PortfoliosLab logoPortfoliosLab logo

Sortino ratio is not yet available for HHIC.TO. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Harvest Canadian High Income Shares ETF's Sortino Ratio with other ETFs in the Canada Equities, Derivative Income category across multiple time periods, showing how HHIC.TO's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 14, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
HLIF.TOHarvest Canadian Equity Income Leaders ETF Class A8.08
HXH.TOGlobal X Canadian High Dividend Index Corporate Class ETF7.97
HCA.TOHamilton Canadian Bank Mean Reversion Index ETF7.92
CBNK.TOMulvihill Canadian Bank Enhanced Yield ETF7.49
BANK.TOEvolve Canadian Banks and Lifecos Enhanced Yield Index Fund7.03
HEWB.TOGlobal X Equal Weight Canadian Banks Index Corporate Class ETF7.00
HCAL.TOHamilton Enhanced Canadian Bank ETF7.00
XCV.TOiShares Canadian Value Index ETF6.99
XEI.TOiShares S&P/TSX Composite High Dividend Index ETF6.90
ZWB.TOBMO Covered Call Canadian Banks ETF6.81
HHIC.TOHarvest Canadian High Income Shares ETF

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows HHIC.TO's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when HHIC.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


Loading charts...

Sortino Ratio Calculator

IHow does HHIC.TO fit in your portfolio?

Add your other holdings to see your portfolio's Sortino Ratio and find out.

Analyze Your Portfolio