...Santino was definitely a complex person in that he had a personality that consisted of emotions and impulses that, while knowning that they were wrong to act on, he allowed to influence his behavior. Santino was built on taking impulsive actions based on his emotions.
Fredo on the other hand was complex in a different way in that he had terrible feelings of guilt because (as pointed out in a post above), he realized that he was unable to protect his father, and he felt guilty when talking to Mike in Cuba, knowing that he was ignorant enough to be fooled into believing Ola and Roth, and that he betrayed his own brother. ...
If those two descriptions define each brother as 'complex' then that includes about 95% of the population of the planet. Fredo felt the same 'guilt' in both instances that ANYBODY would feel, having FAILED to protect their father and then having BETRAYED their brother.
Each of the 4 Corleone siblings (5 if you count Tom) had their own particular personalities and traits, and their own way of dealing with particular circumstances. Complexities is a whole different issue.
Fredo and Sonny were not 'complex'. Even Connie can be described as more 'complex' than those two. But of course Michael was the most interesting to watch, to marvel at and to study in terms of the complete metamorphasis that took place over the two (ok, even THREE) films. He was the 'complex' one; and he was written that way by Puzo, directed that way by FFC, portrayed that way by Pacino.
Apple
