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FINT.TO vs. TPE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FINT.TO vs. TPE.TO

Last updated Jul 16, 2026
Documentation

FINT.TO (First Trust International Capital Strength ETF) and TPE.TO (TD International Equity Index ETF) are both International Equity funds - FINT.TO tracks the Nasdaq International Capital Strength Index while TPE.TO tracks the Solactive GBS Developed Markets ex North America Large & Mid Cap CAD Index (CA NTR). Both are passively managed. Over the past 5 years, FINT.TO returned 8.29%/yr vs 11.52%/yr for TPE.TO. At a 0.22 correlation, their price movements are largely independent.

Performance

FINT.TO vs. TPE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in First Trust International Capital Strength ETF (FINT.TO) and TD International Equity Index ETF (TPE.TO). The values are adjusted to include any dividend payments, if applicable.

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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 TPE.TO slightly higher at 13.27%.

FINT.TO

1D
0.14%
1M
-2.99%
6M
7.55%
YTD
12.84%
1Y
25.05%
3Y*
16.53%
5Y*
8.29%
10Y*
—

TPE.TO

1D
0.46%
1M
1.06%
6M
8.12%
YTD
13.27%
1Y
26.13%
3Y*
18.18%
5Y*
11.52%
10Y*
10.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FINT.TO vs. TPE.TO - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
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%
TPE.TO
TD International Equity Index ETF		13.27%25.30%12.36%15.65%-9.18%10.41%6.19%16.38%-9.66%

Correlation

The correlation between FINT.TO and TPE.TO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.31

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

0.21

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2018

0.22

The correlation between FINT.TO and TPE.TO shifts across timeframes, from 0.21 (3 years) to 0.31 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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First Trust International Capital Strength ETF

TD International Equity Index ETF

Often compared with TPE.TO:
TPE.TO vs. VIU.TOTPE.TO vs. XEF.TOTPE.TO vs. TPU.TOTPE.TO vs. ZEA.TOTPE.TO vs. VIDY.TOTPE.TO vs. GSIDTPE.TO vs. AVDV

Return for Risk

FINT.TO vs. TPE.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FINT.TO
FINT.TO Risk / Return Rank: 5555
Overall Rank
FINT.TO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FINT.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
FINT.TO Omega Ratio Rank: 5858
Omega Ratio Rank
FINT.TO Calmar Ratio Rank: 5151
Calmar Ratio Rank
FINT.TO Martin Ratio Rank: 5555
Martin Ratio Rank
TPE.TO
TPE.TO Risk / Return Rank: 6363
Overall Rank
TPE.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TPE.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
TPE.TO Omega Ratio Rank: 6767
Omega Ratio Rank
TPE.TO Calmar Ratio Rank: 5757
Calmar Ratio Rank
TPE.TO Martin Ratio Rank: 6161
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.

FINT.TO vs. TPE.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 TD International Equity Index ETF (TPE.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.TOTPE.TODifference
Sharpe ratioReturn per unit of total volatility
1.52
1.71

-0.19

Sortino ratioReturn per unit of downside risk
2.25
2.45

-0.20

Omega ratioGain probability vs. loss probability

1.29

1.32

-0.03

Calmar ratioReturn relative to maximum drawdown

2.13

2.31

-0.19

Martin ratioReturn relative to average drawdown

7.67

8.72

-1.05

FINT.TO vs. TPE.TO - Sharpe Ratio Comparison

The current FINT.TO Sharpe Ratio is 1.52, which is comparable to the TPE.TO Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of FINT.TO and TPE.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

FINT.TO vs. TPE.TO - Drawdown Comparison

The maximum FINT.TO drawdown since its inception was -29.12%, which is greater than TPE.TO's maximum drawdown of -27.42%. Use the drawdown chart below to compare losses from any high point for FINT.TO and TPE.TO.

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Drawdown Indicators

FINT.TOTPE.TODifference

Max Drawdown

Largest peak-to-trough decline

-29.12%

-27.42%

-1.70%

Max Drawdown (1Y)

Largest decline over 1 year

-11.82%

-11.35%

-0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-14.37%

-14.41%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-28.43%

-24.81%

-3.62%

Max Drawdown (10Y)

Largest decline over 10 years

—

-27.42%

—

Current Drawdown

Current decline from peak

-5.05%

-1.77%

-3.28%

Average Drawdown

Average peak-to-trough decline

-7.12%

-4.37%

-2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

3.00%

+0.27%

Volatility

FINT.TO vs. TPE.TO - Volatility Comparison

First Trust International Capital Strength ETF (FINT.TO) has a higher volatility of 5.12% compared to TD International Equity Index ETF (TPE.TO) at 3.13%. This indicates that FINT.TO's price experiences larger fluctuations and is considered to be riskier than TPE.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.TOTPE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

3.13%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

13.87%

13.21%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

15.34%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.14%

14.11%

+1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

14.68%

+2.74%

Dividends

FINT.TO vs. TPE.TO - Dividend Comparison

FINT.TO's dividend yield for the trailing twelve months is around 1.93%, less than TPE.TO's 2.11% yield.

PositionTTM2025202420232022202120202019201820172016
FINT.TO
First Trust International Capital Strength ETF		1.93%2.00%1.42%2.00%1.26%0.00%0.25%1.18%0.00%0.00%0.00%
TPE.TO
TD International Equity Index ETF		2.11%2.30%2.37%2.66%2.89%2.41%2.42%2.60%2.93%2.35%2.21%

Frequently Asked Questions

FINT.TO and TPE.TO have a correlation of 0.31, 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 TPE.TO tracks Solactive GBS Developed Markets ex North America Large & Mid Cap CAD Index (CA NTR). They also come from different issuers: First Trust and TD.

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