FINT.TO vs. FLVI.NEO
FINT.TO (First Trust International Capital Strength ETF) and FLVI.NEO (Franklin International Low Volatility High Dividend Index ETF) are both International Equity funds - FINT.TO tracks the Nasdaq International Capital Strength Index while FLVI.NEO tracks the Franklin International ex North America Low Volatility High Dividend Index. Both are passively managed. Over the past year, FINT.TO returned 25.05% vs 27.01% for FLVI.NEO. At a 0.16 correlation, their price movements are largely independent.
Performance
FINT.TO vs. FLVI.NEO - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with FINT.TO having a 12.84% return and FLVI.NEO slightly higher at 13.01%.
FINT.TO
- 1D
- 0.14%
- 1M
- -2.99%
- 6M
- 7.55%
- YTD
- 12.84%
- 1Y
- 25.05%
- 3Y*
- 16.53%
- 5Y*
- 8.29%
- 10Y*
- —
FLVI.NEO
- 1D
- 0.35%
- 1M
- 1.50%
- 6M
- 9.35%
- YTD
- 13.01%
- 1Y
- 27.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FINT.TO vs. FLVI.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FINT.TO First Trust International Capital Strength ETF | 12.84% | 28.55% | 0.54% |
FLVI.NEO Franklin International Low Volatility High Dividend Index ETF | 13.01% | 33.34% | 9.70% |
Correlation
The correlation between FINT.TO and FLVI.NEO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2024 | 0.16 |
The correlation between FINT.TO and FLVI.NEO shifts across timeframes, from 0.16 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FINT.TO vs. FLVI.NEO — Risk / Return Rank
FINT.TO
FLVI.NEO
FINT.TO vs. FLVI.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust International Capital Strength ETF (FINT.TO) and Franklin International Low Volatility High Dividend Index ETF (FLVI.NEO). 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.
| FINT.TO | FLVI.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.51 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 3.53 | -1.41 |
| Martin ratioReturn relative to average drawdown | 7.67 | 13.23 | -5.56 |
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Drawdowns
FINT.TO vs. FLVI.NEO - Drawdown Comparison
The maximum FINT.TO drawdown since its inception was -29.12%, which is greater than FLVI.NEO's maximum drawdown of -11.90%. Use the drawdown chart below to compare losses from any high point for FINT.TO and FLVI.NEO.
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Drawdown Indicators
| FINT.TO | FLVI.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.12% | -11.90% | -17.22% |
Max Drawdown (1Y)Largest decline over 1 year | -11.82% | -7.71% | -4.11% |
Max Drawdown (3Y)Largest decline over 3 years | -14.37% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.43% | — | — |
Current DrawdownCurrent decline from peak | -5.05% | 0.00% | -5.05% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -1.54% | -5.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.05% | +1.22% |
Volatility
FINT.TO vs. FLVI.NEO - Volatility Comparison
First Trust International Capital Strength ETF (FINT.TO) has a higher volatility of 5.12% compared to Franklin International Low Volatility High Dividend Index ETF (FLVI.NEO) at 2.11%. This indicates that FINT.TO's price experiences larger fluctuations and is considered to be riskier than FLVI.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FINT.TO | FLVI.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 2.11% | +3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 13.87% | 7.98% | +5.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.53% | 10.06% | +6.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.14% | 12.67% | +2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.42% | 12.67% | +4.75% |
Dividends
FINT.TO vs. FLVI.NEO - Dividend Comparison
FINT.TO's dividend yield for the trailing twelve months is around 1.93%, less than FLVI.NEO's 2.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
FINT.TO First Trust International Capital Strength ETF | 1.93% | 2.00% | 1.42% | 2.00% | 1.26% | 0.00% | 0.25% | 1.18% |
FLVI.NEO Franklin International Low Volatility High Dividend Index ETF | 2.76% | 3.07% | 3.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FINT.TO and FLVI.NEO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FINT.TO tracks Nasdaq International Capital Strength Index, while FLVI.NEO tracks Franklin International ex North America Low Volatility High Dividend Index. They also come from different issuers: First Trust and Franklin Templeton.
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