FINT vs. CIL

Last updated Jun 4, 2026

FINT (Frontier Asset Total International Equity ETF) and CIL (VictoryShares International Volatility Wtd ETF) are both Foreign Large Cap Equities funds. FINT is actively managed, while CIL is passively managed. Over the past year, FINT returned 31.76% vs 17.37% for CIL. A 0.71 correlation means they provide meaningful diversification when combined. FINT charges 0.90%/yr vs 0.45%/yr for CIL.

Performance

FINT vs. CIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Frontier Asset Total International Equity ETF (FINT) and VictoryShares International Volatility Wtd ETF (CIL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FINT achieves a 14.98% return, which is significantly higher than CIL's 5.44% return.

FINT

• 1D: -0.96%
• 1M: 4.34%
• YTD: 14.98%
• 6M: 17.18%
• 1Y: 31.76%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CIL

• 1D: 0.00%
• 1M: 0.00%
• YTD: 5.44%
• 6M: 7.94%
• 1Y: 17.37%
• 3Y*: 15.59%
• 5Y*: 7.45%
• 10Y*: 8.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FINT vs. CIL - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FINT Frontier Asset Total International Equity ETF	14.98%	29.12%	-0.15%
CIL VictoryShares International Volatility Wtd ETF	5.44%	32.99%	0.23%

Correlation

The correlation between FINT and CIL is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.65
Correlation (All Time) Calculated using the full available price history since Dec 23, 2024	0.71

The correlation between FINT and CIL has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.

Return for Risk

FINT vs. CIL — Risk / Return Rank

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

FINT

FINT Risk / Return Rank: 68
FINT Sharpe Ratio Rank: 71
FINT Sortino Ratio Rank: 68
FINT Omega Ratio Rank: 70
FINT Calmar Ratio Rank: 65
FINT Martin Ratio Rank: 68

CIL

CIL Risk / Return Rank: 76
CIL Sharpe Ratio Rank: 68
CIL Sortino Ratio Rank: 70
CIL Omega Ratio Rank: 81
CIL Calmar Ratio Rank: 78
CIL Martin Ratio Rank: 83

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 vs. CIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frontier Asset Total International Equity ETF (FINT) and VictoryShares International Volatility Wtd ETF (CIL). 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.

	FINT	CIL	Difference
Sharpe ratio: Return per unit of total volatility	2.28	2.24	+0.05
Sortino ratio: Return per unit of downside risk	3.08	3.22	-0.13
Omega ratio: Gain probability vs. loss probability	1.41	1.49	-0.07
Calmar ratio: Return relative to maximum drawdown	3.16	3.95	-0.78
Martin ratio: Return relative to average drawdown	12.35	16.75	-4.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FINT vs. CIL - Sharpe Ratio Comparison

The current FINT Sharpe Ratio is 2.28, which is comparable to the CIL Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of FINT and CIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FINT	CIL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	2.24	+0.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.46	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.99	0.43	+1.56

Drawdowns

FINT vs. CIL - Drawdown Comparison

The maximum FINT drawdown since its inception was -13.64%, smaller than the maximum CIL drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for FINT and CIL.

Drawdown Indicators

	FINT	CIL	Difference
Max Drawdown Largest peak-to-trough decline	-13.64%	-36.27%	+22.63%
Max Drawdown (1Y) Largest decline over 1 year	-10.08%	-4.60%	-5.48%
Max Drawdown (3Y) Largest decline over 3 years	—	-11.96%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.89%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.27%	—
Current Drawdown Current decline from peak	-0.96%	-0.58%	-0.38%
Average Drawdown Average peak-to-trough decline	-1.54%	-6.56%	+5.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	1.07%	+1.51%

Volatility

FINT vs. CIL - Volatility Comparison

Frontier Asset Total International Equity ETF (FINT) has a higher volatility of 4.92% compared to VictoryShares International Volatility Wtd ETF (CIL) at 0.00%. This indicates that FINT's price experiences larger fluctuations and is considered to be riskier than CIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FINT	CIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.92%	0.00%	+4.92%
Volatility (6M) Calculated over the trailing 6-month period	11.83%	4.23%	+7.60%
Volatility (1Y) Calculated over the trailing 1-year period	13.98%	8.19%	+5.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.90%	16.49%	-0.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.90%	17.17%	-1.27%

FINT vs. CIL - Expense Ratio Comparison

FINT has a 0.90% expense ratio, which is higher than CIL's 0.45% expense ratio.

Dividends

FINT vs. CIL - Dividend Comparison

FINT's dividend yield for the trailing twelve months is around 1.91%, more than CIL's 1.67% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CIL VictoryShares International Volatility Wtd ETF	1.67%	2.70%	3.46%	2.91%	2.41%	3.04%	1.73%	2.69%	2.85%	2.17%	2.34%	0.43%
FINT Frontier Asset Total International Equity ETF	1.91%	2.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FINT and CIL in my portfolio?

FINT and CIL have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FINT or CIL?

FINT has higher volatility (4.92%) compared to CIL (0.00%). In terms of maximum drawdown, FINT dropped -13.64% vs CIL's -36.27%.

Which ETF is better, FINT or CIL?

On 1-year performance, FINT leads with 31.76% vs 17.37% for CIL. On fees, CIL is cheaper at 0.45% per year. On volatility, CIL has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FINT or CIL?

Over the 1-year period, FINT has performed better with a 31.76% return vs 17.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FINT or CIL?

CIL is cheaper with a 0.45% expense ratio, compared with 0.90% for FINT.

Which ETF pays a higher dividend yield, FINT or CIL?

FINT has the higher dividend yield at 1.91%, compared with 1.67% for CIL.

What is the main difference between FINT and CIL?

They also come from different issuers: Frontier and Crestview. Their fees differ too: 0.90% for FINT and 0.45% for CIL.

Which has better risk-adjusted returns?

FINT currently has the higher Sharpe Ratio (2.28 vs 2.24), 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.