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VIU.TO vs. FCIM.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIU.TO vs. FCIM.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.TO) and Fidelity International Momentum Index ETF (FCIM.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIU.TO achieves a 16.73% return, which is significantly lower than FCIM.NEO's 20.03% return.


VIU.TO

1D
-0.44%
1M
7.93%
YTD
16.73%
6M
17.50%
1Y
33.05%
3Y*
20.38%
5Y*
11.99%
10Y*
10.41%

FCIM.NEO

1D
-0.81%
1M
5.53%
YTD
20.03%
6M
22.93%
1Y
38.49%
3Y*
30.84%
5Y*
18.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIU.TO vs. FCIM.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VIU.TO
Vanguard FTSE Developed All Cap ex North America Index ETF
16.73%27.83%10.72%15.66%-10.63%9.74%17.76%
FCIM.NEO
Fidelity International Momentum Index ETF
20.03%37.03%25.38%16.54%-12.40%10.86%18.11%

Correlation

The correlation between VIU.TO and FCIM.NEO is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2020

0.69

The correlation between VIU.TO and FCIM.NEO has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.

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Return for Risk

VIU.TO vs. FCIM.NEO — Risk / Return Rank

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

VIU.TO
VIU.TO Risk / Return Rank: 6262
Overall Rank
VIU.TO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VIU.TO Sortino Ratio Rank: 6363
Sortino Ratio Rank
VIU.TO Omega Ratio Rank: 6666
Omega Ratio Rank
VIU.TO Calmar Ratio Rank: 5656
Calmar Ratio Rank
VIU.TO Martin Ratio Rank: 6262
Martin Ratio Rank

FCIM.NEO
FCIM.NEO Risk / Return Rank: 6767
Overall Rank
FCIM.NEO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FCIM.NEO Sortino Ratio Rank: 7373
Sortino Ratio Rank
FCIM.NEO Omega Ratio Rank: 7070
Omega Ratio Rank
FCIM.NEO Calmar Ratio Rank: 5858
Calmar Ratio Rank
FCIM.NEO Martin Ratio Rank: 6565
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.

VIU.TO vs. FCIM.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.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.


VIU.TOFCIM.NEODifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.41

1.42

-0.02

Calmar ratioReturn relative to maximum drawdown

2.83

2.93

-0.10

Martin ratioReturn relative to average drawdown

11.39

11.94

-0.55

VIU.TO vs. FCIM.NEO - Sharpe Ratio Comparison

The current VIU.TO Sharpe Ratio is 2.17, which is comparable to the FCIM.NEO Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of VIU.TO and FCIM.NEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VIU.TOFCIM.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

2.32

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

1.09

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

1.13

-0.51

Drawdowns

VIU.TO vs. FCIM.NEO - Drawdown Comparison

The maximum VIU.TO drawdown since its inception was -29.15%, which is greater than FCIM.NEO's maximum drawdown of -26.89%. Use the drawdown chart below to compare losses from any high point for VIU.TO and FCIM.NEO.


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Drawdown Indicators


VIU.TOFCIM.NEODifference

Max Drawdown

Largest peak-to-trough decline

-29.15%

-26.89%

-2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-13.21%

+1.47%

Max Drawdown (3Y)

Largest decline over 3 years

-14.26%

-13.21%

-1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-25.35%

-26.89%

+1.54%

Max Drawdown (10Y)

Largest decline over 10 years

-29.15%

Current Drawdown

Current decline from peak

-0.44%

-0.91%

+0.47%

Average Drawdown

Average peak-to-trough decline

-5.34%

-5.43%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.23%

-0.32%

Volatility

VIU.TO vs. FCIM.NEO - Volatility Comparison

The current volatility for Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.TO) is 5.83%, while Fidelity International Momentum Index ETF (FCIM.NEO) has a volatility of 6.68%. This indicates that VIU.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


VIU.TOFCIM.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

6.68%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

13.08%

13.97%

-0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

15.31%

16.67%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

16.82%

-2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.12%

16.45%

-1.33%

VIU.TO vs. FCIM.NEO - Expense Ratio Comparison

VIU.TO has a 0.23% expense ratio, which is lower than FCIM.NEO's 0.45% expense ratio.


Dividends

VIU.TO vs. FCIM.NEO - Dividend Comparison

VIU.TO's dividend yield for the trailing twelve months is around 2.16%, more than FCIM.NEO's 1.33% yield.


PositionTTM20252024202320222021202020192018201720162015
FCIM.NEO
Fidelity International Momentum Index ETF
1.33%1.59%1.26%1.70%1.86%2.70%0.52%0.00%0.00%0.00%0.00%0.00%
VIU.TO
Vanguard FTSE Developed All Cap ex North America Index ETF
2.16%2.48%2.55%2.65%2.75%2.37%1.97%2.67%2.75%2.12%1.71%0.27%

Frequently Asked Questions


VIU.TO and FCIM.NEO have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VIU.TO is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VIU.TO is cheaper with a 0.23% expense ratio, compared with 0.45% for FCIM.NEO.

VIU.TO is categorized as International Equity, while FCIM.NEO is Momentum. VIU.TO tracks FTSE Developed All Cap ex North America Index, while FCIM.NEO tracks Fidelity Canada International Momentum Index. They also come from different issuers: Vanguard and Fidelity. Their fees differ too: 0.23% for VIU.TO and 0.45% for FCIM.NEO.

Portfolio Optimizer

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