THE.TO vs. FCIM.NEO
Compare and contrast key facts about TD International Equity CAD Hedged Index ETF (THE.TO) and Fidelity International Momentum Index ETF (FCIM.NEO).
THE.TO and FCIM.NEO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. THE.TO is a passively managed fund by TD that tracks the performance of the Solactive GBS Developed Markets ex North America Large & Mid Cap Hedged to CAD Index. It was launched on Mar 22, 2016. FCIM.NEO is a passively managed fund by Fidelity that tracks the performance of the Fidelity Canada International Momentum Index. It was launched on Jun 5, 2020. Both THE.TO and FCIM.NEO 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
THE.TO vs. FCIM.NEO - Performance Comparison
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THE.TO vs. FCIM.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
THE.TO TD International Equity CAD Hedged Index ETF | 2.09% | 21.73% | 12.21% | 18.48% | -6.72% | 21.04% | 16.98% |
FCIM.NEO Fidelity International Momentum Index ETF | 7.74% | 37.03% | 25.38% | 16.54% | -12.40% | 10.86% | -60.82% |
Returns By Period
In the year-to-date period, THE.TO achieves a 2.09% return, which is significantly lower than FCIM.NEO's 7.74% return.
THE.TO
- 1D
- 2.43%
- 1M
- -6.25%
- YTD
- 2.09%
- 6M
- 8.04%
- 1Y
- 19.25%
- 3Y*
- 15.00%
- 5Y*
- 11.72%
- 10Y*
- 10.79%
FCIM.NEO
- 1D
- 3.44%
- 1M
- -7.35%
- YTD
- 7.74%
- 6M
- 15.87%
- 1Y
- 32.19%
- 3Y*
- 26.47%
- 5Y*
- 16.26%
- 10Y*
- —
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THE.TO vs. FCIM.NEO - Expense Ratio Comparison
Return for Risk
THE.TO vs. FCIM.NEO — Risk / Return Rank
THE.TO
FCIM.NEO
THE.TO vs. FCIM.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TD International Equity CAD Hedged Index ETF (THE.TO) and Fidelity International Momentum Index ETF (FCIM.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.
| THE.TO | FCIM.NEO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.79 | -0.63 |
Sortino ratioReturn per unit of downside risk | 1.75 | 2.54 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.34 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 2.47 | -0.92 |
Martin ratioReturn relative to average drawdown | 6.91 | 9.60 | -2.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| THE.TO | FCIM.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.79 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.99 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | -0.10 | +0.79 |
Correlation
The correlation between THE.TO and FCIM.NEO is 0.55, 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
THE.TO vs. FCIM.NEO - Dividend Comparison
THE.TO's dividend yield for the trailing twelve months is around 2.55%, more than FCIM.NEO's 1.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
THE.TO TD International Equity CAD Hedged Index ETF | 2.55% | 2.57% | 2.73% | 2.64% | 3.46% | 5.61% | 2.47% | 2.53% | 3.48% | 2.27% | 2.10% |
FCIM.NEO Fidelity International Momentum Index ETF | 1.48% | 1.59% | 1.26% | 1.70% | 1.86% | 2.70% | 0.52% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
THE.TO vs. FCIM.NEO - Drawdown Comparison
The maximum THE.TO drawdown since its inception was -32.08%, smaller than the maximum FCIM.NEO drawdown of -67.91%. Use the drawdown chart below to compare losses from any high point for THE.TO and FCIM.NEO.
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Drawdown Indicators
| THE.TO | FCIM.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.08% | -67.91% | +35.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -13.21% | +1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -15.55% | -26.89% | +11.34% |
Max Drawdown (10Y)Largest decline over 10 years | -32.08% | — | — |
Current DrawdownCurrent decline from peak | -6.51% | -18.52% | +12.01% |
Average DrawdownAverage peak-to-trough decline | -3.62% | -52.34% | +48.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 3.40% | -0.68% |
Volatility
THE.TO vs. FCIM.NEO - Volatility Comparison
The current volatility for TD International Equity CAD Hedged Index ETF (THE.TO) is 6.11%, while Fidelity International Momentum Index ETF (FCIM.NEO) has a volatility of 8.40%. This indicates that THE.TO experiences smaller price fluctuations and is considered to be less risky than FCIM.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| THE.TO | FCIM.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 8.40% | -2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 12.15% | -2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.61% | 18.06% | -1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.04% | 16.61% | -2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.04% | 32.29% | -17.25% |