FINT.TO vs. HXDM.TO
FINT.TO (First Trust International Capital Strength ETF) and HXDM.TO (Global X Intl Developed Markets Equity Index Corporate Class ETF) are both International Equity funds - FINT.TO tracks the Nasdaq International Capital Strength Index while HXDM.TO tracks the Global X EAFE Futures Roll Index (Total Return). Both are passively managed. Over the past 5 years, FINT.TO returned 8.29%/yr vs 10.82%/yr for HXDM.TO. At a 0.21 correlation, their price movements are largely independent.
Performance
FINT.TO vs. HXDM.TO - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FINT.TO having a 12.84% return and HXDM.TO slightly lower at 12.68%.
FINT.TO
- 1D
- 0.14%
- 1M
- -2.99%
- 6M
- 7.55%
- YTD
- 12.84%
- 1Y
- 25.05%
- 3Y*
- 16.53%
- 5Y*
- 8.29%
- 10Y*
- —
HXDM.TO
- 1D
- 0.32%
- 1M
- 0.52%
- 6M
- 7.52%
- YTD
- 12.68%
- 1Y
- 24.37%
- 3Y*
- 16.98%
- 5Y*
- 10.82%
- 10Y*
- —
FINT.TO vs. HXDM.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FINT.TO First Trust International Capital Strength ETF | 12.84% | 28.55% | 6.00% | 11.49% | -14.84% | 12.52% | 14.71% | 31.52% | -19.50% |
HXDM.TO Global X Intl Developed Markets Equity Index Corporate Class ETF | 12.68% | 24.06% | 11.07% | 15.09% | -8.78% | 10.16% | 4.59% | 15.19% | -10.33% |
Correlation
The correlation between FINT.TO and HXDM.TO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2018 | 0.21 |
The correlation between FINT.TO and HXDM.TO shifts across timeframes, from 0.21 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FINT.TO vs. HXDM.TO — Risk / Return Rank
FINT.TO
HXDM.TO
FINT.TO vs. HXDM.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust International Capital Strength ETF (FINT.TO) and Global X Intl Developed Markets Equity Index Corporate Class ETF (HXDM.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.
| FINT.TO | HXDM.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.29 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 2.15 | -0.02 |
| Martin ratioReturn relative to average drawdown | 7.67 | 8.14 | -0.47 |
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Drawdowns
FINT.TO vs. HXDM.TO - Drawdown Comparison
The maximum FINT.TO drawdown since its inception was -29.12%, roughly equal to the maximum HXDM.TO drawdown of -28.43%. Use the drawdown chart below to compare losses from any high point for FINT.TO and HXDM.TO.
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Drawdown Indicators
| FINT.TO | HXDM.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.12% | -28.43% | -0.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.82% | -11.40% | -0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -14.37% | -14.65% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -28.43% | -23.87% | -4.56% |
Current DrawdownCurrent decline from peak | -5.05% | -2.34% | -2.71% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -4.78% | -2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 3.00% | +0.27% |
Volatility
FINT.TO vs. HXDM.TO - Volatility Comparison
First Trust International Capital Strength ETF (FINT.TO) has a higher volatility of 5.12% compared to Global X Intl Developed Markets Equity Index Corporate Class ETF (HXDM.TO) at 3.99%. This indicates that FINT.TO's price experiences larger fluctuations and is considered to be riskier than HXDM.TO 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 | HXDM.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 3.99% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 13.87% | 13.45% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.53% | 15.64% | +0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.14% | 14.25% | +0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.42% | 15.43% | +1.99% |
Dividends
FINT.TO vs. HXDM.TO - Dividend Comparison
FINT.TO's dividend yield for the trailing twelve months is around 1.93%, while HXDM.TO has not paid dividends to shareholders.
| 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% |
HXDM.TO Global X Intl Developed Markets Equity Index Corporate Class ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FINT.TO and HXDM.TO have a correlation of 0.33, 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 HXDM.TO tracks Global X EAFE Futures Roll Index (Total Return). They also come from different issuers: First Trust and Global X.
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