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FCRR.TO vs. TBNK.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCRR.TO vs. TBNK.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity U.S. Dividend for Rising Rates ETF (FCRR.TO) and TD Canadian Bank Dividend Index ETF (TBNK.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCRR.TO achieves a 14.88% return, which is significantly lower than TBNK.TO's 37.19% 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*

TBNK.TO

1D
1.70%
1M
9.27%
6M
36.37%
YTD
37.19%
1Y
73.80%
3Y*
36.93%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCRR.TO vs. TBNK.TO - Yearly Performance Comparison


2026 (YTD)202520242023
FCRR.TO
Fidelity U.S. Dividend for Rising Rates ETF
14.88%3.53%29.84%10.06%
TBNK.TO
TD Canadian Bank Dividend Index ETF
37.19%44.62%20.33%7.99%

Correlation

The correlation between FCRR.TO and TBNK.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2023

0.36

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Return for Risk

FCRR.TO vs. TBNK.TO — Risk / Return Rank

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

FCRR.TO
FCRR.TO Risk / Return Rank: 2424
Overall Rank
FCRR.TO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FCRR.TO Sortino Ratio Rank: 2323
Sortino Ratio Rank
FCRR.TO Omega Ratio Rank: 3434
Omega Ratio Rank
FCRR.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
FCRR.TO Martin Ratio Rank: 1818
Martin Ratio Rank

TBNK.TO
TBNK.TO Risk / Return Rank: 9898
Overall Rank
TBNK.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TBNK.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
TBNK.TO Omega Ratio Rank: 9898
Omega Ratio Rank
TBNK.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
TBNK.TO Martin Ratio Rank: 9898
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.

FCRR.TO vs. TBNK.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 TD Canadian Bank Dividend Index ETF (TBNK.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.TOTBNK.TODifference
Sharpe ratioReturn per unit of total volatility

-4.81

Sortino ratioReturn per unit of downside risk

-6.32

Omega ratioGain probability vs. loss probability

1.20

1.99

-0.79

Calmar ratioReturn relative to maximum drawdown

0.82

8.99

-8.17

Martin ratioReturn relative to average drawdown

1.64

38.88

-37.24

FCRR.TO vs. TBNK.TO - Sharpe Ratio Comparison

The current FCRR.TO Sharpe Ratio is 0.74, which is lower than the TBNK.TO Sharpe Ratio of 5.55. The chart below compares the historical Sharpe Ratios of FCRR.TO and TBNK.TO, 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

FCRR.TO vs. TBNK.TO - Drawdown Comparison

The maximum FCRR.TO drawdown since its inception was -31.45%, which is greater than TBNK.TO's maximum drawdown of -15.03%. Use the drawdown chart below to compare losses from any high point for FCRR.TO and TBNK.TO.


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Drawdown Indicators


FCRR.TOTBNK.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.45%

-15.03%

-16.42%

Max Drawdown (1Y)

Largest decline over 1 year

-18.61%

-8.25%

-10.36%

Max Drawdown (3Y)

Largest decline over 3 years

-18.61%

-15.03%

-3.58%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

Current Drawdown

Current decline from peak

-3.84%

0.00%

-3.84%

Average Drawdown

Average peak-to-trough decline

-4.65%

-2.37%

-2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.29%

1.90%

+7.39%

Volatility

FCRR.TO vs. TBNK.TO - Volatility Comparison

The current volatility for Fidelity U.S. Dividend for Rising Rates ETF (FCRR.TO) is 2.41%, while TD Canadian Bank Dividend Index ETF (TBNK.TO) has a volatility of 4.21%. This indicates that FCRR.TO experiences smaller price fluctuations and is considered to be less risky than TBNK.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.TOTBNK.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

4.21%

-1.80%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

11.70%

-2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

20.70%

13.38%

+7.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

12.90%

+2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.82%

12.90%

+3.92%

FCRR.TO vs. TBNK.TO - Expense Ratio Comparison

FCRR.TO has a 0.35% expense ratio, which is higher than TBNK.TO's 0.28% expense ratio.


Dividends

FCRR.TO vs. TBNK.TO - Dividend Comparison

FCRR.TO's dividend yield for the trailing twelve months is around 1.55%, less than TBNK.TO's 2.14% yield.


PositionTTM20252024202320222021202020192018
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%
TBNK.TO
TD Canadian Bank Dividend Index ETF
2.14%2.89%4.03%3.10%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FCRR.TO and TBNK.TO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TBNK.TO is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TBNK.TO is cheaper with a 0.28% expense ratio, compared with 0.35% for FCRR.TO.

They also come from different issuers: Fidelity and TD. Their fees differ too: 0.35% for FCRR.TO and 0.28% for TBNK.TO.

Portfolio Optimizer

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