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FMAX.TO vs. HBIL-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMAX.TO vs. HBIL-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton U.S. Financials Yield Maximizer ETF (FMAX.TO) and Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FMAX.TO is traded in CAD, while HBIL-U.TO is traded in USD. To make them comparable, the HBIL-U.TO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FMAX.TO achieves a 1.74% return, which is significantly lower than HBIL-U.TO's 3.97% return.


FMAX.TO

1D
0.06%
1M
4.64%
6M
1.58%
YTD
1.74%
1Y
8.52%
3Y*
5Y*
10Y*

HBIL-U.TO

1D
-0.76%
1M
0.59%
6M
2.26%
YTD
3.97%
1Y
6.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMAX.TO vs. HBIL-U.TO - Yearly Performance Comparison


Correlation

The correlation between FMAX.TO and HBIL-U.TO is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2024

0.02

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Return for Risk

FMAX.TO vs. HBIL-U.TO — Risk / Return Rank

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

FMAX.TO
FMAX.TO Risk / Return Rank: 1818
Overall Rank
FMAX.TO Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FMAX.TO Sortino Ratio Rank: 1919
Sortino Ratio Rank
FMAX.TO Omega Ratio Rank: 1919
Omega Ratio Rank
FMAX.TO Calmar Ratio Rank: 1717
Calmar Ratio Rank
FMAX.TO Martin Ratio Rank: 1717
Martin Ratio Rank

HBIL-U.TO
HBIL-U.TO Risk / Return Rank: 8686
Overall Rank
HBIL-U.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
HBIL-U.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
HBIL-U.TO Omega Ratio Rank: 9191
Omega Ratio Rank
HBIL-U.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
HBIL-U.TO Martin Ratio Rank: 8888
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.

FMAX.TO vs. HBIL-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton U.S. Financials Yield Maximizer ETF (FMAX.TO) and Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO). 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.


FMAX.TOHBIL-U.TODifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

1.11

1.25

-0.14

Calmar ratioReturn relative to maximum drawdown

0.54

1.67

-1.13

Martin ratioReturn relative to average drawdown

1.29

4.26

-2.97

FMAX.TO vs. HBIL-U.TO - Sharpe Ratio Comparison

The current FMAX.TO Sharpe Ratio is 0.58, which is lower than the HBIL-U.TO Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of FMAX.TO and HBIL-U.TO, 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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Drawdowns

FMAX.TO vs. HBIL-U.TO - Drawdown Comparison

The maximum FMAX.TO drawdown since its inception was -17.84%, which is greater than HBIL-U.TO's maximum drawdown of -6.68%. Use the drawdown chart below to compare losses from any high point for FMAX.TO and HBIL-U.TO.


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Drawdown Indicators


FMAX.TOHBIL-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-17.84%

-6.68%

-11.16%

Max Drawdown (1Y)

Largest decline over 1 year

-15.83%

-4.01%

-11.82%

Current Drawdown

Current decline from peak

-1.48%

-2.10%

+0.62%

Average Drawdown

Average peak-to-trough decline

-4.12%

-2.26%

-1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

1.57%

+5.05%

Volatility

FMAX.TO vs. HBIL-U.TO - Volatility Comparison

Hamilton U.S. Financials Yield Maximizer ETF (FMAX.TO) has a higher volatility of 4.60% compared to Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO) at 1.88%. This indicates that FMAX.TO's price experiences larger fluctuations and is considered to be riskier than HBIL-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMAX.TOHBIL-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

1.88%

+2.72%

Volatility (6M)

Calculated over the trailing 6-month period

11.88%

3.60%

+8.28%

Volatility (1Y)

Calculated over the trailing 1-year period

14.89%

4.68%

+10.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

5.86%

+10.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.01%

5.86%

+10.15%

Dividends

FMAX.TO vs. HBIL-U.TO - Dividend Comparison

FMAX.TO's dividend yield for the trailing twelve months is around 11.67%, more than HBIL-U.TO's 6.75% yield.


Frequently Asked Questions


FMAX.TO and HBIL-U.TO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FMAX.TO is categorized as Financials Equities, while HBIL-U.TO is Government Bonds.

Portfolio Optimizer

Find the right allocation for FMAX.TO and HBIL-U.TO

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