FCRR.TO vs. BLOV.TO
FCRR.TO (Fidelity U.S. Dividend for Rising Rates ETF) and BLOV.TO (Brompton North American Low Volatility Dividend ETF) are both Dividend funds. Both are actively managed. Over the past 5 years, FCRR.TO returned 12.52%/yr vs 8.19%/yr for BLOV.TO. At a 0.14 correlation, their price movements are largely independent.
Performance
FCRR.TO vs. BLOV.TO - Performance Comparison
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Returns By Period
In the year-to-date period, FCRR.TO achieves a 14.88% return, which is significantly higher than BLOV.TO's 13.38% return.
FCRR.TO
- 1D
- -0.03%
- 1M
- 0.87%
- 6M
- 12.05%
- YTD
- 14.88%
- 1Y
- 15.20%
- 3Y*
- 17.64%
- 5Y*
- 12.52%
- 10Y*
- —
BLOV.TO
- 1D
- 0.22%
- 1M
- 1.49%
- 6M
- 12.19%
- YTD
- 13.38%
- 1Y
- 19.69%
- 3Y*
- 12.75%
- 5Y*
- 8.19%
- 10Y*
- —
FCRR.TO vs. BLOV.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FCRR.TO Fidelity U.S. Dividend for Rising Rates ETF | 14.88% | 3.53% | 29.84% | 12.53% | -6.47% | 29.36% | 17.61% |
BLOV.TO Brompton North American Low Volatility Dividend ETF | 13.38% | 14.08% | 11.35% | -1.53% | -6.53% | 21.12% | 8.97% |
Correlation
The correlation between FCRR.TO and BLOV.TO is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since May 5, 2020 | 0.15 |
The correlation between FCRR.TO and BLOV.TO shifts across timeframes, from 0.05 (1 year) to 0.16 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FCRR.TO vs. BLOV.TO — Risk / Return Rank
FCRR.TO
BLOV.TO
FCRR.TO vs. BLOV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity U.S. Dividend for Rising Rates ETF (FCRR.TO) and Brompton North American Low Volatility Dividend ETF (BLOV.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.
| FCRR.TO | BLOV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.45 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 3.95 | -3.13 |
| Martin ratioReturn relative to average drawdown | 1.64 | 13.24 | -11.60 |
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Drawdowns
FCRR.TO vs. BLOV.TO - Drawdown Comparison
The maximum FCRR.TO drawdown since its inception was -31.45%, smaller than the maximum BLOV.TO drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for FCRR.TO and BLOV.TO.
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Drawdown Indicators
| FCRR.TO | BLOV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.45% | -46.98% | +15.53% |
Max Drawdown (1Y)Largest decline over 1 year | -18.61% | -5.23% | -13.38% |
Max Drawdown (3Y)Largest decline over 3 years | -18.61% | -41.86% | +23.25% |
Max Drawdown (5Y)Largest decline over 5 years | -18.61% | -46.98% | +28.37% |
Current DrawdownCurrent decline from peak | -3.84% | -1.43% | -2.41% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -4.48% | -0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.29% | 1.56% | +7.73% |
Volatility
FCRR.TO vs. BLOV.TO - Volatility Comparison
The current volatility for Fidelity U.S. Dividend for Rising Rates ETF (FCRR.TO) is 2.41%, while Brompton North American Low Volatility Dividend ETF (BLOV.TO) has a volatility of 4.96%. This indicates that FCRR.TO experiences smaller price fluctuations and is considered to be less risky than BLOV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCRR.TO | BLOV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.41% | 4.96% | -2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 7.78% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.70% | 9.20% | +11.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.43% | 33.19% | -17.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 30.18% | -13.36% |
Dividends
FCRR.TO vs. BLOV.TO - Dividend Comparison
FCRR.TO's dividend yield for the trailing twelve months is around 1.55%, less than BLOV.TO's 3.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 3.71% | 4.13% | 4.51% | 4.80% | 4.25% | 3.19% | 2.45% | 0.00% | 0.00% |
FCRR.TO Fidelity U.S. Dividend for Rising Rates ETF | 1.55% | 1.86% | 1.65% | 2.01% | 2.08% | 1.59% | 2.53% | 2.27% | 0.61% |
Frequently Asked Questions
FCRR.TO and BLOV.TO have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Fidelity and Brompton.
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