FLUR.NEO vs. VXC.TO
FLUR.NEO (Franklin International Equity Index ETF) and VXC.TO (Vanguard FTSE Global All Cap ex Canada Index ETF) are both exchange-traded funds - FLUR.NEO is a Foreign Large Cap Equities fund tracking the Solactive GBS Developed Markets ex North America Large & Mid Cap CAD Index-NR, while VXC.TO is a Global Equities fund tracking the FTSE Global All Cap ex Canada China A Inclusion Index. Both are passively managed. Over the past 5 years, FLUR.NEO returned 10.73%/yr vs 13.22%/yr for VXC.TO. A 0.60 correlation means they provide meaningful diversification when combined. FLUR.NEO charges 0.27%/yr vs 0.22%/yr for VXC.TO.
Performance
FLUR.NEO vs. VXC.TO - Performance Comparison
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Returns By Period
In the year-to-date period, FLUR.NEO achieves a 12.46% return, which is significantly lower than VXC.TO's 14.02% return.
FLUR.NEO
- 1D
- -0.36%
- 1M
- -0.09%
- YTD
- 12.46%
- 6M
- 12.20%
- 1Y
- 25.14%
- 3Y*
- 19.60%
- 5Y*
- 10.73%
- 10Y*
- —
VXC.TO
- 1D
- 0.04%
- 1M
- 1.10%
- YTD
- 14.02%
- 6M
- 13.44%
- 1Y
- 28.24%
- 3Y*
- 22.48%
- 5Y*
- 13.22%
- 10Y*
- 13.52%
FLUR.NEO vs. VXC.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FLUR.NEO Franklin International Equity Index ETF | 12.46% | 25.68% | 12.42% | 12.87% | -10.40% | 14.74% | 9.77% | 14.40% |
VXC.TO Vanguard FTSE Global All Cap ex Canada Index ETF | 14.02% | 16.12% | 26.06% | 19.20% | -13.02% | 17.21% | 14.14% | 13.48% |
Correlation
The correlation between FLUR.NEO and VXC.TO is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2019 | 0.60 |
The correlation between FLUR.NEO and VXC.TO shifts across timeframes, from 0.60 (all time) to 0.74 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
FLUR.NEO vs. VXC.TO — Risk / Return Rank
FLUR.NEO
VXC.TO
FLUR.NEO vs. VXC.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 Global All Cap ex Canada Index ETF (VXC.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.
| FLUR.NEO | VXC.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.42 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | 3.44 | -1.18 |
| Martin ratioReturn relative to average drawdown | 8.61 | 13.69 | -5.08 |
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Drawdowns
FLUR.NEO vs. VXC.TO - Drawdown Comparison
The maximum FLUR.NEO drawdown since its inception was -30.20%, which is greater than VXC.TO's maximum drawdown of -27.28%. Use the drawdown chart below to compare losses from any high point for FLUR.NEO and VXC.TO.
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Drawdown Indicators
| FLUR.NEO | VXC.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.20% | -27.28% | -2.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.21% | -8.24% | -2.97% |
Max Drawdown (3Y)Largest decline over 3 years | -14.64% | -16.76% | +2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -27.44% | -21.61% | -5.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.28% | — |
Current DrawdownCurrent decline from peak | -1.88% | -1.61% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -5.07% | -3.88% | -1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.07% | +0.86% |
Volatility
FLUR.NEO vs. VXC.TO - Volatility Comparison
Franklin International Equity Index ETF (FLUR.NEO) and Vanguard FTSE Global All Cap ex Canada Index ETF (VXC.TO) have volatilities of 5.08% and 5.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLUR.NEO | VXC.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 5.06% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.11% | 10.80% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.43% | 12.95% | +2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.07% | 13.84% | +1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 15.29% | +1.68% |
FLUR.NEO vs. VXC.TO - Expense Ratio Comparison
FLUR.NEO has a 0.27% expense ratio, which is higher than VXC.TO's 0.22% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
FLUR.NEO vs. VXC.TO - Dividend Comparison
FLUR.NEO's dividend yield for the trailing twelve months is around 1.78%, more than VXC.TO's 1.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLUR.NEO Franklin International Equity Index ETF | 1.78% | 2.40% | 2.76% | 2.71% | 2.95% | 1.85% | 1.97% | 3.07% | 0.00% | 0.00% | 0.00% | 0.00% |
VXC.TO Vanguard FTSE Global All Cap ex Canada Index ETF | 1.22% | 1.39% | 1.45% | 1.69% | 1.82% | 1.49% | 1.46% | 1.81% | 1.95% | 1.68% | 1.86% | 1.83% |
Frequently Asked Questions
FLUR.NEO and VXC.TO have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VXC.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VXC.TO is cheaper with a 0.22% expense ratio, compared with 0.27% for FLUR.NEO.
FLUR.NEO is categorized as Foreign Large Cap Equities, while VXC.TO is Global Equities. FLUR.NEO tracks Solactive GBS Developed Markets ex North America Large & Mid Cap CAD Index-NR, while VXC.TO tracks FTSE Global All Cap ex Canada China A Inclusion Index. They also come from different issuers: Franklin Templeton and Vanguard. Their fees differ too: 0.27% for FLUR.NEO and 0.22% for VXC.TO.
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