TIH.TO vs. FLVI.NEO
TIH.TO (Toromont Industries Ltd.) is a stock, while FLVI.NEO (Franklin International Low Volatility High Dividend Index ETF) is International Equity fund tracking the Franklin International ex North America Low Volatility High Dividend Index. Over the past year, TIH.TO returned 91.57% vs 23.74% for FLVI.NEO. At a 0.16 correlation, their price movements are largely independent.
Performance
TIH.TO vs. FLVI.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, TIH.TO achieves a 35.22% return, which is significantly higher than FLVI.NEO's 8.94% return.
TIH.TO
- 1D
- 0.13%
- 1M
- 2.81%
- YTD
- 35.22%
- 6M
- 39.52%
- 1Y
- 91.57%
- 3Y*
- 29.37%
- 5Y*
- 17.43%
- 10Y*
- 21.31%
FLVI.NEO
- 1D
- -1.14%
- 1M
- 0.75%
- YTD
- 8.94%
- 6M
- 8.90%
- 1Y
- 23.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TIH.TO vs. FLVI.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TIH.TO Toromont Industries Ltd. | 35.22% | 48.42% | -9.40% |
FLVI.NEO Franklin International Low Volatility High Dividend Index ETF | 8.94% | 33.34% | 9.70% |
Correlation
The correlation between TIH.TO and FLVI.NEO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2024 | 0.16 |
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Return for Risk
TIH.TO vs. FLVI.NEO — Risk / Return Rank
TIH.TO
FLVI.NEO
TIH.TO vs. FLVI.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toromont Industries Ltd. (TIH.TO) and Franklin International Low Volatility High Dividend Index ETF (FLVI.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.
| TIH.TO | FLVI.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.67 | 1.41 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 8.44 | 3.09 | +5.35 |
| Martin ratioReturn relative to average drawdown | 29.82 | 10.33 | +19.49 |
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
| TIH.TO | FLVI.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.93 | 2.07 | +1.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 1.86 | -1.24 |
Drawdowns
TIH.TO vs. FLVI.NEO - Drawdown Comparison
The maximum TIH.TO drawdown since its inception was -49.99%, which is greater than FLVI.NEO's maximum drawdown of -11.90%. Use the drawdown chart below to compare losses from any high point for TIH.TO and FLVI.NEO.
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Drawdown Indicators
| TIH.TO | FLVI.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.99% | -11.90% | -38.09% |
Max Drawdown (1Y)Largest decline over 1 year | -10.90% | -7.71% | -3.19% |
Max Drawdown (3Y)Largest decline over 3 years | -18.53% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.17% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -25.45% | — | — |
Current DrawdownCurrent decline from peak | -1.53% | -1.63% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -10.43% | -1.58% | -8.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 2.30% | +0.78% |
Volatility
TIH.TO vs. FLVI.NEO - Volatility Comparison
Toromont Industries Ltd. (TIH.TO) has a higher volatility of 7.63% compared to Franklin International Low Volatility High Dividend Index ETF (FLVI.NEO) at 3.02%. This indicates that TIH.TO's price experiences larger fluctuations and is considered to be riskier than FLVI.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIH.TO | FLVI.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 3.02% | +4.61% |
Volatility (6M)Calculated over the trailing 6-month period | 18.58% | 7.76% | +10.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.43% | 11.54% | +11.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.12% | 12.82% | +8.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.84% | 12.82% | +10.02% |
Dividends
TIH.TO vs. FLVI.NEO - Dividend Comparison
TIH.TO's dividend yield for the trailing twelve months is around 0.95%, less than FLVI.NEO's 2.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLVI.NEO Franklin International Low Volatility High Dividend Index ETF | 2.34% | 3.07% | 3.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TIH.TO Toromont Industries Ltd. | 0.95% | 1.25% | 1.69% | 1.48% | 1.60% | 1.19% | 1.39% | 1.53% | 1.70% | 1.38% | 1.70% | 2.16% |
Frequently Asked Questions
TIH.TO and FLVI.NEO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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