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RIDH.TO vs. FCIL.NEO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RIDH.TO vs. FCIL.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF (RIDH.TO) and Fidelity International Low Volatility ETF (FCIL.NEO). The values are adjusted to include any dividend payments, if applicable.

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RIDH.TO vs. FCIL.NEO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RIDH.TO
RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF
7.03%31.43%17.07%25.01%-2.03%24.91%-3.01%18.27%
FCIL.NEO
Fidelity International Low Volatility ETF
5.42%19.10%7.89%11.49%-6.83%7.63%-0.78%11.33%

Returns By Period

In the year-to-date period, RIDH.TO achieves a 7.03% return, which is significantly higher than FCIL.NEO's 5.42% return.


RIDH.TO

1D
2.37%
1M
-3.86%
YTD
7.03%
6M
16.45%
1Y
30.99%
3Y*
24.06%
5Y*
17.70%
10Y*
14.51%

FCIL.NEO

1D
2.54%
1M
-5.04%
YTD
5.42%
6M
9.41%
1Y
15.60%
3Y*
12.62%
5Y*
9.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RIDH.TO vs. FCIL.NEO - Expense Ratio Comparison

RIDH.TO has a 0.54% expense ratio, which is higher than FCIL.NEO's 0.45% expense ratio.


Return for Risk

RIDH.TO vs. FCIL.NEO — Risk / Return Rank

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

RIDH.TO
RIDH.TO Risk / Return Rank: 8989
Overall Rank
RIDH.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
RIDH.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
RIDH.TO Omega Ratio Rank: 9393
Omega Ratio Rank
RIDH.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
RIDH.TO Martin Ratio Rank: 9090
Martin Ratio Rank

FCIL.NEO
FCIL.NEO Risk / Return Rank: 5454
Overall Rank
FCIL.NEO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FCIL.NEO Sortino Ratio Rank: 5454
Sortino Ratio Rank
FCIL.NEO Omega Ratio Rank: 5454
Omega Ratio Rank
FCIL.NEO Calmar Ratio Rank: 6464
Calmar Ratio Rank
FCIL.NEO Martin Ratio Rank: 4646
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.

RIDH.TO vs. FCIL.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF (RIDH.TO) and Fidelity International Low Volatility ETF (FCIL.NEO). 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.


RIDH.TOFCIL.NEODifference

Sharpe ratio

Return per unit of total volatility

1.91

0.98

+0.93

Sortino ratio

Return per unit of downside risk

2.66

1.46

+1.21

Omega ratio

Gain probability vs. loss probability

1.42

1.21

+0.21

Calmar ratio

Return relative to maximum drawdown

2.56

1.67

+0.88

Martin ratio

Return relative to average drawdown

11.94

4.57

+7.37

RIDH.TO vs. FCIL.NEO - Sharpe Ratio Comparison

The current RIDH.TO Sharpe Ratio is 1.91, which is higher than the FCIL.NEO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of RIDH.TO and FCIL.NEO, 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


RIDH.TOFCIL.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

0.98

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.32

0.71

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.55

+0.34

Correlation

The correlation between RIDH.TO and FCIL.NEO is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RIDH.TO vs. FCIL.NEO - Dividend Comparison

RIDH.TO's dividend yield for the trailing twelve months is around 3.05%, while FCIL.NEO has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
RIDH.TO
RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF
3.05%3.12%7.51%9.53%6.85%7.07%4.73%9.16%8.80%5.59%10.87%17.06%
FCIL.NEO
Fidelity International Low Volatility ETF
0.00%0.00%0.00%1.94%2.44%2.53%3.78%2.15%0.00%0.00%0.00%0.00%

Drawdowns

RIDH.TO vs. FCIL.NEO - Drawdown Comparison

The maximum RIDH.TO drawdown since its inception was -34.34%, which is greater than FCIL.NEO's maximum drawdown of -20.28%. Use the drawdown chart below to compare losses from any high point for RIDH.TO and FCIL.NEO.


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Drawdown Indicators


RIDH.TOFCIL.NEODifference

Max Drawdown

Largest peak-to-trough decline

-34.34%

-20.28%

-14.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.40%

-9.17%

-2.23%

Max Drawdown (5Y)

Largest decline over 5 years

-14.33%

-20.28%

+5.95%

Max Drawdown (10Y)

Largest decline over 10 years

-34.34%

Current Drawdown

Current decline from peak

-4.03%

-5.04%

+1.01%

Average Drawdown

Average peak-to-trough decline

-3.16%

-4.53%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

3.36%

-0.82%

Volatility

RIDH.TO vs. FCIL.NEO - Volatility Comparison

RBC Quant EAFE Dividend Leaders (CAD Hedged) ETF (RIDH.TO) and Fidelity International Low Volatility ETF (FCIL.NEO) have volatilities of 6.28% and 6.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIDH.TOFCIL.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

6.33%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.86%

9.52%

-0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

16.28%

15.99%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.44%

12.79%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.87%

13.65%

+2.22%