AVGY.TO vs. YAVG.NEO
AVGY.TO (Harvest Broadcom Enhanced High Income Shares ETF - Class A Units) and YAVG.NEO (Broadcom (AVGO) Yield Shares Purpose ETF) are both Derivative Income funds. Both are actively managed. Over the past year, AVGY.TO returned 107.90% vs 133.32% for YAVG.NEO. A 0.78 correlation means they provide meaningful diversification when combined.
Performance
AVGY.TO vs. YAVG.NEO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AVGY.TO achieves a 42.92% return, which is significantly lower than YAVG.NEO's 59.96% return.
AVGY.TO
- 1D
- -0.45%
- 1M
- 19.17%
- YTD
- 42.92%
- 6M
- 27.21%
- 1Y
- 107.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YAVG.NEO
- 1D
- -0.50%
- 1M
- 16.03%
- YTD
- 59.96%
- 6M
- 46.17%
- 1Y
- 133.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AVGY.TO vs. YAVG.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AVGY.TO Harvest Broadcom Enhanced High Income Shares ETF - Class A Units | 42.92% | 83.42% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 59.96% | 92.61% |
Correlation
The correlation between AVGY.TO and YAVG.NEO is 0.80, 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 | 0.80 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025 | 0.78 |
The correlation between AVGY.TO and YAVG.NEO has been stable across timeframes, ranging from 0.78 to 0.80 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AVGY.TO vs. YAVG.NEO — Risk / Return Rank
AVGY.TO
YAVG.NEO
AVGY.TO vs. YAVG.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 Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.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.TO | YAVG.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.50 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | 5.18 | -1.37 |
| Martin ratioReturn relative to average drawdown | 8.81 | 15.35 | -6.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AVGY.TO | YAVG.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.39 | 2.81 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.30 | 2.03 | +0.26 |
Drawdowns
AVGY.TO vs. YAVG.NEO - Drawdown Comparison
The maximum AVGY.TO drawdown since its inception was -28.78%, smaller than the maximum YAVG.NEO drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for AVGY.TO and YAVG.NEO.
Loading charts...
Drawdown Indicators
| AVGY.TO | YAVG.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.78% | -39.57% | +10.79% |
Max Drawdown (1Y)Largest decline over 1 year | -28.50% | -25.90% | -2.60% |
Current DrawdownCurrent decline from peak | -0.45% | -0.50% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -8.43% | -8.26% | -0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.29% | 8.72% | +3.57% |
Volatility
AVGY.TO vs. YAVG.NEO - Volatility Comparison
Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.TO) has a higher volatility of 13.20% compared to Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) at 11.15%. This indicates that AVGY.TO's price experiences larger fluctuations and is considered to be riskier than YAVG.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AVGY.TO | YAVG.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.20% | 11.15% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 33.23% | 37.61% | -4.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.46% | 47.84% | -2.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.13% | 52.43% | -1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.13% | 52.43% | -1.30% |
Dividends
AVGY.TO vs. YAVG.NEO - Dividend Comparison
AVGY.TO's dividend yield for the trailing twelve months is around 19.08%, less than YAVG.NEO's 21.76% yield.
| Position | TTM | 2025 |
|---|---|---|
AVGY.TO Harvest Broadcom Enhanced High Income Shares ETF - Class A Units | 19.08% | 14.82% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 21.76% | 8.90% |
Frequently Asked Questions
AVGY.TO and YAVG.NEO have a correlation of 0.80, 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: Harvest and Purpose Investments.
Find the right allocation for AVGY.TO and YAVG.NEO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer