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FICDX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FICDX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Canada Fund (FICDX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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FICDX vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FICDX
Fidelity Canada Fund
0.28%25.86%9.15%14.66%-6.14%26.86%4.43%25.82%-14.32%12.79%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, FICDX achieves a 0.28% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, FICDX has underperformed VOO with an annualized return of 10.16%, while VOO has yielded a comparatively higher 14.05% annualized return.


FICDX

1D
-0.20%
1M
-6.90%
YTD
0.28%
6M
5.05%
1Y
23.82%
3Y*
14.71%
5Y*
11.33%
10Y*
10.16%

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FICDX vs. VOO - Expense Ratio Comparison

FICDX has a 0.80% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

FICDX vs. VOO — Risk / Return Rank

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

FICDX
FICDX Risk / Return Rank: 8585
Overall Rank
FICDX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FICDX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FICDX Omega Ratio Rank: 8080
Omega Ratio Rank
FICDX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FICDX Martin Ratio Rank: 8989
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Canada Fund (FICDX) and Vanguard S&P 500 ETF (VOO). 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.


FICDXVOODifference

Sharpe ratio

Return per unit of total volatility

1.58

0.98

+0.60

Sortino ratio

Return per unit of downside risk

2.17

1.50

+0.67

Omega ratio

Gain probability vs. loss probability

1.31

1.23

+0.08

Calmar ratio

Return relative to maximum drawdown

2.22

1.53

+0.69

Martin ratio

Return relative to average drawdown

9.95

7.29

+2.66

FICDX vs. VOO - Sharpe Ratio Comparison

The current FICDX Sharpe Ratio is 1.58, which is higher than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FICDX and VOO, 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


FICDXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

0.98

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.70

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.78

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.83

-0.36

Correlation

The correlation between FICDX and VOO is 0.72, 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

FICDX vs. VOO - Dividend Comparison

FICDX's dividend yield for the trailing twelve months is around 5.68%, more than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
FICDX
Fidelity Canada Fund
5.68%5.70%7.44%3.36%4.11%5.16%2.56%4.41%7.33%0.89%1.63%0.15%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

FICDX vs. VOO - Drawdown Comparison

The maximum FICDX drawdown since its inception was -58.09%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FICDX and VOO.


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Drawdown Indicators


FICDXVOODifference

Max Drawdown

Largest peak-to-trough decline

-58.09%

-33.99%

-24.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

-11.98%

+1.88%

Max Drawdown (5Y)

Largest decline over 5 years

-21.01%

-24.52%

+3.51%

Max Drawdown (10Y)

Largest decline over 10 years

-39.85%

-33.99%

-5.86%

Current Drawdown

Current decline from peak

-7.60%

-6.29%

-1.31%

Average Drawdown

Average peak-to-trough decline

-10.56%

-3.72%

-6.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

2.52%

-0.26%

Volatility

FICDX vs. VOO - Volatility Comparison

The current volatility for Fidelity Canada Fund (FICDX) is 4.33%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that FICDX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FICDXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

5.29%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

10.16%

9.44%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

15.53%

18.10%

-2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.93%

16.82%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.48%

17.99%

-0.51%