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TILV.TO vs. FFDI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TILV.TO vs. FFDI - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Q International Low Volatility ETF (TILV.TO) and Fidelity Fundamental Developed International ETF (FFDI). The values are adjusted to include any dividend payments, if applicable.

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TILV.TO vs. FFDI - Yearly Performance Comparison


2026 (YTD)20252024
TILV.TO
TD Q International Low Volatility ETF
9.13%19.69%0.51%
FFDI
Fidelity Fundamental Developed International ETF
-0.29%20.85%0.76%
Different Trading Currencies

TILV.TO is traded in CAD, while FFDI is traded in USD. To make them comparable, the FFDI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TILV.TO achieves a 9.13% return, which is significantly higher than FFDI's -0.29% return.


TILV.TO

1D
1.91%
1M
-2.20%
YTD
9.13%
6M
11.75%
1Y
18.26%
3Y*
15.30%
5Y*
11.23%
10Y*

FFDI

1D
3.58%
1M
-5.96%
YTD
-0.29%
6M
-0.45%
1Y
11.87%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TILV.TO vs. FFDI - Expense Ratio Comparison

TILV.TO has a 0.40% expense ratio, which is lower than FFDI's 0.55% expense ratio.


Return for Risk

TILV.TO vs. FFDI — Risk / Return Rank

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

TILV.TO
TILV.TO Risk / Return Rank: 8181
Overall Rank
TILV.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
TILV.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
TILV.TO Omega Ratio Rank: 7878
Omega Ratio Rank
TILV.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
TILV.TO Martin Ratio Rank: 8282
Martin Ratio Rank

FFDI
FFDI Risk / Return Rank: 4646
Overall Rank
FFDI Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
FFDI Sortino Ratio Rank: 4646
Sortino Ratio Rank
FFDI Omega Ratio Rank: 4545
Omega Ratio Rank
FFDI Calmar Ratio Rank: 4747
Calmar Ratio Rank
FFDI Martin Ratio Rank: 4848
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.

TILV.TO vs. FFDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Q International Low Volatility ETF (TILV.TO) and Fidelity Fundamental Developed International ETF (FFDI). 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.


TILV.TOFFDIDifference

Sharpe ratio

Return per unit of total volatility

1.59

0.67

+0.92

Sortino ratio

Return per unit of downside risk

2.14

1.05

+1.09

Omega ratio

Gain probability vs. loss probability

1.31

1.14

+0.17

Calmar ratio

Return relative to maximum drawdown

2.42

1.01

+1.41

Martin ratio

Return relative to average drawdown

9.39

3.67

+5.73

TILV.TO vs. FFDI - Sharpe Ratio Comparison

The current TILV.TO Sharpe Ratio is 1.59, which is higher than the FFDI Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of TILV.TO and FFDI, 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


TILV.TOFFDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

0.67

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.93

-0.22

Correlation

The correlation between TILV.TO and FFDI is 0.58, 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

TILV.TO vs. FFDI - Dividend Comparison

TILV.TO's dividend yield for the trailing twelve months is around 2.89%, more than FFDI's 2.25% yield.


TTM2025202420232022202120202019
TILV.TO
TD Q International Low Volatility ETF
2.89%3.08%3.34%3.51%2.81%2.78%2.99%2.10%
FFDI
Fidelity Fundamental Developed International ETF
2.25%2.16%0.39%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TILV.TO vs. FFDI - Drawdown Comparison

The maximum TILV.TO drawdown since its inception was -26.64%, which is greater than FFDI's maximum drawdown of -14.76%. Use the drawdown chart below to compare losses from any high point for TILV.TO and FFDI.


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Drawdown Indicators


TILV.TOFFDIDifference

Max Drawdown

Largest peak-to-trough decline

-26.64%

-14.39%

-12.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.21%

-11.85%

+4.64%

Max Drawdown (5Y)

Largest decline over 5 years

-16.32%

Current Drawdown

Current decline from peak

-2.20%

-8.54%

+6.34%

Average Drawdown

Average peak-to-trough decline

-4.31%

-2.09%

-2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

3.12%

-1.16%

Volatility

TILV.TO vs. FFDI - Volatility Comparison

The current volatility for TD Q International Low Volatility ETF (TILV.TO) is 5.49%, while Fidelity Fundamental Developed International ETF (FFDI) has a volatility of 8.93%. This indicates that TILV.TO experiences smaller price fluctuations and is considered to be less risky than FFDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TILV.TOFFDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

8.93%

-3.44%

Volatility (6M)

Calculated over the trailing 6-month period

7.79%

11.86%

-4.07%

Volatility (1Y)

Calculated over the trailing 1-year period

11.51%

17.75%

-6.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.90%

16.88%

-6.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.57%

16.88%

-5.31%