FCRI.TO vs. ZDI.TO
FCRI.TO (Franklin International Core Equity Fund ETF Series) and ZDI.TO (BMO International Dividend ETF) are both Foreign Large Cap Equities funds. Both are actively managed. Over the past year, FCRI.TO returned 27.69% vs 26.02% for ZDI.TO. Their 0.35 correlation means their historical movements had little consistent relationship. FCRI.TO charges 0.11%/yr vs 0.44%/yr for ZDI.TO.
Performance
FCRI.TO vs. ZDI.TO - Performance Comparison
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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 ZDI.TO's 16.78% 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%
ZDI.TO
- 1D
- -0.30%
- 1M
- 1.40%
- 6M
- 10.12%
- YTD
- 16.78%
- 1Y
- 26.02%
- 3Y*
- 17.02%
- 5Y*
- 13.04%
- 10Y*
- 9.55%
- ALL TIME*
- 8.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| CA$80.15K | CA$123.25K | CA$86.85K | |
| CA$300.12K | CA$380.60K | CA$430.52K |
FCRI.TO vs. ZDI.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FCRI.TO Franklin International Core Equity Fund ETF Series | 12.24% | 15.58% |
ZDI.TO BMO International Dividend ETF | 16.78% | 6.02% |
Correlation
The correlation between FCRI.TO and ZDI.TO is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2025 | 0.35 |
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Return for Risk
FCRI.TO vs. ZDI.TO — Risk / Return Rank
FCRI.TO
ZDI.TO
FCRI.TO vs. ZDI.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 BMO International Dividend ETF (ZDI.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.
| FCRI.TO | ZDI.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.34 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 2.49 | -0.03 |
| Martin ratioReturn relative to average drawdown | 9.93 | 9.36 | +0.57 |
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Drawdowns
FCRI.TO vs. ZDI.TO - Drawdown Comparison
The maximum FCRI.TO drawdown since its inception was -11.34%, smaller than the maximum ZDI.TO drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for FCRI.TO and ZDI.TO.
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Drawdown Indicators
| FCRI.TO | ZDI.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.34% | -33.87% | +22.53% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -10.23% | -1.11% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.13% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.96% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.87% | — |
Current DrawdownCurrent decline from peak | -0.86% | -0.30% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -1.52% | -4.81% | +3.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.72% | +0.08% |
Volatility
FCRI.TO vs. ZDI.TO - Volatility Comparison
Franklin International Core Equity Fund ETF Series (FCRI.TO) has a higher volatility of 3.96% compared to BMO International Dividend ETF (ZDI.TO) at 3.46%. This indicates that FCRI.TO's price experiences larger fluctuations and is considered to be riskier than ZDI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCRI.TO | ZDI.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 3.46% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 12.12% | 11.38% | +0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.15% | 13.90% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.98% | 13.33% | +0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.98% | 15.60% | -1.62% |
FCRI.TO vs. ZDI.TO - Expense Ratio Comparison
FCRI.TO has a 0.11% expense ratio, which is lower than ZDI.TO's 0.44% expense ratio.
Dividends
FCRI.TO vs. ZDI.TO - Dividend Comparison
FCRI.TO's dividend yield for the trailing twelve months is around 2.50%, less than ZDI.TO's 2.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCRI.TO Franklin International Core Equity Fund ETF Series | 2.50% | 2.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZDI.TO BMO International Dividend ETF | 2.96% | 3.41% | 3.94% | 4.15% | 3.99% | 3.72% | 4.96% | 4.92% | 5.23% | 4.23% | 4.62% | 4.27% |
Frequently Asked Questions
FCRI.TO and ZDI.TO have a correlation of 0.33, 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 0.44% for ZDI.TO.
They also come from different issuers: Franklin Templeton and BMO. Their fees differ too: 0.11% for FCRI.TO and 0.44% for ZDI.TO.
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