PortfoliosLab logoPortfoliosLab logo
FFDI vs. TILV.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFDI vs. TILV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Fundamental Developed International ETF (FFDI) and TD Q International Low Volatility ETF (TILV.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FFDI vs. TILV.TO - Yearly Performance Comparison


2026 (YTD)20252024
FFDI
Fidelity Fundamental Developed International ETF
-1.62%26.66%-2.09%
TILV.TO
TD Q International Low Volatility ETF
7.73%25.42%-2.38%
Different Trading Currencies

FFDI is traded in USD, while TILV.TO is traded in CAD. To make them comparable, the TILV.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FFDI achieves a -1.62% return, which is significantly lower than TILV.TO's 7.73% return.


FFDI

1D
3.70%
1M
-7.78%
YTD
-1.62%
6M
-0.36%
1Y
15.72%
3Y*
5Y*
10Y*

TILV.TO

1D
2.02%
1M
-2.63%
YTD
7.73%
6M
11.09%
1Y
22.17%
3Y*
14.23%
5Y*
8.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FFDI vs. TILV.TO - Expense Ratio Comparison

FFDI has a 0.55% expense ratio, which is higher than TILV.TO's 0.40% expense ratio.


Return for Risk

FFDI vs. TILV.TO — Risk / Return Rank

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

FFDI
FFDI Risk / Return Rank: 4646
Overall Rank
FFDI Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
FFDI Sortino Ratio Rank: 4646
Sortino Ratio Rank
FFDI Omega Ratio Rank: 4545
Omega Ratio Rank
FFDI Calmar Ratio Rank: 4747
Calmar Ratio Rank
FFDI Martin Ratio Rank: 4848
Martin Ratio Rank

TILV.TO
TILV.TO Risk / Return Rank: 8181
Overall Rank
TILV.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
TILV.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
TILV.TO Omega Ratio Rank: 7878
Omega Ratio Rank
TILV.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
TILV.TO Martin Ratio Rank: 8282
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.

FFDI vs. TILV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Developed International ETF (FFDI) and TD Q International Low Volatility ETF (TILV.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.


FFDITILV.TODifference

Sharpe ratio

Return per unit of total volatility

0.84

1.75

-0.92

Sortino ratio

Return per unit of downside risk

1.30

2.34

-1.04

Omega ratio

Gain probability vs. loss probability

1.18

1.33

-0.16

Calmar ratio

Return relative to maximum drawdown

1.23

2.88

-1.65

Martin ratio

Return relative to average drawdown

4.68

10.66

-5.98

FFDI vs. TILV.TO - Sharpe Ratio Comparison

The current FFDI Sharpe Ratio is 0.84, which is lower than the TILV.TO Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of FFDI and TILV.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FFDITILV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.75

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.54

+0.35

Correlation

The correlation between FFDI and TILV.TO is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FFDI vs. TILV.TO - Dividend Comparison

FFDI's dividend yield for the trailing twelve months is around 2.25%, less than TILV.TO's 2.89% yield.


TTM2025202420232022202120202019
FFDI
Fidelity Fundamental Developed International ETF
2.25%2.16%0.39%0.00%0.00%0.00%0.00%0.00%
TILV.TO
TD Q International Low Volatility ETF
2.89%3.08%3.34%3.51%2.81%2.78%2.99%2.10%

Drawdowns

FFDI vs. TILV.TO - Drawdown Comparison

The maximum FFDI drawdown since its inception was -14.39%, smaller than the maximum TILV.TO drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for FFDI and TILV.TO.


Loading graphics...

Drawdown Indicators


FFDITILV.TODifference

Max Drawdown

Largest peak-to-trough decline

-14.39%

-26.64%

+12.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.85%

-7.21%

-4.64%

Max Drawdown (5Y)

Largest decline over 5 years

-16.32%

Current Drawdown

Current decline from peak

-8.54%

-2.20%

-6.34%

Average Drawdown

Average peak-to-trough decline

-2.09%

-4.31%

+2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

1.96%

+1.16%

Volatility

FFDI vs. TILV.TO - Volatility Comparison

Fidelity Fundamental Developed International ETF (FFDI) has a higher volatility of 9.17% compared to TD Q International Low Volatility ETF (TILV.TO) at 5.69%. This indicates that FFDI's price experiences larger fluctuations and is considered to be riskier than TILV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FFDITILV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.17%

5.69%

+3.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.29%

8.15%

+4.14%

Volatility (1Y)

Calculated over the trailing 1-year period

18.94%

12.80%

+6.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.09%

12.21%

+5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.09%

14.12%

+3.97%