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GOGY.TO vs. HTAE.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOGY.TO vs. HTAE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.TO) and Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO). The values are adjusted to include any dividend payments, if applicable.

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GOGY.TO vs. HTAE.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, GOGY.TO achieves a -8.54% return, which is significantly higher than HTAE.TO's -12.04% return.


GOGY.TO

1D
4.28%
1M
-8.15%
YTD
-8.54%
6M
19.07%
1Y
85.41%
3Y*
5Y*
10Y*

HTAE.TO

1D
3.17%
1M
-6.03%
YTD
-12.04%
6M
-10.42%
1Y
14.40%
3Y*
19.30%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOGY.TO vs. HTAE.TO - Expense Ratio Comparison

GOGY.TO has a 0.40% expense ratio, which is lower than HTAE.TO's 2.49% expense ratio.


Return for Risk

GOGY.TO vs. HTAE.TO — Risk / Return Rank

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

GOGY.TO
GOGY.TO Risk / Return Rank: 9595
Overall Rank
GOGY.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GOGY.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
GOGY.TO Omega Ratio Rank: 9292
Omega Ratio Rank
GOGY.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
GOGY.TO Martin Ratio Rank: 9595
Martin Ratio Rank

HTAE.TO
HTAE.TO Risk / Return Rank: 3131
Overall Rank
HTAE.TO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
HTAE.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
HTAE.TO Omega Ratio Rank: 3232
Omega Ratio Rank
HTAE.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
HTAE.TO Martin Ratio Rank: 3030
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.

GOGY.TO vs. HTAE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.TO) and Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.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.


GOGY.TOHTAE.TODifference

Sharpe ratio

Return per unit of total volatility

2.53

0.49

+2.05

Sortino ratio

Return per unit of downside risk

3.38

0.90

+2.47

Omega ratio

Gain probability vs. loss probability

1.41

1.13

+0.29

Calmar ratio

Return relative to maximum drawdown

4.29

0.79

+3.51

Martin ratio

Return relative to average drawdown

16.00

2.46

+13.54

GOGY.TO vs. HTAE.TO - Sharpe Ratio Comparison

The current GOGY.TO Sharpe Ratio is 2.53, which is higher than the HTAE.TO Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of GOGY.TO and HTAE.TO, 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


GOGY.TOHTAE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

0.49

+2.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.76

0.89

+0.88

Correlation

The correlation between GOGY.TO and HTAE.TO is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GOGY.TO vs. HTAE.TO - Dividend Comparison

GOGY.TO's dividend yield for the trailing twelve months is around 11.57%, less than HTAE.TO's 12.21% yield.


TTM2025202420232022
GOGY.TO
Harvest Alphabet Enhanced High Income Shares ETF Class A Units
11.57%8.04%0.00%0.00%0.00%
HTAE.TO
Harvest Tech Achievers Enhanced Income ETF - Class A Units
12.21%11.28%10.01%9.38%2.20%

Drawdowns

GOGY.TO vs. HTAE.TO - Drawdown Comparison

The maximum GOGY.TO drawdown since its inception was -20.87%, smaller than the maximum HTAE.TO drawdown of -30.83%. Use the drawdown chart below to compare losses from any high point for GOGY.TO and HTAE.TO.


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Drawdown Indicators


GOGY.TOHTAE.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.87%

-30.83%

+9.96%

Max Drawdown (1Y)

Largest decline over 1 year

-20.14%

-18.39%

-1.75%

Current Drawdown

Current decline from peak

-16.73%

-15.80%

-0.93%

Average Drawdown

Average peak-to-trough decline

-5.39%

-4.67%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.40%

5.88%

-0.48%

Volatility

GOGY.TO vs. HTAE.TO - Volatility Comparison

Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.TO) has a higher volatility of 9.11% compared to Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO) at 7.70%. This indicates that GOGY.TO's price experiences larger fluctuations and is considered to be riskier than HTAE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOGY.TOHTAE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.11%

7.70%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

21.37%

16.87%

+4.50%

Volatility (1Y)

Calculated over the trailing 1-year period

33.90%

29.77%

+4.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.44%

27.01%

+7.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.44%

27.01%

+7.43%