GOGY.TO vs. YAVG.NEO
GOGY.TO (Harvest Alphabet 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, GOGY.TO returned 121.95% vs 141.12% for YAVG.NEO. At a 0.28 correlation, their price movements are largely independent.
Performance
GOGY.TO vs. YAVG.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, GOGY.TO achieves a 15.35% return, which is significantly lower than YAVG.NEO's 60.76% return.
GOGY.TO
- 1D
- -4.62%
- 1M
- -5.12%
- YTD
- 15.35%
- 6M
- 13.01%
- 1Y
- 121.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YAVG.NEO
- 1D
- 8.19%
- 1M
- 20.46%
- YTD
- 60.76%
- 6M
- 46.39%
- 1Y
- 141.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GOGY.TO vs. YAVG.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GOGY.TO Harvest Alphabet Enhanced High Income Shares ETF Class A Units | 15.35% | 80.98% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 60.76% | 92.61% |
Correlation
The correlation between GOGY.TO and YAVG.NEO is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2025 | 0.28 |
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Return for Risk
GOGY.TO vs. YAVG.NEO — Risk / Return Rank
GOGY.TO
YAVG.NEO
GOGY.TO vs. YAVG.NEO - 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 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.
| GOGY.TO | YAVG.NEO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.00 | 2.97 | +1.03 |
Sortino ratioReturn per unit of downside risk | 4.99 | 3.74 | +1.25 |
Omega ratioGain probability vs. loss probability | 1.61 | 1.52 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 5.88 | 5.73 | +0.15 |
Martin ratioReturn relative to average drawdown | 21.83 | 17.02 | +4.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GOGY.TO | YAVG.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.00 | 2.97 | +1.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.36 | 2.06 | +0.30 |
Drawdowns
GOGY.TO vs. YAVG.NEO - Drawdown Comparison
The maximum GOGY.TO drawdown since its inception was -20.87%, smaller than the maximum YAVG.NEO drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for GOGY.TO and YAVG.NEO.
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Drawdown Indicators
| GOGY.TO | YAVG.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.87% | -39.57% | +18.70% |
Max Drawdown (1Y)Largest decline over 1 year | -20.14% | -25.90% | +5.76% |
Current DrawdownCurrent decline from peak | -9.77% | 0.00% | -9.77% |
Average DrawdownAverage peak-to-trough decline | -5.05% | -8.29% | +3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.43% | 8.72% | -3.29% |
Volatility
GOGY.TO vs. YAVG.NEO - Volatility Comparison
The current volatility for Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.TO) is 9.13%, while Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) has a volatility of 11.35%. This indicates that GOGY.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
| GOGY.TO | YAVG.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.13% | 11.35% | -2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 21.49% | 37.95% | -16.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.71% | 47.91% | -17.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.65% | 52.51% | -17.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.65% | 52.51% | -17.86% |
Dividends
GOGY.TO vs. YAVG.NEO - Dividend Comparison
GOGY.TO's dividend yield for the trailing twelve months is around 12.67%, less than YAVG.NEO's 21.65% yield.
| Position | TTM | 2025 |
|---|---|---|
GOGY.TO Harvest Alphabet Enhanced High Income Shares ETF Class A Units | 12.67% | 8.04% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 21.65% | 8.90% |
Frequently Asked Questions
GOGY.TO and YAVG.NEO have a correlation of 0.26, 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.
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