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FLVI.NEO vs. FINT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLVI.NEO vs. FINT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Franklin International Low Volatility High Dividend Index ETF (FLVI.NEO) and First Trust International Capital Strength ETF (FINT.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 stocks are quite close, with FLVI.NEO having a 13.01% return and FINT.TO slightly lower at 12.84%.


FLVI.NEO

1D
0.35%
1M
1.50%
6M
9.35%
YTD
13.01%
1Y
27.01%
3Y*
5Y*
10Y*

FINT.TO

1D
0.14%
1M
-2.99%
6M
7.55%
YTD
12.84%
1Y
25.05%
3Y*
16.53%
5Y*
8.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLVI.NEO vs. FINT.TO - Yearly Performance Comparison


Correlation

The correlation between FLVI.NEO and FINT.TO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2024

0.16

The correlation between FLVI.NEO and FINT.TO shifts across timeframes, from 0.16 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FLVI.NEO vs. FINT.TO — Risk / Return Rank

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

FLVI.NEO
FLVI.NEO Risk / Return Rank: 8989
Overall Rank
FLVI.NEO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FLVI.NEO Sortino Ratio Rank: 9393
Sortino Ratio Rank
FLVI.NEO Omega Ratio Rank: 9393
Omega Ratio Rank
FLVI.NEO Calmar Ratio Rank: 8282
Calmar Ratio Rank
FLVI.NEO Martin Ratio Rank: 8484
Martin Ratio Rank

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
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.

FLVI.NEO vs. FINT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Low Volatility High Dividend Index ETF (FLVI.NEO) and First Trust International Capital Strength ETF (FINT.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.


FLVI.NEOFINT.TODifference
Sharpe ratioReturn per unit of total volatility

+1.20

Sortino ratioReturn per unit of downside risk

+1.53

Omega ratioGain probability vs. loss probability

1.51

1.29

+0.22

Calmar ratioReturn relative to maximum drawdown

3.53

2.13

+1.41

Martin ratioReturn relative to average drawdown

13.23

7.67

+5.56

FLVI.NEO vs. FINT.TO - Sharpe Ratio Comparison

The current FLVI.NEO Sharpe Ratio is 2.72, which is higher than the FINT.TO Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of FLVI.NEO and FINT.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

FLVI.NEO vs. FINT.TO - Drawdown Comparison

The maximum FLVI.NEO drawdown since its inception was -11.90%, smaller than the maximum FINT.TO drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for FLVI.NEO and FINT.TO.


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Drawdown Indicators


FLVI.NEOFINT.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.90%

-29.12%

+17.22%

Max Drawdown (1Y)

Largest decline over 1 year

-7.71%

-11.82%

+4.11%

Max Drawdown (3Y)

Largest decline over 3 years

-14.37%

Max Drawdown (5Y)

Largest decline over 5 years

-28.43%

Current Drawdown

Current decline from peak

0.00%

-5.05%

+5.05%

Average Drawdown

Average peak-to-trough decline

-1.54%

-7.12%

+5.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

3.27%

-1.22%

Volatility

FLVI.NEO vs. FINT.TO - Volatility Comparison

The current volatility for Franklin International Low Volatility High Dividend Index ETF (FLVI.NEO) is 2.11%, while First Trust International Capital Strength ETF (FINT.TO) has a volatility of 5.12%. This indicates that FLVI.NEO experiences smaller price fluctuations and is considered to be less risky than FINT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLVI.NEOFINT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.11%

5.12%

-3.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

13.87%

-5.89%

Volatility (1Y)

Calculated over the trailing 1-year period

10.06%

16.53%

-6.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.67%

15.14%

-2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.67%

17.42%

-4.75%

Dividends

FLVI.NEO vs. FINT.TO - Dividend Comparison

FLVI.NEO's dividend yield for the trailing twelve months is around 2.76%, more than FINT.TO's 1.93% yield.


PositionTTM2025202420232022202120202019
FINT.TO
First Trust International Capital Strength ETF
1.93%2.00%1.42%2.00%1.26%0.00%0.25%1.18%
FLVI.NEO
Franklin International Low Volatility High Dividend Index ETF
2.76%3.07%3.84%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FLVI.NEO and FINT.TO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLVI.NEO tracks Franklin International ex North America Low Volatility High Dividend Index, while FINT.TO tracks Nasdaq International Capital Strength Index. They also come from different issuers: Franklin Templeton and First Trust.

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