HDIF.TO vs. HPYT.TO
HDIF.TO (Harvest Diversified Monthly Income ETF - Class A Units) and HPYT.TO (Harvest Premium Yield Treasury ETF A) are both Derivative Income funds from Harvest. Both are actively managed. Over the past year, HDIF.TO returned 28.86% vs 5.01% for HPYT.TO. At a 0.25 correlation, their price movements are largely independent. HDIF.TO charges 2.47%/yr vs 0.45%/yr for HPYT.TO.
Performance
HDIF.TO vs. HPYT.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 HPYT.TO's -0.30% return.
HDIF.TO
- 1D
- -0.73%
- 1M
- 6.52%
- YTD
- 11.54%
- 6M
- 12.52%
- 1Y
- 28.86%
- 3Y*
- 18.30%
- 5Y*
- —
- 10Y*
- —
HPYT.TO
- 1D
- -0.31%
- 1M
- 0.63%
- YTD
- -0.30%
- 6M
- -1.79%
- 1Y
- 5.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HDIF.TO vs. HPYT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
HDIF.TO Harvest Diversified Monthly Income ETF - Class A Units | 11.54% | 15.61% | 18.52% | 11.51% |
HPYT.TO Harvest Premium Yield Treasury ETF A | -0.30% | 4.39% | -5.96% | 4.46% |
Correlation
The correlation between HDIF.TO and HPYT.TO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2023 | 0.25 |
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Return for Risk
HDIF.TO vs. HPYT.TO — Risk / Return Rank
HDIF.TO
HPYT.TO
HDIF.TO vs. HPYT.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 Treasury ETF A (HPYT.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 | HPYT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.67 | ||
| Sortino ratioReturn per unit of downside risk | +2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.11 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 0.76 | +2.54 |
| Martin ratioReturn relative to average drawdown | 13.66 | 2.06 | +11.61 |
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
| HDIF.TO | HPYT.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 | 0.08 | +0.46 |
Drawdowns
HDIF.TO vs. HPYT.TO - Drawdown Comparison
The maximum HDIF.TO drawdown since its inception was -24.07%, which is greater than HPYT.TO's maximum drawdown of -13.17%. Use the drawdown chart below to compare losses from any high point for HDIF.TO and HPYT.TO.
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Drawdown Indicators
| HDIF.TO | HPYT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.07% | -13.17% | -10.90% |
Max Drawdown (1Y)Largest decline over 1 year | -8.79% | -6.61% | -2.18% |
Max Drawdown (3Y)Largest decline over 3 years | -19.60% | — | — |
Current DrawdownCurrent decline from peak | -0.73% | -7.33% | +6.60% |
Average DrawdownAverage peak-to-trough decline | -6.65% | -5.86% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 2.44% | -0.32% |
Volatility
HDIF.TO vs. HPYT.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 Treasury ETF A (HPYT.TO) at 2.78%. This indicates that HDIF.TO's price experiences larger fluctuations and is considered to be riskier than HPYT.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 | HPYT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 2.78% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 5.67% | +4.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.67% | 8.14% | +4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 10.87% | +6.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 10.87% | +6.62% |
HDIF.TO vs. HPYT.TO - Expense Ratio Comparison
HDIF.TO has a 2.47% expense ratio, which is higher than HPYT.TO's 0.45% expense ratio.
Dividends
HDIF.TO vs. HPYT.TO - Dividend Comparison
HDIF.TO's dividend yield for the trailing twelve months is around 10.21%, less than HPYT.TO's 17.40% 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% |
HPYT.TO Harvest Premium Yield Treasury ETF A | 17.40% | 18.87% | 18.61% | 3.71% | 0.00% |
Frequently Asked Questions
HDIF.TO and HPYT.TO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, HPYT.TO is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
HPYT.TO is cheaper with a 0.45% expense ratio, compared with 2.47% for HDIF.TO.
Their fees differ too: 2.47% for HDIF.TO and 0.45% for HPYT.TO.
Find the right allocation for HDIF.TO and HPYT.TO
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