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ETSX.TO vs. HISA.NEO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETSX.TO vs. HISA.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve S&P/TSX 60 Enhanced Yield Fund CAD Unhedged (ETSX.TO) and Evolve High Interest Savings Account ETF (HISA.NEO). The values are adjusted to include any dividend payments, if applicable.

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ETSX.TO vs. HISA.NEO - Yearly Performance Comparison


2026 (YTD)202520242023
ETSX.TO
Evolve S&P/TSX 60 Enhanced Yield Fund CAD Unhedged
0.82%25.93%18.50%6.16%
HISA.NEO
Evolve High Interest Savings Account ETF
0.30%2.30%3.78%4.55%

Returns By Period

In the year-to-date period, ETSX.TO achieves a 0.82% return, which is significantly higher than HISA.NEO's 0.30% return.


ETSX.TO

1D
1.29%
1M
-4.15%
YTD
0.82%
6M
7.20%
1Y
27.15%
3Y*
16.81%
5Y*
10Y*

HISA.NEO

1D
0.00%
1M
0.00%
YTD
0.30%
6M
0.87%
1Y
2.17%
3Y*
3.30%
5Y*
2.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETSX.TO vs. HISA.NEO - Expense Ratio Comparison

ETSX.TO has a 0.45% expense ratio, which is higher than HISA.NEO's 0.15% expense ratio.


Return for Risk

ETSX.TO vs. HISA.NEO — Risk / Return Rank

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

ETSX.TO
ETSX.TO Risk / Return Rank: 8989
Overall Rank
ETSX.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ETSX.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
ETSX.TO Omega Ratio Rank: 9292
Omega Ratio Rank
ETSX.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
ETSX.TO Martin Ratio Rank: 9090
Martin Ratio Rank

HISA.NEO
HISA.NEO Risk / Return Rank: 9999
Overall Rank
HISA.NEO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
HISA.NEO Sortino Ratio Rank: 9999
Sortino Ratio Rank
HISA.NEO Omega Ratio Rank: 100100
Omega Ratio Rank
HISA.NEO Calmar Ratio Rank: 9999
Calmar Ratio Rank
HISA.NEO Martin Ratio Rank: 9999
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.

ETSX.TO vs. HISA.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve S&P/TSX 60 Enhanced Yield Fund CAD Unhedged (ETSX.TO) and Evolve High Interest Savings Account ETF (HISA.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.


ETSX.TOHISA.NEODifference

Sharpe ratio

Return per unit of total volatility

2.01

6.81

-4.81

Sortino ratio

Return per unit of downside risk

2.72

11.79

-9.07

Omega ratio

Gain probability vs. loss probability

1.41

5.96

-4.55

Calmar ratio

Return relative to maximum drawdown

2.41

13.54

-11.13

Martin ratio

Return relative to average drawdown

11.88

152.99

-141.11

ETSX.TO vs. HISA.NEO - Sharpe Ratio Comparison

The current ETSX.TO Sharpe Ratio is 2.01, which is lower than the HISA.NEO Sharpe Ratio of 6.81. The chart below compares the historical Sharpe Ratios of ETSX.TO and HISA.NEO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ETSX.TOHISA.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

6.81

-4.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

6.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

5.21

-3.87

Correlation

The correlation between ETSX.TO and HISA.NEO is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ETSX.TO vs. HISA.NEO - Dividend Comparison

ETSX.TO's dividend yield for the trailing twelve months is around 8.77%, more than HISA.NEO's 2.35% yield.


TTM2025202420232022202120202019
ETSX.TO
Evolve S&P/TSX 60 Enhanced Yield Fund CAD Unhedged
8.77%9.39%9.20%9.92%0.00%0.00%0.00%0.00%
HISA.NEO
Evolve High Interest Savings Account ETF
2.35%2.32%3.65%4.60%2.22%0.52%0.84%0.76%

Drawdowns

ETSX.TO vs. HISA.NEO - Drawdown Comparison

The maximum ETSX.TO drawdown since its inception was -12.23%, which is greater than HISA.NEO's maximum drawdown of -0.42%. Use the drawdown chart below to compare losses from any high point for ETSX.TO and HISA.NEO.


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Drawdown Indicators


ETSX.TOHISA.NEODifference

Max Drawdown

Largest peak-to-trough decline

-12.23%

-0.42%

-11.81%

Max Drawdown (1Y)

Largest decline over 1 year

-9.97%

-0.18%

-9.79%

Max Drawdown (5Y)

Largest decline over 5 years

-0.42%

Current Drawdown

Current decline from peak

-4.81%

0.00%

-4.81%

Average Drawdown

Average peak-to-trough decline

-1.69%

-0.01%

-1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

0.02%

+2.00%

Volatility

ETSX.TO vs. HISA.NEO - Volatility Comparison

Evolve S&P/TSX 60 Enhanced Yield Fund CAD Unhedged (ETSX.TO) has a higher volatility of 5.04% compared to Evolve High Interest Savings Account ETF (HISA.NEO) at 0.08%. This indicates that ETSX.TO's price experiences larger fluctuations and is considered to be riskier than HISA.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETSX.TOHISA.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

0.08%

+4.96%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

0.31%

+8.81%

Volatility (1Y)

Calculated over the trailing 1-year period

13.83%

0.35%

+13.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.75%

0.46%

+11.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.75%

0.48%

+11.27%