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FGEP.TO vs. BDIV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGEP.TO vs. BDIV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Global Equity+ Fund ETF (FGEP.TO) and Brompton Global Dividend Growth ETF (BDIV.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, FGEP.TO achieves a 20.73% return, which is significantly higher than BDIV.TO's 8.55% return.


FGEP.TO

1D
0.58%
1M
0.19%
6M
16.06%
YTD
20.73%
1Y
31.07%
3Y*
5Y*
10Y*
ALL TIME*
22.43%

BDIV.TO

1D
0.48%
1M
-3.35%
6M
5.73%
YTD
8.55%
1Y
16.66%
3Y*
18.84%
5Y*
10.04%
10Y*
ALL TIME*
9.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$13.72KCA$17.13KCA$20.74K
CA$1.06MCA$1.09MCA$1.04M

FGEP.TO vs. BDIV.TO - Yearly Performance Comparison


2026 (YTD)20252024
FGEP.TO
Fidelity Global Equity+ Fund ETF
20.73%17.44%9.88%
BDIV.TO
Brompton Global Dividend Growth ETF
8.55%18.14%8.45%

Correlation

The correlation between FGEP.TO and BDIV.TO is 0.26, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.26

Correlation (All Time)
Calculated using the full available price history since May 22, 2024

0.34

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Return for Risk

FGEP.TO vs. BDIV.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FGEP.TO
FGEP.TO Risk / Return Rank: 9292
Overall Rank
FGEP.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FGEP.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
FGEP.TO Omega Ratio Rank: 9292
Omega Ratio Rank
FGEP.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
FGEP.TO Martin Ratio Rank: 9292
Martin Ratio Rank

BDIV.TO
BDIV.TO Risk / Return Rank: 5151
Overall Rank
BDIV.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BDIV.TO Sortino Ratio Rank: 5353
Sortino Ratio Rank
BDIV.TO Omega Ratio Rank: 5050
Omega Ratio Rank
BDIV.TO Calmar Ratio Rank: 4646
Calmar Ratio Rank
BDIV.TO Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FGEP.TO vs. BDIV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Equity+ Fund ETF (FGEP.TO) and Brompton Global Dividend Growth ETF (BDIV.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.


FGEP.TOBDIV.TODifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.46

1.25

+0.20

Calmar ratioReturn relative to maximum drawdown

4.07

1.84

+2.23

Martin ratioReturn relative to average drawdown

16.37

7.33

+9.04

FGEP.TO vs. BDIV.TO - Sharpe Ratio Comparison

The current FGEP.TO Sharpe Ratio is 2.54, which is higher than the BDIV.TO Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of FGEP.TO and BDIV.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

FGEP.TO vs. BDIV.TO - Drawdown Comparison

The maximum FGEP.TO drawdown since its inception was -14.78%, smaller than the maximum BDIV.TO drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for FGEP.TO and BDIV.TO.


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Drawdown Indicators


FGEP.TOBDIV.TODifference

Max Drawdown

Largest peak-to-trough decline

-14.78%

-36.44%

+21.66%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-9.11%

+1.97%

Max Drawdown (3Y)

Largest decline over 3 years

-13.65%

Max Drawdown (5Y)

Largest decline over 5 years

-24.34%

Current Drawdown

Current decline from peak

-0.06%

-4.45%

+4.39%

Average Drawdown

Average peak-to-trough decline

-1.60%

-6.56%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

2.28%

-0.51%

Volatility

FGEP.TO vs. BDIV.TO - Volatility Comparison

Fidelity Global Equity+ Fund ETF (FGEP.TO) has a higher volatility of 3.48% compared to Brompton Global Dividend Growth ETF (BDIV.TO) at 3.30%. This indicates that FGEP.TO's price experiences larger fluctuations and is considered to be riskier than BDIV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGEP.TOBDIV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

3.30%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

9.26%

10.10%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

11.42%

11.98%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.71%

14.65%

-1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.71%

18.66%

-5.95%

FGEP.TO vs. BDIV.TO - Expense Ratio Comparison

FGEP.TO has a 1.16% expense ratio, which is higher than BDIV.TO's 0.96% expense ratio.


Dividends

FGEP.TO vs. BDIV.TO - Dividend Comparison

FGEP.TO has not paid dividends to shareholders, while BDIV.TO's dividend yield for the trailing twelve months is around 5.97%.


PositionTTM2025202420232022202120202019
BDIV.TO
Brompton Global Dividend Growth ETF
5.97%6.05%6.43%7.21%7.11%5.30%6.12%5.23%
FGEP.TO
Fidelity Global Equity+ Fund ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FGEP.TO and BDIV.TO have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BDIV.TO is cheaper at 0.96% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BDIV.TO is cheaper with a 0.96% expense ratio, compared with 1.16% for FGEP.TO.

They also come from different issuers: Fidelity and Brompton. Their fees differ too: 1.16% for FGEP.TO and 0.96% for BDIV.TO.

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