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HDIF.TO vs. AMHE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDIF.TO vs. AMHE.TO - Performance Comparison

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

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Returns By Period

In the year-to-date period, HDIF.TO achieves a 11.54% return, which is significantly higher than AMHE.TO's 7.71% return.


HDIF.TO

1D
-0.73%
1M
6.52%
YTD
11.54%
6M
12.52%
1Y
28.86%
3Y*
18.30%
5Y*
10Y*

AMHE.TO

1D
-3.42%
1M
-7.09%
YTD
7.71%
6M
5.98%
1Y
25.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDIF.TO vs. AMHE.TO - Yearly Performance Comparison


Correlation

The correlation between HDIF.TO and AMHE.TO is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

Correlation (All Time)
Calculated using the full available price history since Aug 23, 2024

0.46

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Return for Risk

HDIF.TO vs. AMHE.TO — Risk / Return Rank

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

HDIF.TO
HDIF.TO Risk / Return Rank: 6868
Overall Rank
HDIF.TO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
HDIF.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
HDIF.TO Omega Ratio Rank: 6868
Omega Ratio Rank
HDIF.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
HDIF.TO Martin Ratio Rank: 7272
Martin Ratio Rank

AMHE.TO
AMHE.TO Risk / Return Rank: 2323
Overall Rank
AMHE.TO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
AMHE.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
AMHE.TO Omega Ratio Rank: 2525
Omega Ratio Rank
AMHE.TO Calmar Ratio Rank: 2222
Calmar Ratio Rank
AMHE.TO Martin Ratio Rank: 2222
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.

HDIF.TO vs. AMHE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Diversified Monthly Income ETF - Class A Units (HDIF.TO) and Harvest Amazon Enhanced High Income Shares ETF - Class A Units (AMHE.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.


HDIF.TOAMHE.TODifference
Sharpe ratioReturn per unit of total volatility

+1.49

Sortino ratioReturn per unit of downside risk

+1.84

Omega ratioGain probability vs. loss probability

1.42

1.16

+0.26

Calmar ratioReturn relative to maximum drawdown

3.30

1.02

+2.28

Martin ratioReturn relative to average drawdown

13.66

2.63

+11.03

HDIF.TO vs. AMHE.TO - Sharpe Ratio Comparison

The current HDIF.TO Sharpe Ratio is 2.29, which is higher than the AMHE.TO Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of HDIF.TO and AMHE.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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Sharpe Ratios by Period


HDIF.TOAMHE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

0.80

+1.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.69

-0.15

Drawdowns

HDIF.TO vs. AMHE.TO - Drawdown Comparison

The maximum HDIF.TO drawdown since its inception was -24.07%, smaller than the maximum AMHE.TO drawdown of -36.83%. Use the drawdown chart below to compare losses from any high point for HDIF.TO and AMHE.TO.


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Drawdown Indicators


HDIF.TOAMHE.TODifference

Max Drawdown

Largest peak-to-trough decline

-24.07%

-36.83%

+12.76%

Max Drawdown (1Y)

Largest decline over 1 year

-8.79%

-25.14%

+16.35%

Max Drawdown (3Y)

Largest decline over 3 years

-19.60%

Current Drawdown

Current decline from peak

-0.73%

-10.31%

+9.58%

Average Drawdown

Average peak-to-trough decline

-6.65%

-10.66%

+4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

9.70%

-7.58%

Volatility

HDIF.TO vs. AMHE.TO - Volatility Comparison

The current volatility for Harvest Diversified Monthly Income ETF - Class A Units (HDIF.TO) is 3.50%, while Harvest Amazon Enhanced High Income Shares ETF - Class A Units (AMHE.TO) has a volatility of 9.65%. This indicates that HDIF.TO experiences smaller price fluctuations and is considered to be less risky than AMHE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDIF.TOAMHE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

9.65%

-6.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

22.39%

-12.02%

Volatility (1Y)

Calculated over the trailing 1-year period

12.67%

32.05%

-19.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

35.96%

-18.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

35.96%

-18.47%

HDIF.TO vs. AMHE.TO - Expense Ratio Comparison

HDIF.TO has a 2.47% expense ratio, which is higher than AMHE.TO's 1.88% expense ratio.


Dividends

HDIF.TO vs. AMHE.TO - Dividend Comparison

HDIF.TO's dividend yield for the trailing twelve months is around 10.21%, less than AMHE.TO's 14.45% yield.


PositionTTM2025202420232022
AMHE.TO
Harvest Amazon Enhanced High Income Shares ETF - Class A Units
14.45%14.31%4.24%0.00%0.00%
HDIF.TO
Harvest Diversified Monthly Income ETF - Class A Units
10.21%9.93%10.15%10.62%8.95%

Frequently Asked Questions


HDIF.TO and AMHE.TO have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AMHE.TO is cheaper at 1.88% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMHE.TO is cheaper with a 1.88% expense ratio, compared with 2.47% for HDIF.TO.

HDIF.TO is categorized as Derivative Income, while AMHE.TO is Leveraged Equities. Their fees differ too: 2.47% for HDIF.TO and 1.88% for AMHE.TO.

Portfolio Optimizer

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