HDIF.TO vs. HPYM.TO
HDIF.TO (Harvest Diversified Monthly Income ETF - Class A Units) and HPYM.TO (Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units) are both exchange-traded funds - HDIF.TO is a Derivative Income fund actively managed by Harvest, while HPYM.TO is a Government Bonds fund actively managed by Harvest. Both are actively managed. Over the past year, HDIF.TO returned 28.86% vs 2.79% for HPYM.TO. At a 0.18 correlation, their price movements are largely independent. HDIF.TO charges 2.47%/yr vs 0.45%/yr for HPYM.TO.
Performance
HDIF.TO vs. HPYM.TO - Performance Comparison
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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 HPYM.TO's -1.25% return.
HDIF.TO
- 1D
- -0.73%
- 1M
- 6.52%
- YTD
- 11.54%
- 6M
- 12.52%
- 1Y
- 28.86%
- 3Y*
- 18.30%
- 5Y*
- —
- 10Y*
- —
HPYM.TO
- 1D
- -0.20%
- 1M
- -0.10%
- YTD
- -1.25%
- 6M
- -1.71%
- 1Y
- 2.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HDIF.TO vs. HPYM.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
HDIF.TO Harvest Diversified Monthly Income ETF - Class A Units | 11.54% | 15.61% | 19.86% |
HPYM.TO Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units | -1.25% | 6.72% | -0.41% |
Correlation
The correlation between HDIF.TO and HPYM.TO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jan 18, 2024 | 0.18 |
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Return for Risk
HDIF.TO vs. HPYM.TO — Risk / Return Rank
HDIF.TO
HPYM.TO
HDIF.TO vs. HPYM.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 Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.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.TO | HPYM.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.67 | ||
| Sortino ratioReturn per unit of downside risk | +2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.11 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 0.73 | +2.57 |
| Martin ratioReturn relative to average drawdown | 13.66 | 2.05 | +11.62 |
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
| HDIF.TO | HPYM.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | 0.62 | +1.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.37 | +0.17 |
Drawdowns
HDIF.TO vs. HPYM.TO - Drawdown Comparison
The maximum HDIF.TO drawdown since its inception was -24.07%, which is greater than HPYM.TO's maximum drawdown of -6.19%. Use the drawdown chart below to compare losses from any high point for HDIF.TO and HPYM.TO.
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Drawdown Indicators
| HDIF.TO | HPYM.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.07% | -6.19% | -17.88% |
Max Drawdown (1Y)Largest decline over 1 year | -8.79% | -3.85% | -4.94% |
Max Drawdown (3Y)Largest decline over 3 years | -19.60% | — | — |
Current DrawdownCurrent decline from peak | -0.73% | -2.71% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -6.65% | -1.94% | -4.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.36% | +0.76% |
Volatility
HDIF.TO vs. HPYM.TO - Volatility Comparison
Harvest Diversified Monthly Income ETF - Class A Units (HDIF.TO) has a higher volatility of 3.50% compared to Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.TO) at 2.02%. This indicates that HDIF.TO's price experiences larger fluctuations and is considered to be riskier than HPYM.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.TO | HPYM.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 2.02% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 3.28% | +7.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.67% | 4.53% | +8.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 5.61% | +11.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 5.61% | +11.88% |
HDIF.TO vs. HPYM.TO - Expense Ratio Comparison
HDIF.TO has a 2.47% expense ratio, which is higher than HPYM.TO's 0.45% expense ratio.
Dividends
HDIF.TO vs. HPYM.TO - Dividend Comparison
HDIF.TO's dividend yield for the trailing twelve months is around 10.21%, more than HPYM.TO's 9.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
HDIF.TO Harvest Diversified Monthly Income ETF - Class A Units | 10.21% | 9.93% | 10.15% | 10.62% | 8.95% |
HPYM.TO Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units | 9.38% | 9.01% | 8.07% | 0.00% | 0.00% |
Frequently Asked Questions
HDIF.TO and HPYM.TO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, HPYM.TO is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
HPYM.TO is cheaper with a 0.45% expense ratio, compared with 2.47% for HDIF.TO.
HDIF.TO is categorized as Derivative Income, while HPYM.TO is Government Bonds. Their fees differ too: 2.47% for HDIF.TO and 0.45% for HPYM.TO.
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