FHI.TO vs. YAVG.NEO
FHI.TO (CI Health Care Giants Covered Call ETF) and YAVG.NEO (Broadcom (AVGO) Yield Shares Purpose ETF) are both Derivative Income funds. Both are actively managed. Over the past year, FHI.TO returned 16.65% vs 64.24% for YAVG.NEO. At a correlation of -0.10, they often move in opposite directions.
Performance
FHI.TO vs. YAVG.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, FHI.TO achieves a 4.38% return, which is significantly lower than YAVG.NEO's 26.90% return.
FHI.TO
- 1D
- 1.47%
- 1M
- 4.98%
- 6M
- 2.50%
- YTD
- 4.38%
- 1Y
- 16.65%
- 3Y*
- 6.55%
- 5Y*
- 5.80%
- 10Y*
- —
YAVG.NEO
- 1D
- -5.17%
- 1M
- -0.05%
- 6M
- 27.86%
- YTD
- 26.90%
- 1Y
- 64.24%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FHI.TO vs. YAVG.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FHI.TO CI Health Care Giants Covered Call ETF | 4.38% | 8.63% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 26.90% | 56.73% |
Correlation
The correlation between FHI.TO and YAVG.NEO is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025 | -0.10 |
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Return for Risk
FHI.TO vs. YAVG.NEO — Risk / Return Rank
FHI.TO
YAVG.NEO
FHI.TO vs. YAVG.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI Health Care Giants Covered Call ETF (FHI.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FHI.TO | YAVG.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.27 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 2.51 | -0.62 |
| Martin ratioReturn relative to average drawdown | 4.35 | 6.01 | -1.66 |
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Drawdowns
FHI.TO vs. YAVG.NEO - Drawdown Comparison
The maximum FHI.TO drawdown since its inception was -29.85%, smaller than the maximum YAVG.NEO drawdown of -40.03%. Use the drawdown chart below to compare losses from any high point for FHI.TO and YAVG.NEO.
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Drawdown Indicators
| FHI.TO | YAVG.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.85% | -40.03% | +10.18% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -25.90% | +17.03% |
Max Drawdown (3Y)Largest decline over 3 years | -14.43% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -14.43% | — | — |
Current DrawdownCurrent decline from peak | -0.36% | -21.06% | +20.70% |
Average DrawdownAverage peak-to-trough decline | -4.44% | -9.16% | +4.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 10.76% | -6.92% |
Volatility
FHI.TO vs. YAVG.NEO - Volatility Comparison
The current volatility for CI Health Care Giants Covered Call ETF (FHI.TO) is 5.08%, while Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) has a volatility of 16.14%. This indicates that FHI.TO experiences smaller price fluctuations and is considered to be less risky than YAVG.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FHI.TO | YAVG.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 16.14% | -11.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.93% | 43.76% | -33.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.88% | 55.34% | -41.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.23% | 55.70% | -41.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 55.70% | -39.17% |
Dividends
FHI.TO vs. YAVG.NEO - Dividend Comparison
FHI.TO's dividend yield for the trailing twelve months is around 6.82%, less than YAVG.NEO's 29.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
FHI.TO CI Health Care Giants Covered Call ETF | 6.82% | 7.14% | 7.84% | 5.80% | 5.98% | 7.38% | 9.69% | 5.42% | 2.42% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 29.05% | 8.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FHI.TO and YAVG.NEO have a correlation of -0.14, 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: CI and Purpose Investments.
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