FLUR.NEO vs. VIDY.TO
FLUR.NEO (Franklin International Equity Index ETF) and VIDY.TO (Vanguard FTSE Developed ex North America High Dividend Yield Index ETF) are both Foreign Large Cap Equities funds - FLUR.NEO tracks the Solactive GBS Developed Markets ex North America Large & Mid Cap CAD Index-NR while VIDY.TO tracks the FTSE Developed ex North America High Dividend Yield Index. Both are passively managed. Over the past 5 years, FLUR.NEO returned 11.25%/yr vs 15.35%/yr for VIDY.TO. A 0.62 correlation means they provide meaningful diversification when combined. FLUR.NEO charges 0.27%/yr vs 0.31%/yr for VIDY.TO.
Performance
FLUR.NEO vs. VIDY.TO - Performance Comparison
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Returns By Period
In the year-to-date period, FLUR.NEO achieves a 10.78% return, which is significantly lower than VIDY.TO's 11.55% return.
FLUR.NEO
- 1D
- 0.58%
- 1M
- 4.43%
- YTD
- 10.78%
- 6M
- 11.03%
- 1Y
- 23.83%
- 3Y*
- 18.43%
- 5Y*
- 11.25%
- 10Y*
- —
VIDY.TO
- 1D
- 0.99%
- 1M
- 3.30%
- YTD
- 11.55%
- 6M
- 12.63%
- 1Y
- 29.02%
- 3Y*
- 23.03%
- 5Y*
- 15.35%
- 10Y*
- —
FLUR.NEO vs. VIDY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FLUR.NEO Franklin International Equity Index ETF | 10.78% | 25.68% | 12.42% | 12.87% | -9.30% | 14.74% | 9.77% | 14.40% |
VIDY.TO Vanguard FTSE Developed ex North America High Dividend Yield Index ETF | 11.55% | 34.37% | 13.41% | 15.46% | 1.54% | 14.21% | -2.65% | 10.77% |
Correlation
The correlation between FLUR.NEO and VIDY.TO is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2019 | 0.62 |
The correlation between FLUR.NEO and VIDY.TO shifts across timeframes, from 0.62 (all time) to 0.81 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
FLUR.NEO vs. VIDY.TO — Risk / Return Rank
FLUR.NEO
VIDY.TO
FLUR.NEO vs. VIDY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin International Equity Index ETF (FLUR.NEO) and Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.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.
| FLUR.NEO | VIDY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.40 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 2.78 | -0.65 |
| Martin ratioReturn relative to average drawdown | 8.26 | 10.76 | -2.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLUR.NEO | VIDY.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 2.21 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 1.15 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.73 | -0.01 |
Drawdowns
FLUR.NEO vs. VIDY.TO - Drawdown Comparison
The maximum FLUR.NEO drawdown since its inception was -30.20%, smaller than the maximum VIDY.TO drawdown of -31.99%. Use the drawdown chart below to compare losses from any high point for FLUR.NEO and VIDY.TO.
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Drawdown Indicators
| FLUR.NEO | VIDY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.20% | -31.99% | +1.79% |
Max Drawdown (1Y)Largest decline over 1 year | -11.21% | -10.48% | -0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -14.64% | -13.89% | -0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -26.55% | -19.02% | -7.53% |
Current DrawdownCurrent decline from peak | -1.59% | -1.31% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -4.25% | -0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.70% | +0.19% |
Volatility
FLUR.NEO vs. VIDY.TO - Volatility Comparison
Franklin International Equity Index ETF (FLUR.NEO) has a higher volatility of 5.56% compared to Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) at 4.19%. This indicates that FLUR.NEO's price experiences larger fluctuations and is considered to be riskier than VIDY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLUR.NEO | VIDY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 4.19% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 10.63% | +0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.75% | 13.21% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 13.41% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 16.44% | +0.51% |
FLUR.NEO vs. VIDY.TO - Expense Ratio Comparison
FLUR.NEO has a 0.27% expense ratio, which is lower than VIDY.TO's 0.31% expense ratio.
Dividends
FLUR.NEO vs. VIDY.TO - Dividend Comparison
FLUR.NEO's dividend yield for the trailing twelve months is around 2.17%, less than VIDY.TO's 2.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
FLUR.NEO Franklin International Equity Index ETF | 2.17% | 2.40% | 2.76% | 2.71% | 4.16% | 1.85% | 1.97% | 3.07% | 0.00% |
VIDY.TO Vanguard FTSE Developed ex North America High Dividend Yield Index ETF | 2.45% | 2.80% | 3.59% | 3.89% | 4.37% | 3.28% | 3.34% | 3.36% | 0.93% |
Frequently Asked Questions
FLUR.NEO and VIDY.TO have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FLUR.NEO is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FLUR.NEO is cheaper with a 0.27% expense ratio, compared with 0.31% for VIDY.TO.
FLUR.NEO tracks Solactive GBS Developed Markets ex North America Large & Mid Cap CAD Index-NR, while VIDY.TO tracks FTSE Developed ex North America High Dividend Yield Index. They also come from different issuers: Franklin Templeton and Vanguard. Their fees differ too: 0.27% for FLUR.NEO and 0.31% for VIDY.TO.
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