PortfoliosLab logoPortfoliosLab logo
FCRI.TO vs. VIDY.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCRI.TO vs. VIDY.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 Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


Returns By Period

In the year-to-date period, FCRI.TO achieves a -0.75% return, which is significantly lower than VIDY.TO's 6.94% return.


FCRI.TO

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

VIDY.TO

1D
2.67%
1M
-4.81%
YTD
6.94%
6M
13.11%
1Y
27.84%
3Y*
21.50%
5Y*
15.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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


Return for Risk

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

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

FCRI.TO

VIDY.TO
VIDY.TO Risk / Return Rank: 8787
Overall Rank
VIDY.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VIDY.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
VIDY.TO Omega Ratio Rank: 8989
Omega Ratio Rank
VIDY.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
VIDY.TO Martin Ratio Rank: 8686
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.

FCRI.TO vs. VIDY.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 Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.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.

FCRI.TO vs. VIDY.TO - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


FCRI.TOVIDY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.55

0.71

+0.84

Correlation

The correlation between FCRI.TO and VIDY.TO is 0.28, 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. VIDY.TO - Dividend Comparison

FCRI.TO's dividend yield for the trailing twelve months is around 2.83%, more than VIDY.TO's 2.55% yield.


TTM20252024202320222021202020192018
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%0.00%
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF
2.55%2.80%3.59%3.89%4.37%3.28%3.34%3.36%0.93%

Drawdowns

FCRI.TO vs. VIDY.TO - Drawdown Comparison

The maximum FCRI.TO drawdown since its inception was -11.01%, smaller than the maximum VIDY.TO drawdown of -31.99%. Use the drawdown chart below to compare losses from any high point for FCRI.TO and VIDY.TO.


Loading graphics...

Drawdown Indicators


FCRI.TOVIDY.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.01%

-31.99%

+20.98%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

Max Drawdown (5Y)

Largest decline over 5 years

-19.02%

Current Drawdown

Current decline from peak

-7.09%

-5.39%

-1.70%

Average Drawdown

Average peak-to-trough decline

-1.28%

-4.28%

+3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

Volatility

FCRI.TO vs. VIDY.TO - Volatility Comparison


Loading graphics...

Volatility by Period


FCRI.TOVIDY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

Volatility (1Y)

Calculated over the trailing 1-year period

13.39%

15.84%

-2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

13.28%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.39%

16.47%

-3.08%