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KNGX.TO vs. FCIQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

KNGX.TO vs. FCIQ.TO

Last updated Jul 16, 2026
Documentation

KNGX.TO (Brompton International Cash Flow Kings ETF) and FCIQ.TO (Fidelity International High Quality ETF) are both International Equity funds. KNGX.TO is passively managed, while FCIQ.TO is actively managed. Over the past year, KNGX.TO returned 34.42% vs 13.05% for FCIQ.TO. At a 0.32 correlation, their price movements are largely independent. KNGX.TO charges 0.55%/yr vs 0.45%/yr for FCIQ.TO.

Performance

KNGX.TO vs. FCIQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton International Cash Flow Kings ETF (KNGX.TO) and Fidelity International High Quality ETF (FCIQ.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 KNGX.TO having a 12.80% return and FCIQ.TO slightly lower at 12.55%.

KNGX.TO

1D
0.00%
1M
-0.19%
6M
9.97%
YTD
12.80%
1Y
34.42%
3Y*
—
5Y*
—
10Y*
—

FCIQ.TO

1D
0.90%
1M
2.68%
6M
7.49%
YTD
12.55%
1Y
13.05%
3Y*
13.45%
5Y*
6.75%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

KNGX.TO vs. FCIQ.TO - Yearly Performance Comparison

2026 (YTD)20252024
KNGX.TO
Brompton International Cash Flow Kings ETF		12.80%35.23%-5.77%
FCIQ.TO
Fidelity International High Quality ETF		12.55%11.87%2.55%

Correlation

The correlation between KNGX.TO and FCIQ.TO is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.42

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2024

0.32

The correlation between KNGX.TO and FCIQ.TO shifts across timeframes, from 0.32 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Brompton International Cash Flow Kings ETF

Fidelity International High Quality ETF

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Return for Risk

KNGX.TO vs. FCIQ.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
KNGX.TO
KNGX.TO Risk / Return Rank: 9292
Overall Rank
KNGX.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
KNGX.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
KNGX.TO Omega Ratio Rank: 9090
Omega Ratio Rank
KNGX.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
KNGX.TO Martin Ratio Rank: 9090
Martin Ratio Rank
FCIQ.TO
FCIQ.TO Risk / Return Rank: 3030
Overall Rank
FCIQ.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FCIQ.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
FCIQ.TO Omega Ratio Rank: 2626
Omega Ratio Rank
FCIQ.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
FCIQ.TO Martin Ratio Rank: 3333
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.

KNGX.TO vs. FCIQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton International Cash Flow Kings ETF (KNGX.TO) and Fidelity International High Quality ETF (FCIQ.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.

KNGX.TOFCIQ.TODifference
Sharpe ratioReturn per unit of total volatility
2.54
0.87

+1.67

Sortino ratioReturn per unit of downside risk
3.69
1.31

+2.38

Omega ratioGain probability vs. loss probability

1.46

1.16

+0.30

Calmar ratioReturn relative to maximum drawdown

5.51

1.47

+4.04

Martin ratioReturn relative to average drawdown

16.06

4.02

+12.04

KNGX.TO vs. FCIQ.TO - Sharpe Ratio Comparison

The current KNGX.TO Sharpe Ratio is 2.54, which is higher than the FCIQ.TO Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of KNGX.TO and FCIQ.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

KNGX.TO vs. FCIQ.TO - Drawdown Comparison

The maximum KNGX.TO drawdown since its inception was -13.51%, smaller than the maximum FCIQ.TO drawdown of -32.88%. Use the drawdown chart below to compare losses from any high point for KNGX.TO and FCIQ.TO.

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Drawdown Indicators

KNGX.TOFCIQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-13.51%

-32.88%

+19.37%

Max Drawdown (1Y)

Largest decline over 1 year

-6.27%

-8.91%

+2.64%

Max Drawdown (3Y)

Largest decline over 3 years

—

-13.41%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-32.88%

—

Current Drawdown

Current decline from peak

-1.03%

-1.23%

+0.20%

Average Drawdown

Average peak-to-trough decline

-2.33%

-6.85%

+4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

3.25%

-1.10%

Volatility

KNGX.TO vs. FCIQ.TO - Volatility Comparison

The current volatility for Brompton International Cash Flow Kings ETF (KNGX.TO) is 2.88%, while Fidelity International High Quality ETF (FCIQ.TO) has a volatility of 3.76%. This indicates that KNGX.TO experiences smaller price fluctuations and is considered to be less risky than FCIQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

KNGX.TOFCIQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

3.76%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

12.52%

-2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

13.61%

15.16%

-1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

14.78%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

16.56%

-1.59%

KNGX.TO vs. FCIQ.TO - Expense Ratio Comparison

KNGX.TO has a 0.55% expense ratio, which is higher than FCIQ.TO's 0.45% expense ratio.

Dividends

KNGX.TO vs. FCIQ.TO - Dividend Comparison

KNGX.TO's dividend yield for the trailing twelve months is around 2.24%, more than FCIQ.TO's 1.18% yield.

PositionTTM2025202420232022202120202019
FCIQ.TO
Fidelity International High Quality ETF		1.18%1.59%1.64%1.94%2.54%1.56%0.54%1.42%
KNGX.TO
Brompton International Cash Flow Kings ETF		2.24%2.16%1.04%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

KNGX.TO and FCIQ.TO have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FCIQ.TO is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FCIQ.TO is cheaper with a 0.45% expense ratio, compared with 0.55% for KNGX.TO.

They also come from different issuers: Brompton and Fidelity. Their fees differ too: 0.55% for KNGX.TO and 0.45% for FCIQ.TO.

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