV.TO is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FCRI.TO vs. TILV.TO - Dividend Comparison

FCRI.TO's dividend yield for the trailing twelve months is around 2.83%, less than TILV.TO's 2.89% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
FCRI.TO Franklin International Core Equity Fund ETF Series	2.83%	2.81%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TILV.TO TD Q International Low Volatility ETF	2.89%	3.08%	3.34%	3.51%	2.81%	2.78%	2.99%	2.10%

Drawdowns

FCRI.TO vs. TILV.TO - Drawdown Comparison

The maximum FCRI.TO drawdown since its inception was -11.01%, smaller than the maximum TILV.TO drawdown of -26.64%. Use the drawdown chart below to compare losses from any high point for FCRI.TO and TILV.TO.

Drawdown Indicators

	FCRI.TO	TILV.TO	Difference
Max Drawdown Largest peak-to-trough decline	-11.01%	-26.64%	+15.63%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.21%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.32%	—
Current Drawdown Current decline from peak	-7.09%	-2.20%	-4.89%
Average Drawdown Average peak-to-trough decline	-1.28%	-4.31%	+3.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.96%	—

Volatility

Volatility by Period

	FCRI.TO	TILV.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.49%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.79%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.39%	11.51%	+1.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.39%	9.90%	+3.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.39%	11.57%	+1.82%