HBF.TO vs. YAVG.NEO
HBF.TO (Harvest US Equity Leaders Income ETF Class A (CAD Hedged)) and YAVG.NEO (Broadcom (AVGO) Yield Shares Purpose ETF) are both Derivative Income funds. Both are actively managed. Over the past year, HBF.TO returned 25.20% vs 133.32% for YAVG.NEO. At a 0.44 correlation, their price movements are largely independent.
Performance
HBF.TO vs. YAVG.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, HBF.TO achieves a 8.15% return, which is significantly lower than YAVG.NEO's 59.96% return.
HBF.TO
- 1D
- -1.15%
- 1M
- 3.49%
- YTD
- 8.15%
- 6M
- 7.25%
- 1Y
- 25.20%
- 3Y*
- 14.19%
- 5Y*
- 7.67%
- 10Y*
- 11.18%
YAVG.NEO
- 1D
- -0.50%
- 1M
- 16.03%
- YTD
- 59.96%
- 6M
- 46.17%
- 1Y
- 133.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HBF.TO vs. YAVG.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HBF.TO Harvest US Equity Leaders Income ETF Class A (CAD Hedged) | 8.15% | 10.86% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 59.96% | 57.91% |
Correlation
The correlation between HBF.TO and YAVG.NEO is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2025 | 0.44 |
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Return for Risk
HBF.TO vs. YAVG.NEO — Risk / Return Rank
HBF.TO
YAVG.NEO
HBF.TO vs. YAVG.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harvest US Equity Leaders Income ETF Class A (CAD Hedged) (HBF.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.
| HBF.TO | YAVG.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.50 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | 5.18 | -1.93 |
| Martin ratioReturn relative to average drawdown | 13.35 | 15.35 | -1.99 |
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
| HBF.TO | YAVG.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.46 | 2.81 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 2.03 | -1.54 |
Drawdowns
HBF.TO vs. YAVG.NEO - Drawdown Comparison
The maximum HBF.TO drawdown since its inception was -35.28%, smaller than the maximum YAVG.NEO drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for HBF.TO and YAVG.NEO.
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Drawdown Indicators
| HBF.TO | YAVG.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.28% | -39.57% | +4.29% |
Max Drawdown (1Y)Largest decline over 1 year | -7.79% | -25.90% | +18.11% |
Max Drawdown (3Y)Largest decline over 3 years | -15.21% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.69% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.28% | — | — |
Current DrawdownCurrent decline from peak | -1.15% | -0.50% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -8.26% | +1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 8.72% | -6.83% |
Volatility
HBF.TO vs. YAVG.NEO - Volatility Comparison
The current volatility for Harvest US Equity Leaders Income ETF Class A (CAD Hedged) (HBF.TO) is 2.65%, while Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) has a volatility of 11.15%. This indicates that HBF.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
| HBF.TO | YAVG.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 11.15% | -8.50% |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | 37.61% | -29.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.29% | 47.84% | -37.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.07% | 52.43% | -38.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 52.43% | -35.48% |
Dividends
HBF.TO vs. YAVG.NEO - Dividend Comparison
HBF.TO's dividend yield for the trailing twelve months is around 7.41%, less than YAVG.NEO's 21.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HBF.TO Harvest US Equity Leaders Income ETF Class A (CAD Hedged) | 7.41% | 7.27% | 7.48% | 7.52% | 7.75% | 5.62% | 6.34% | 6.57% | 7.72% | 6.86% | 7.54% | 7.74% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 21.76% | 8.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HBF.TO and YAVG.NEO have a correlation of 0.45, 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 Portfolios Group and Purpose Investments.
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