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FENI vs. CIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FENI vs. CIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Enhanced International ETF (FENI) and VictoryShares International Volatility Wtd ETF (CIL). The values are adjusted to include any dividend payments, if applicable.

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FENI vs. CIL - Yearly Performance Comparison


2026 (YTD)202520242023
FENI
Fidelity Enhanced International ETF
2.45%37.27%6.95%5.33%
CIL
VictoryShares International Volatility Wtd ETF
5.44%32.99%3.76%6.19%

Returns By Period

In the year-to-date period, FENI achieves a 2.45% return, which is significantly lower than CIL's 5.44% return.


FENI

1D
3.13%
1M
-7.92%
YTD
2.45%
6M
7.28%
1Y
29.16%
3Y*
5Y*
10Y*

CIL

1D
0.00%
1M
0.00%
YTD
5.44%
6M
10.80%
1Y
29.06%
3Y*
16.16%
5Y*
8.79%
10Y*
8.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FENI vs. CIL - Expense Ratio Comparison

FENI has a 0.28% expense ratio, which is lower than CIL's 0.45% expense ratio.


Return for Risk

FENI vs. CIL — Risk / Return Rank

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

FENI
FENI Risk / Return Rank: 8585
Overall Rank
FENI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FENI Sortino Ratio Rank: 8686
Sortino Ratio Rank
FENI Omega Ratio Rank: 8585
Omega Ratio Rank
FENI Calmar Ratio Rank: 8585
Calmar Ratio Rank
FENI Martin Ratio Rank: 8585
Martin Ratio Rank

CIL
CIL Risk / Return Rank: 9292
Overall Rank
CIL Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CIL Sortino Ratio Rank: 9595
Sortino Ratio Rank
CIL Omega Ratio Rank: 9696
Omega Ratio Rank
CIL Calmar Ratio Rank: 8181
Calmar Ratio Rank
CIL Martin Ratio Rank: 9595
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.

FENI vs. CIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Enhanced International ETF (FENI) and VictoryShares International Volatility Wtd ETF (CIL). 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.


FENICILDifference

Sharpe ratio

Return per unit of total volatility

1.61

2.29

-0.68

Sortino ratio

Return per unit of downside risk

2.25

3.15

-0.90

Omega ratio

Gain probability vs. loss probability

1.33

1.54

-0.21

Calmar ratio

Return relative to maximum drawdown

2.43

2.32

+0.11

Martin ratio

Return relative to average drawdown

9.39

15.10

-5.71

FENI vs. CIL - Sharpe Ratio Comparison

The current FENI Sharpe Ratio is 1.61, which is comparable to the CIL Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of FENI and CIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FENICILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

2.29

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.42

0.44

+0.98

Correlation

The correlation between FENI and CIL is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FENI vs. CIL - Dividend Comparison

FENI's dividend yield for the trailing twelve months is around 3.09%, more than CIL's 2.38% yield.


TTM20252024202320222021202020192018201720162015
FENI
Fidelity Enhanced International ETF
3.09%2.99%3.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CIL
VictoryShares International Volatility Wtd ETF
2.38%2.70%3.46%2.91%2.41%3.04%1.73%2.69%2.85%2.17%2.34%0.43%

Drawdowns

FENI vs. CIL - Drawdown Comparison

The maximum FENI drawdown since its inception was -14.20%, smaller than the maximum CIL drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for FENI and CIL.


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Drawdown Indicators


FENICILDifference

Max Drawdown

Largest peak-to-trough decline

-14.20%

-36.27%

+22.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.49%

-9.66%

-1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-29.89%

Max Drawdown (10Y)

Largest decline over 10 years

-36.27%

Current Drawdown

Current decline from peak

-8.31%

-0.58%

-7.73%

Average Drawdown

Average peak-to-trough decline

-2.25%

-6.66%

+4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

1.73%

+1.24%

Volatility

FENI vs. CIL - Volatility Comparison

Fidelity Enhanced International ETF (FENI) has a higher volatility of 8.12% compared to VictoryShares International Volatility Wtd ETF (CIL) at 0.00%. This indicates that FENI's price experiences larger fluctuations and is considered to be riskier than CIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FENICILDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

0.00%

+8.12%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

5.76%

+5.62%

Volatility (1Y)

Calculated over the trailing 1-year period

18.22%

13.30%

+4.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.30%

16.67%

-1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.30%

17.32%

-2.02%