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FLVC.NEO vs. FCMI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLVC.NEO vs. FCMI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Franklin Canadian Low Volatility High Dividend Index ETF (FLVC.NEO) and Fidelity Canadian Monthly High Income ETF (FCMI.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLVC.NEO achieves a 21.03% return, which is significantly higher than FCMI.TO's 9.45% return.


FLVC.NEO

1D
0.06%
1M
3.34%
6M
21.68%
YTD
21.03%
1Y
34.39%
3Y*
5Y*
10Y*
ALL TIME*
24.44%

FCMI.TO

1D
0.00%
1M
0.77%
6M
6.48%
YTD
9.45%
1Y
18.20%
3Y*
14.00%
5Y*
8.20%
10Y*
ALL TIME*
-3.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$46.04KCA$34.60KCA$26.27K
CA$126.22KCA$137.12KCA$491.29K

FLVC.NEO vs. FCMI.TO - Yearly Performance Comparison


2026 (YTD)20252024
FLVC.NEO
Franklin Canadian Low Volatility High Dividend Index ETF
21.03%21.15%13.79%
FCMI.TO
Fidelity Canadian Monthly High Income ETF
9.45%15.02%9.15%

Correlation

The correlation between FLVC.NEO and FCMI.TO is 0.21, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.21

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2024

0.22

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Return for Risk

FLVC.NEO vs. FCMI.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FLVC.NEO
FLVC.NEO Risk / Return Rank: 9898
Overall Rank
FLVC.NEO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLVC.NEO Sortino Ratio Rank: 9898
Sortino Ratio Rank
FLVC.NEO Omega Ratio Rank: 9898
Omega Ratio Rank
FLVC.NEO Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLVC.NEO Martin Ratio Rank: 9898
Martin Ratio Rank

FCMI.TO
FCMI.TO Risk / Return Rank: 9696
Overall Rank
FCMI.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FCMI.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
FCMI.TO Omega Ratio Rank: 9797
Omega Ratio Rank
FCMI.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
FCMI.TO Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FLVC.NEO vs. FCMI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Canadian Low Volatility High Dividend Index ETF (FLVC.NEO) and Fidelity Canadian Monthly High Income ETF (FCMI.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.


FLVC.NEOFCMI.TODifference
Sharpe ratioReturn per unit of total volatility

+1.92

Sortino ratioReturn per unit of downside risk

+2.83

Omega ratioGain probability vs. loss probability

1.98

1.77

+0.21

Calmar ratioReturn relative to maximum drawdown

12.02

5.21

+6.82

Martin ratioReturn relative to average drawdown

52.99

19.97

+33.01

FLVC.NEO vs. FCMI.TO - Sharpe Ratio Comparison

The current FLVC.NEO Sharpe Ratio is 4.88, which is higher than the FCMI.TO Sharpe Ratio of 2.96. The chart below compares the historical Sharpe Ratios of FLVC.NEO and FCMI.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

FLVC.NEO vs. FCMI.TO - Drawdown Comparison

The maximum FLVC.NEO drawdown since its inception was -7.89%, smaller than the maximum FCMI.TO drawdown of -63.80%. Use the drawdown chart below to compare losses from any high point for FLVC.NEO and FCMI.TO.


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Drawdown Indicators


FLVC.NEOFCMI.TODifference

Max Drawdown

Largest peak-to-trough decline

-7.89%

-63.80%

+55.91%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-3.62%

+0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-6.63%

Max Drawdown (5Y)

Largest decline over 5 years

-10.00%

Current Drawdown

Current decline from peak

-1.11%

-18.80%

+17.69%

Average Drawdown

Average peak-to-trough decline

-0.80%

-41.51%

+40.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.94%

-0.23%

Volatility

FLVC.NEO vs. FCMI.TO - Volatility Comparison

Franklin Canadian Low Volatility High Dividend Index ETF (FLVC.NEO) has a higher volatility of 2.83% compared to Fidelity Canadian Monthly High Income ETF (FCMI.TO) at 2.05%. This indicates that FLVC.NEO's price experiences larger fluctuations and is considered to be riskier than FCMI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLVC.NEOFCMI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

2.05%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

5.82%

4.92%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

7.90%

6.43%

+1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.39%

7.80%

+3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.39%

22.16%

-10.77%

FLVC.NEO vs. FCMI.TO - Expense Ratio Comparison

FLVC.NEO has a 0.15% expense ratio, which is lower than FCMI.TO's 0.50% expense ratio.


Dividends

FLVC.NEO vs. FCMI.TO - Dividend Comparison

FLVC.NEO's dividend yield for the trailing twelve months is around 4.72%, more than FCMI.TO's 2.94% yield.


PositionTTM202520242023202220212020
FCMI.TO
Fidelity Canadian Monthly High Income ETF
2.94%3.38%3.63%4.09%3.73%2.76%6.22%
FLVC.NEO
Franklin Canadian Low Volatility High Dividend Index ETF
4.72%4.96%0.95%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FLVC.NEO and FCMI.TO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLVC.NEO is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLVC.NEO is cheaper with a 0.15% expense ratio, compared with 0.50% for FCMI.TO.

They also come from different issuers: Franklin Templeton and Fidelity. Their fees differ too: 0.15% for FLVC.NEO and 0.50% for FCMI.TO.

Portfolio Optimizer

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