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ZZZD.TO vs. FCCD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZZZD.TO vs. FCCD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Tactical Dividend ETF Fund (ZZZD.TO) and Fidelity Canadian High Dividend Index ETF (FCCD.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZZZD.TO achieves a 10.86% return, which is significantly lower than FCCD.TO's 13.97% return.


ZZZD.TO

1D
-0.90%
1M
0.59%
YTD
10.86%
6M
10.11%
1Y
15.77%
3Y*
10.20%
5Y*
7.17%
10Y*

FCCD.TO

1D
0.00%
1M
1.02%
YTD
13.97%
6M
13.36%
1Y
30.99%
3Y*
19.54%
5Y*
11.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZZZD.TO vs. FCCD.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ZZZD.TO
BMO Tactical Dividend ETF Fund
10.86%10.01%3.96%10.10%-0.86%5.24%-9.74%9.67%
FCCD.TO
Fidelity Canadian High Dividend Index ETF
13.97%25.05%16.92%3.35%-4.04%29.46%-8.44%15.59%

Correlation

The correlation between ZZZD.TO and FCCD.TO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.20

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

0.30

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2019

0.31

The correlation between ZZZD.TO and FCCD.TO shifts across timeframes, from 0.20 (3 years) to 0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ZZZD.TO vs. FCCD.TO — Risk / Return Rank

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

ZZZD.TO
ZZZD.TO Risk / Return Rank: 8080
Overall Rank
ZZZD.TO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ZZZD.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
ZZZD.TO Omega Ratio Rank: 7373
Omega Ratio Rank
ZZZD.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
ZZZD.TO Martin Ratio Rank: 9292
Martin Ratio Rank

FCCD.TO
FCCD.TO Risk / Return Rank: 9595
Overall Rank
FCCD.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FCCD.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
FCCD.TO Omega Ratio Rank: 9696
Omega Ratio Rank
FCCD.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
FCCD.TO Martin Ratio Rank: 9595
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.

ZZZD.TO vs. FCCD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Tactical Dividend ETF Fund (ZZZD.TO) and Fidelity Canadian High Dividend Index ETF (FCCD.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.


ZZZD.TOFCCD.TODifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-2.22

Omega ratioGain probability vs. loss probability

1.37

1.67

-0.30

Calmar ratioReturn relative to maximum drawdown

5.83

5.49

+0.34

Martin ratioReturn relative to average drawdown

19.32

25.50

-6.18

ZZZD.TO vs. FCCD.TO - Sharpe Ratio Comparison

The current ZZZD.TO Sharpe Ratio is 1.88, which is lower than the FCCD.TO Sharpe Ratio of 3.63. The chart below compares the historical Sharpe Ratios of ZZZD.TO and FCCD.TO, 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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Drawdowns

ZZZD.TO vs. FCCD.TO - Drawdown Comparison

The maximum ZZZD.TO drawdown since its inception was -22.28%, smaller than the maximum FCCD.TO drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for ZZZD.TO and FCCD.TO.


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Drawdown Indicators


ZZZD.TOFCCD.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.28%

-43.53%

+21.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-5.67%

+2.95%

Max Drawdown (3Y)

Largest decline over 3 years

-9.21%

-9.94%

+0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-14.72%

-19.24%

+4.52%

Current Drawdown

Current decline from peak

-0.90%

-1.41%

+0.51%

Average Drawdown

Average peak-to-trough decline

-4.69%

-6.33%

+1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

1.22%

-0.40%

Volatility

ZZZD.TO vs. FCCD.TO - Volatility Comparison

BMO Tactical Dividend ETF Fund (ZZZD.TO) and Fidelity Canadian High Dividend Index ETF (FCCD.TO) have volatilities of 2.75% and 2.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZZZD.TOFCCD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

2.71%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

6.55%

7.01%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

8.44%

8.60%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.17%

11.52%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.66%

17.03%

-4.37%

Dividends

ZZZD.TO vs. FCCD.TO - Dividend Comparison

ZZZD.TO's dividend yield for the trailing twelve months is around 3.74%, more than FCCD.TO's 3.03% yield.


PositionTTM20252024202320222021202020192018
FCCD.TO
Fidelity Canadian High Dividend Index ETF
3.03%3.56%4.27%4.65%4.01%3.02%4.74%3.80%0.16%
ZZZD.TO
BMO Tactical Dividend ETF Fund
3.74%4.07%4.29%4.28%4.51%4.27%4.09%3.11%0.00%

Frequently Asked Questions


ZZZD.TO and FCCD.TO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: BMO and Fidelity.

Portfolio Optimizer

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