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AVGY.TO vs. EACC.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVGY.TO vs. EACC.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.TO) and Global X MSCI EAFE Covered Call ETF (EACC.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, AVGY.TO achieves a 42.92% return, which is significantly higher than EACC.NEO's 7.82% return.


AVGY.TO

1D
-0.45%
1M
19.17%
YTD
42.92%
6M
27.21%
1Y
107.90%
3Y*
5Y*
10Y*

EACC.NEO

1D
-0.48%
1M
6.14%
YTD
7.82%
6M
8.11%
1Y
19.76%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVGY.TO vs. EACC.NEO - Yearly Performance Comparison


Correlation

The correlation between AVGY.TO and EACC.NEO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2025

0.33

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Return for Risk

AVGY.TO vs. EACC.NEO — Risk / Return Rank

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

AVGY.TO
AVGY.TO Risk / Return Rank: 6565
Overall Rank
AVGY.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
AVGY.TO Sortino Ratio Rank: 6363
Sortino Ratio Rank
AVGY.TO Omega Ratio Rank: 6363
Omega Ratio Rank
AVGY.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
AVGY.TO Martin Ratio Rank: 5252
Martin Ratio Rank

EACC.NEO
EACC.NEO Risk / Return Rank: 3838
Overall Rank
EACC.NEO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EACC.NEO Sortino Ratio Rank: 3535
Sortino Ratio Rank
EACC.NEO Omega Ratio Rank: 4242
Omega Ratio Rank
EACC.NEO Calmar Ratio Rank: 3636
Calmar Ratio Rank
EACC.NEO Martin Ratio Rank: 3939
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.

AVGY.TO vs. EACC.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.TO) and Global X MSCI EAFE Covered Call ETF (EACC.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.


AVGY.TOEACC.NEODifference
Sharpe ratioReturn per unit of total volatility

+1.06

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.38

1.27

+0.12

Calmar ratioReturn relative to maximum drawdown

3.81

1.76

+2.05

Martin ratioReturn relative to average drawdown

8.81

6.04

+2.77

AVGY.TO vs. EACC.NEO - Sharpe Ratio Comparison

The current AVGY.TO Sharpe Ratio is 2.39, which is higher than the EACC.NEO Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of AVGY.TO and EACC.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


AVGY.TOEACC.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

1.33

+1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

2.30

0.89

+1.40

Drawdowns

AVGY.TO vs. EACC.NEO - Drawdown Comparison

The maximum AVGY.TO drawdown since its inception was -28.78%, which is greater than EACC.NEO's maximum drawdown of -13.35%. Use the drawdown chart below to compare losses from any high point for AVGY.TO and EACC.NEO.


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Drawdown Indicators


AVGY.TOEACC.NEODifference

Max Drawdown

Largest peak-to-trough decline

-28.78%

-13.35%

-15.43%

Max Drawdown (1Y)

Largest decline over 1 year

-28.50%

-11.30%

-17.20%

Current Drawdown

Current decline from peak

-0.45%

-0.48%

+0.03%

Average Drawdown

Average peak-to-trough decline

-8.43%

-2.09%

-6.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.29%

3.28%

+9.01%

Volatility

AVGY.TO vs. EACC.NEO - Volatility Comparison

Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.TO) has a higher volatility of 13.20% compared to Global X MSCI EAFE Covered Call ETF (EACC.NEO) at 4.43%. This indicates that AVGY.TO's price experiences larger fluctuations and is considered to be riskier than EACC.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVGY.TOEACC.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.20%

4.43%

+8.77%

Volatility (6M)

Calculated over the trailing 6-month period

33.23%

12.76%

+20.47%

Volatility (1Y)

Calculated over the trailing 1-year period

45.46%

14.96%

+30.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.13%

15.05%

+36.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.13%

15.05%

+36.08%

AVGY.TO vs. EACC.NEO - Expense Ratio Comparison

AVGY.TO has a 0.40% expense ratio, which is lower than EACC.NEO's 0.49% expense ratio.


Dividends

AVGY.TO vs. EACC.NEO - Dividend Comparison

AVGY.TO's dividend yield for the trailing twelve months is around 19.08%, more than EACC.NEO's 7.46% yield.


PositionTTM20252024
AVGY.TO
Harvest Broadcom Enhanced High Income Shares ETF - Class A Units
19.08%14.82%0.00%
EACC.NEO
Global X MSCI EAFE Covered Call ETF
7.46%7.55%5.12%

Frequently Asked Questions


AVGY.TO and EACC.NEO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVGY.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVGY.TO is cheaper with a 0.40% expense ratio, compared with 0.49% for EACC.NEO.

They also come from different issuers: Harvest and Global X. Their fees differ too: 0.40% for AVGY.TO and 0.49% for EACC.NEO.

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