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

FLVI.NEO vs. TPE.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Franklin International Low Volatility High Dividend Index ETF (FLVI.NEO) and TD International Equity Index ETF (TPE.TO).

FLVI.NEO and TPE.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLVI.NEO is a passively managed fund by Franklin Templeton that tracks the performance of the Franklin International ex North America Low Volatility High Dividend Index. It was launched on Mar 25, 2024. TPE.TO is a passively managed fund by TD that tracks the performance of the Solactive GBS Developed Markets ex North America Large & Mid Cap CAD Index (CA NTR). It was launched on Mar 22, 2016. Both FLVI.NEO and TPE.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

FLVI.NEO vs. TPE.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 TD International Equity Index ETF (TPE.TO). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)20252024
FLVI.NEO
Franklin International Low Volatility High Dividend Index ETF		7.35%33.34%9.70%
TPE.TO
TD International Equity Index ETF		3.87%25.30%3.74%

Returns By Period

In the year-to-date period, FLVI.NEO achieves a 7.35% return, which is significantly higher than TPE.TO's 3.87% return.

FLVI.NEO

1D
0.80%
1M
-1.06%
YTD
7.35%
6M
13.01%
1Y
27.56%
3Y*
—
5Y*
—
10Y*
—

TPE.TO

1D
1.33%
1M
-3.30%
YTD
3.87%
6M
6.29%
1Y
21.30%
3Y*
15.88%
5Y*
10.49%
10Y*
9.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Franklin International Low Volatility High Dividend Index ETF

TD International Equity Index ETF

Often compared with FLVI.NEO:
FLVI.NEO vs. ZLB.TOFLVI.NEO vs. VIDY.TOFLVI.NEO vs. FCID.TOFLVI.NEO vs. VVO.TOFLVI.NEO vs. ZLI.TOFLVI.NEO vs. VDY.TOFLVI.NEO vs. FDVV
Often compared with TPE.TO:
TPE.TO vs. VIU.TOTPE.TO vs. XEF.TOTPE.TO vs. ZEA.TOTPE.TO vs. VIDY.TOTPE.TO vs. TPU.TOTPE.TO vs. GSIDTPE.TO vs. AVDV

FLVI.NEO vs. TPE.TO - Expense Ratio Comparison

TPE.TO
TD International Equity Index ETF

Return for Risk

FLVI.NEO vs. TPE.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: 8787
Overall Rank
FLVI.NEO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FLVI.NEO Sortino Ratio Rank: 9191
Sortino Ratio Rank
FLVI.NEO Omega Ratio Rank: 9191
Omega Ratio Rank
FLVI.NEO Calmar Ratio Rank: 8484
Calmar Ratio Rank
FLVI.NEO Martin Ratio Rank: 8282
Martin Ratio Rank
TPE.TO
TPE.TO Risk / Return Rank: 6868
Overall Rank
TPE.TO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TPE.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
TPE.TO Omega Ratio Rank: 6868
Omega Ratio Rank
TPE.TO Calmar Ratio Rank: 6767
Calmar Ratio Rank
TPE.TO Martin Ratio Rank: 6464
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. TPE.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 TD International Equity Index ETF (TPE.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.

FLVI.NEOTPE.TODifference

Sharpe ratio

Return per unit of total volatility

1.91

1.28

+0.63

Sortino ratio

Return per unit of downside risk

2.70

1.78

+0.92

Omega ratio

Gain probability vs. loss probability

1.41

1.26

+0.15

Calmar ratio

Return relative to maximum drawdown

2.70

1.82

+0.87

Martin ratio

Return relative to average drawdown

10.11

6.84

+3.27

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current FLVI.NEO Sharpe Ratio is 1.91, which is higher than the TPE.TO Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of FLVI.NEO and TPE.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

FLVI.NEOTPE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

1.28

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.77

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.65

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.94

0.63

+1.31

Correlation

The correlation between FLVI.NEO and TPE.TO is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

FLVI.NEO vs. TPE.TO - Dividend Comparison

FLVI.NEO's dividend yield for the trailing twelve months is around 2.37%, more than TPE.TO's 2.26% yield.

TTM2025202420232022202120202019201820172016
FLVI.NEO
Franklin International Low Volatility High Dividend Index ETF		2.37%3.07%3.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TPE.TO
TD International Equity Index ETF		2.26%2.30%2.37%2.66%2.89%2.41%2.42%2.60%2.94%2.35%2.21%

Drawdowns

FLVI.NEO vs. TPE.TO - Drawdown Comparison

The maximum FLVI.NEO drawdown since its inception was -11.90%, smaller than the maximum TPE.TO drawdown of -27.42%. Use the drawdown chart below to compare losses from any high point for FLVI.NEO and TPE.TO.

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Drawdown Indicators

FLVI.NEOTPE.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.90%

-27.42%

+15.52%

Max Drawdown (1Y)

Largest decline over 1 year

-10.04%

-11.40%

+1.36%

Max Drawdown (5Y)

Largest decline over 5 years

—

-24.81%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-27.42%

—

Current Drawdown

Current decline from peak

-3.06%

-5.58%

+2.52%

Average Drawdown

Average peak-to-trough decline

-1.55%

-4.44%

+2.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

3.04%

-0.36%

Volatility

FLVI.NEO vs. TPE.TO - Volatility Comparison

The current volatility for Franklin International Low Volatility High Dividend Index ETF (FLVI.NEO) is 4.40%, while TD International Equity Index ETF (TPE.TO) has a volatility of 7.13%. This indicates that FLVI.NEO experiences smaller price fluctuations and is considered to be less risky than TPE.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.NEOTPE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

7.13%

-2.73%

Volatility (6M)

Calculated over the trailing 6-month period

7.50%

10.77%

-3.27%

Volatility (1Y)

Calculated over the trailing 1-year period

14.50%

16.66%

-2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.01%

13.72%

-0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.01%

14.72%

-1.71%