FFDI vs. CIL
Compare and contrast key facts about Fidelity Fundamental Developed International ETF (FFDI) and VictoryShares International Volatility Wtd ETF (CIL).
FFDI and CIL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FFDI is managed by Fidelity. CIL is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory International 500 Volatility Weighted Index. It was launched on Aug 19, 2015.
Performance
FFDI vs. CIL - Performance Comparison
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FFDI vs. CIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FFDI Fidelity Fundamental Developed International ETF | -1.62% | 26.66% | -2.09% |
CIL VictoryShares International Volatility Wtd ETF | 5.44% | 32.99% | -2.18% |
Returns By Period
In the year-to-date period, FFDI achieves a -1.62% return, which is significantly lower than CIL's 5.44% return.
FFDI
- 1D
- 3.70%
- 1M
- -7.78%
- YTD
- -1.62%
- 6M
- -0.36%
- 1Y
- 15.72%
- 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%
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FFDI vs. CIL - Expense Ratio Comparison
FFDI has a 0.55% expense ratio, which is higher than CIL's 0.45% expense ratio.
Return for Risk
FFDI vs. CIL — Risk / Return Rank
FFDI
CIL
FFDI vs. CIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Developed International ETF (FFDI) 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.
| FFDI | CIL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 2.29 | -1.46 |
Sortino ratioReturn per unit of downside risk | 1.30 | 3.15 | -1.85 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.54 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 2.32 | -1.09 |
Martin ratioReturn relative to average drawdown | 4.68 | 15.10 | -10.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FFDI | CIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 2.29 | -1.46 |
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 | 0.89 | 0.44 | +0.45 |
Correlation
The correlation between FFDI and CIL is 0.80, 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
FFDI vs. CIL - Dividend Comparison
FFDI's dividend yield for the trailing twelve months is around 2.25%, less than CIL's 2.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFDI Fidelity Fundamental Developed International ETF | 2.25% | 2.16% | 0.39% | 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
FFDI vs. CIL - Drawdown Comparison
The maximum FFDI drawdown since its inception was -14.39%, smaller than the maximum CIL drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for FFDI and CIL.
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Drawdown Indicators
| FFDI | CIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.39% | -36.27% | +21.88% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -9.66% | -2.19% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.89% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.27% | — |
Current DrawdownCurrent decline from peak | -8.54% | -0.58% | -7.96% |
Average DrawdownAverage peak-to-trough decline | -2.09% | -6.66% | +4.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 1.73% | +1.39% |
Volatility
FFDI vs. CIL - Volatility Comparison
Fidelity Fundamental Developed International ETF (FFDI) has a higher volatility of 9.17% compared to VictoryShares International Volatility Wtd ETF (CIL) at 0.00%. This indicates that FFDI'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
| FFDI | CIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.17% | 0.00% | +9.17% |
Volatility (6M)Calculated over the trailing 6-month period | 12.29% | 5.76% | +6.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.94% | 13.30% | +5.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.09% | 16.67% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 17.32% | +0.77% |