VDU.TO vs. FCRI.TO
VDU.TO (Vanguard FTSE Developed All Cap ex U.S. Index ETF) and FCRI.TO (Franklin International Core Equity Fund ETF Series) are both Foreign Large Cap Equities funds. VDU.TO is passively managed, while FCRI.TO is actively managed. Over the past year, VDU.TO returned 30.94% vs 27.69% for FCRI.TO. Their 0.41 correlation means their historical movements had little consistent relationship. VDU.TO charges 0.22%/yr vs 0.11%/yr for FCRI.TO.
Performance
VDU.TO vs. FCRI.TO - Performance Comparison
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Returns By Period
In the year-to-date period, VDU.TO achieves a 16.08% return, which is significantly higher than FCRI.TO's 12.24% return.
VDU.TO
- 1D
- -0.46%
- 1M
- -1.58%
- 6M
- 9.52%
- YTD
- 16.08%
- 1Y
- 30.94%
- 3Y*
- 19.41%
- 5Y*
- 11.64%
- 10Y*
- 10.12%
- ALL TIME*
- 9.93%
FCRI.TO
- 1D
- -0.23%
- 1M
- -0.51%
- 6M
- 11.02%
- YTD
- 12.24%
- 1Y
- 27.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 27.68%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| CA$80.15K | CA$123.25K | CA$86.85K | |
| CA$601.69K | CA$734.63K | CA$1.16M |
VDU.TO vs. FCRI.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VDU.TO Vanguard FTSE Developed All Cap ex U.S. Index ETF | 16.08% | 12.51% |
FCRI.TO Franklin International Core Equity Fund ETF Series | 12.24% | 15.58% |
Correlation
The correlation between VDU.TO and FCRI.TO is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2025 | 0.41 |
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Return for Risk
VDU.TO vs. FCRI.TO — Risk / Return Rank
VDU.TO
FCRI.TO
VDU.TO vs. FCRI.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO) and Franklin International Core Equity Fund ETF Series (FCRI.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.
| VDU.TO | FCRI.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.73 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 2.46 | +0.17 |
| Martin ratioReturn relative to average drawdown | 10.12 | 9.93 | +0.19 |
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Drawdowns
VDU.TO vs. FCRI.TO - Drawdown Comparison
The maximum VDU.TO drawdown since its inception was -29.19%, which is greater than FCRI.TO's maximum drawdown of -11.34%. Use the drawdown chart below to compare losses from any high point for VDU.TO and FCRI.TO.
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Drawdown Indicators
| VDU.TO | FCRI.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.19% | -11.34% | -17.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -11.34% | -0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -14.02% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.11% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -29.19% | — | — |
Current DrawdownCurrent decline from peak | -3.53% | -0.86% | -2.67% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -1.52% | -3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.80% | +0.18% |
Volatility
VDU.TO vs. FCRI.TO - Volatility Comparison
Vanguard FTSE Developed All Cap ex U.S. Index ETF (VDU.TO) has a higher volatility of 5.16% compared to Franklin International Core Equity Fund ETF Series (FCRI.TO) at 3.96%. This indicates that VDU.TO's price experiences larger fluctuations and is considered to be riskier than FCRI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VDU.TO | FCRI.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 3.96% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 14.35% | 12.12% | +2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 14.15% | +2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.89% | 13.98% | -0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.67% | 13.98% | +0.69% |
VDU.TO vs. FCRI.TO - Expense Ratio Comparison
VDU.TO has a 0.22% expense ratio, which is higher than FCRI.TO's 0.11% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VDU.TO vs. FCRI.TO - Dividend Comparison
VDU.TO's dividend yield for the trailing twelve months is around 2.02%, less than FCRI.TO's 2.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCRI.TO Franklin International Core Equity Fund ETF Series | 2.50% | 2.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDU.TO Vanguard FTSE Developed All Cap ex U.S. Index ETF | 2.02% | 2.61% | 2.55% | 2.54% | 2.14% | 2.66% | 1.64% | 2.48% | 2.61% | 2.25% | 2.41% | 2.24% |
Frequently Asked Questions
VDU.TO and FCRI.TO have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FCRI.TO is cheaper at 0.11% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FCRI.TO is cheaper with a 0.11% expense ratio, compared with 0.22% for VDU.TO.
They also come from different issuers: Vanguard and Franklin Templeton. Their fees differ too: 0.22% for VDU.TO and 0.11% for FCRI.TO.
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