GOGY.TO vs. YCST.NEO
GOGY.TO (Harvest Alphabet Enhanced High Income Shares ETF Class A Units) and YCST.NEO (Costco (COST) Yield Shares Purpose ETF) are both Derivative Income funds. Both are actively managed. Over the past year, GOGY.TO returned 121.95% vs -8.51% for YCST.NEO. At a correlation of -0.05, they often move in opposite directions. Both charge a 0.40% expense ratio.
Performance
GOGY.TO vs. YCST.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 higher than YCST.NEO's 11.86% return.
GOGY.TO
- 1D
- -4.62%
- 1M
- -5.12%
- YTD
- 15.35%
- 6M
- 13.01%
- 1Y
- 121.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YCST.NEO
- 1D
- -0.70%
- 1M
- -4.77%
- YTD
- 11.86%
- 6M
- 4.56%
- 1Y
- -8.51%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GOGY.TO vs. YCST.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GOGY.TO Harvest Alphabet Enhanced High Income Shares ETF Class A Units | 15.35% | 80.98% |
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 11.86% | -17.59% |
Correlation
The correlation between GOGY.TO and YCST.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 Mar 7, 2025 | -0.05 |
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Return for Risk
GOGY.TO vs. YCST.NEO — Risk / Return Rank
GOGY.TO
YCST.NEO
GOGY.TO vs. YCST.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 Costco (COST) Yield Shares Purpose ETF (YCST.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 | YCST.NEO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.00 | -0.42 | +4.42 |
Sortino ratioReturn per unit of downside risk | 4.99 | -0.46 | +5.45 |
Omega ratioGain probability vs. loss probability | 1.61 | 0.94 | +0.66 |
Calmar ratioReturn relative to maximum drawdown | 5.88 | -0.39 | +6.27 |
Martin ratioReturn relative to average drawdown | 21.83 | -0.78 | +22.61 |
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 | YCST.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.00 | -0.42 | +4.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.36 | -0.20 | +2.56 |
Drawdowns
GOGY.TO vs. YCST.NEO - Drawdown Comparison
The maximum GOGY.TO drawdown since its inception was -20.87%, which is greater than YCST.NEO's maximum drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for GOGY.TO and YCST.NEO.
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Drawdown Indicators
| GOGY.TO | YCST.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.87% | -19.70% | -1.17% |
Max Drawdown (1Y)Largest decline over 1 year | -20.14% | -19.70% | -0.44% |
Current DrawdownCurrent decline from peak | -9.77% | -13.29% | +3.52% |
Average DrawdownAverage peak-to-trough decline | -5.05% | -8.54% | +3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.43% | 9.88% | -4.45% |
Volatility
GOGY.TO vs. YCST.NEO - Volatility Comparison
The current volatility for Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.TO) is 9.13%, while Costco (COST) Yield Shares Purpose ETF (YCST.NEO) has a volatility of 10.46%. This indicates that GOGY.TO experiences smaller price fluctuations and is considered to be less risky than YCST.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 | YCST.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.13% | 10.46% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 21.49% | 16.63% | +4.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.71% | 20.54% | +10.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.65% | 25.25% | +9.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.65% | 25.25% | +9.40% |
GOGY.TO vs. YCST.NEO - Expense Ratio Comparison
Both GOGY.TO and YCST.NEO have an expense ratio of 0.40%.
Dividends
GOGY.TO vs. YCST.NEO - Dividend Comparison
GOGY.TO's dividend yield for the trailing twelve months is around 12.67%, less than YCST.NEO's 14.12% yield.
| Position | TTM | 2025 |
|---|---|---|
GOGY.TO Harvest Alphabet Enhanced High Income Shares ETF Class A Units | 12.67% | 8.04% |
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 14.12% | 10.21% |
Frequently Asked Questions
GOGY.TO and YCST.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.
Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
GOGY.TO and YCST.NEO have the same expense ratio: 0.40% per year.
They also come from different issuers: Harvest and Purpose Investments.
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