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

Performance

FLVI.NEO vs. VIDY.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 Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

In the year-to-date period, FLVI.NEO achieves a 7.35% return, which is significantly lower than VIDY.TO's 8.23% return.


FLVI.NEO

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

VIDY.TO

1D
1.21%
1M
-2.09%
YTD
8.23%
6M
13.51%
1Y
30.02%
3Y*
21.99%
5Y*
15.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Return for Risk

FLVI.NEO vs. VIDY.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

VIDY.TO
VIDY.TO Risk / Return Rank: 8787
Overall Rank
VIDY.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VIDY.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
VIDY.TO Omega Ratio Rank: 8989
Omega Ratio Rank
VIDY.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
VIDY.TO Martin Ratio Rank: 8585
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. VIDY.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 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.


FLVI.NEOVIDY.TODifference

Sharpe ratio

Return per unit of total volatility

1.91

1.90

+0.01

Sortino ratio

Return per unit of downside risk

2.70

2.51

+0.20

Omega ratio

Gain probability vs. loss probability

1.41

1.38

+0.03

Calmar ratio

Return relative to maximum drawdown

2.70

2.51

+0.19

Martin ratio

Return relative to average drawdown

10.11

10.18

-0.07

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

The current FLVI.NEO Sharpe Ratio is 1.91, which is comparable to the VIDY.TO Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of FLVI.NEO and VIDY.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.NEOVIDY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

1.90

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.94

0.72

+1.22

Correlation

The correlation between FLVI.NEO and VIDY.TO is 0.68, 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. VIDY.TO - Dividend Comparison

FLVI.NEO's dividend yield for the trailing twelve months is around 2.37%, less than VIDY.TO's 2.52% yield.


TTM20252024202320222021202020192018
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%
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF
2.52%2.80%3.59%3.89%4.37%3.28%3.34%3.36%0.93%

Drawdowns

FLVI.NEO vs. VIDY.TO - Drawdown Comparison

The maximum FLVI.NEO drawdown since its inception was -11.90%, smaller than the maximum VIDY.TO drawdown of -31.99%. Use the drawdown chart below to compare losses from any high point for FLVI.NEO and VIDY.TO.


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Drawdown Indicators


FLVI.NEOVIDY.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.90%

-31.99%

+20.09%

Max Drawdown (1Y)

Largest decline over 1 year

-10.04%

-11.73%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-19.02%

Current Drawdown

Current decline from peak

-3.06%

-4.24%

+1.18%

Average Drawdown

Average peak-to-trough decline

-1.55%

-4.28%

+2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.89%

-0.21%

Volatility

FLVI.NEO vs. VIDY.TO - Volatility Comparison

The current volatility for Franklin International Low Volatility High Dividend Index ETF (FLVI.NEO) is 4.40%, while Vanguard FTSE Developed ex North America High Dividend Yield Index ETF (VIDY.TO) has a volatility of 6.27%. This indicates that FLVI.NEO experiences smaller price fluctuations and is considered to be less risky 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


FLVI.NEOVIDY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

6.27%

-1.87%

Volatility (6M)

Calculated over the trailing 6-month period

7.50%

10.01%

-2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

14.50%

15.88%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.01%

13.29%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.01%

16.48%

-3.47%