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FICDX vs. EWC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FICDX vs. EWC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Canada Fund (FICDX) and iShares MSCI Canada ETF (EWC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FICDX achieves a 4.52% return, which is significantly lower than EWC's 7.44% return. Over the past 10 years, FICDX has underperformed EWC with an annualized return of 10.40%, while EWC has yielded a comparatively higher 11.38% annualized return.


FICDX

1D
-0.28%
1M
-1.83%
YTD
4.52%
6M
3.55%
1Y
14.49%
3Y*
16.21%
5Y*
10.25%
10Y*
10.40%

EWC

1D
-0.38%
1M
-0.97%
YTD
7.44%
6M
6.24%
1Y
28.96%
3Y*
21.74%
5Y*
11.16%
10Y*
11.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FICDX vs. EWC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FICDX
Fidelity Canada Fund
4.52%25.86%9.15%14.66%-6.14%26.86%4.43%25.82%-14.32%12.79%
EWC
iShares MSCI Canada ETF
7.44%35.92%12.38%14.73%-12.95%26.98%5.52%27.58%-17.16%15.73%

Correlation

The correlation between FICDX and EWC is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Apr 1, 1996

0.85

The correlation between FICDX and EWC shifts across timeframes, from 0.85 (all time) to 0.96 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FICDX vs. EWC — Risk / Return Rank

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

FICDX
FICDX Risk / Return Rank: 2323
Overall Rank
FICDX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
FICDX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FICDX Omega Ratio Rank: 1717
Omega Ratio Rank
FICDX Calmar Ratio Rank: 3131
Calmar Ratio Rank
FICDX Martin Ratio Rank: 2929
Martin Ratio Rank

EWC
EWC Risk / Return Rank: 6666
Overall Rank
EWC Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EWC Sortino Ratio Rank: 5959
Sortino Ratio Rank
EWC Omega Ratio Rank: 5959
Omega Ratio Rank
EWC Calmar Ratio Rank: 7171
Calmar Ratio Rank
EWC Martin Ratio Rank: 7676
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.

FICDX vs. EWC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Canada Fund (FICDX) and iShares MSCI Canada ETF (EWC). 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.


FICDXEWCDifference
Sharpe ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.20

1.35

-0.14

Calmar ratioReturn relative to maximum drawdown

1.96

3.42

-1.46

Martin ratioReturn relative to average drawdown

6.36

13.81

-7.45

FICDX vs. EWC - Sharpe Ratio Comparison

The current FICDX Sharpe Ratio is 1.15, which is lower than the EWC Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of FICDX and EWC, 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

FICDX vs. EWC - Drawdown Comparison

The maximum FICDX drawdown since its inception was -58.09%, roughly equal to the maximum EWC drawdown of -60.75%. Use the drawdown chart below to compare losses from any high point for FICDX and EWC.


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Drawdown Indicators


FICDXEWCDifference

Max Drawdown

Largest peak-to-trough decline

-58.09%

-60.75%

+2.66%

Max Drawdown (1Y)

Largest decline over 1 year

-7.60%

-8.51%

+0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-12.06%

-12.97%

+0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-21.01%

-24.81%

+3.80%

Max Drawdown (10Y)

Largest decline over 10 years

-39.85%

-42.66%

+2.81%

Current Drawdown

Current decline from peak

-3.70%

-2.55%

-1.15%

Average Drawdown

Average peak-to-trough decline

-10.51%

-13.12%

+2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.10%

+0.24%

Volatility

FICDX vs. EWC - Volatility Comparison

The current volatility for Fidelity Canada Fund (FICDX) is 3.97%, while iShares MSCI Canada ETF (EWC) has a volatility of 4.34%. This indicates that FICDX experiences smaller price fluctuations and is considered to be less risky than EWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FICDXEWCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

4.34%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

11.41%

-1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

12.96%

14.44%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

17.29%

-1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.43%

18.71%

-1.28%

FICDX vs. EWC - Expense Ratio Comparison

FICDX has a 0.80% expense ratio, which is higher than EWC's 0.49% expense ratio.


Dividends

FICDX vs. EWC - Dividend Comparison

FICDX's dividend yield for the trailing twelve months is around 5.45%, more than EWC's 1.30% yield.


PositionTTM20252024202320222021202020192018201720162015
EWC
iShares MSCI Canada ETF
1.30%1.45%2.23%2.27%2.34%1.85%2.09%2.16%2.65%1.97%1.75%2.34%
FICDX
Fidelity Canada Fund
5.45%5.70%7.44%3.36%4.11%5.16%2.56%4.41%7.33%0.89%1.63%0.15%

Frequently Asked Questions


With a correlation of 0.95, FICDX and EWC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

EWC has higher volatility (4.34%) compared to FICDX (3.97%). In terms of maximum drawdown, FICDX dropped -58.09% vs EWC's -60.75%.

EWC currently has the higher Sharpe Ratio (2.02 vs 1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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