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

Performance

HGR.TO vs. HDIF.TO - Performance Comparison

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

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


2026 (YTD)2025202420232022
HGR.TO
Harvest Global REIT Leaders Income ETF
-1.57%-0.91%2.46%4.01%-20.38%
HDIF.TO
Harvest Diversified Monthly Income ETF - Class A Units
-3.91%15.61%18.52%12.79%-15.12%

Returns By Period

In the year-to-date period, HGR.TO achieves a -1.57% return, which is significantly higher than HDIF.TO's -3.91% return.


HGR.TO

1D
0.00%
1M
-8.05%
YTD
-1.57%
6M
-5.11%
1Y
-6.27%
3Y*
1.69%
5Y*
-2.37%
10Y*

HDIF.TO

1D
1.81%
1M
-5.18%
YTD
-3.91%
6M
0.59%
1Y
12.93%
3Y*
13.29%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

HGR.TO has a 0.85% expense ratio, which is lower than HDIF.TO's 2.47% expense ratio.


Return for Risk

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

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

HGR.TO
HGR.TO Risk / Return Rank: 44
Overall Rank
HGR.TO Sharpe Ratio Rank: 55
Sharpe Ratio Rank
HGR.TO Sortino Ratio Rank: 44
Sortino Ratio Rank
HGR.TO Omega Ratio Rank: 44
Omega Ratio Rank
HGR.TO Calmar Ratio Rank: 44
Calmar Ratio Rank
HGR.TO Martin Ratio Rank: 11
Martin Ratio Rank

HDIF.TO
HDIF.TO Risk / Return Rank: 4444
Overall Rank
HDIF.TO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
HDIF.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
HDIF.TO Omega Ratio Rank: 4545
Omega Ratio Rank
HDIF.TO Calmar Ratio Rank: 4343
Calmar Ratio Rank
HDIF.TO Martin Ratio Rank: 5151
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.

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

This table presents a comparison of risk-adjusted performance metrics for Harvest Global REIT Leaders Income ETF (HGR.TO) and Harvest Diversified Monthly Income ETF - Class A Units (HDIF.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.


HGR.TOHDIF.TODifference

Sharpe ratio

Return per unit of total volatility

-0.43

0.72

-1.15

Sortino ratio

Return per unit of downside risk

-0.51

1.10

-1.62

Omega ratio

Gain probability vs. loss probability

0.94

1.17

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.53

1.03

-1.56

Martin ratio

Return relative to average drawdown

-1.53

4.64

-6.18

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

The current HGR.TO Sharpe Ratio is -0.43, which is lower than the HDIF.TO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of HGR.TO and HDIF.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HGR.TOHDIF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.43

0.72

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.33

-0.35

Correlation

The correlation between HGR.TO and HDIF.TO is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HGR.TO vs. HDIF.TO - Dividend Comparison

HGR.TO's dividend yield for the trailing twelve months is around 10.69%, more than HDIF.TO's 10.05% yield.


TTM202520242023202220212020201920182017
HGR.TO
Harvest Global REIT Leaders Income ETF
10.69%10.35%9.32%8.72%8.30%5.28%6.22%5.36%6.19%2.75%
HDIF.TO
Harvest Diversified Monthly Income ETF - Class A Units
10.05%9.93%10.15%10.62%8.95%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HGR.TO vs. HDIF.TO - Drawdown Comparison

The maximum HGR.TO drawdown since its inception was -41.33%, which is greater than HDIF.TO's maximum drawdown of -24.07%. Use the drawdown chart below to compare losses from any high point for HGR.TO and HDIF.TO.


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Drawdown Indicators


HGR.TOHDIF.TODifference

Max Drawdown

Largest peak-to-trough decline

-41.33%

-24.07%

-17.26%

Max Drawdown (1Y)

Largest decline over 1 year

-9.87%

-13.20%

+3.33%

Max Drawdown (5Y)

Largest decline over 5 years

-41.33%

Current Drawdown

Current decline from peak

-29.16%

-7.13%

-22.03%

Average Drawdown

Average peak-to-trough decline

-16.67%

-6.90%

-9.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

2.92%

+0.59%

Volatility

HGR.TO vs. HDIF.TO - Volatility Comparison

The current volatility for Harvest Global REIT Leaders Income ETF (HGR.TO) is 3.14%, while Harvest Diversified Monthly Income ETF - Class A Units (HDIF.TO) has a volatility of 5.28%. This indicates that HGR.TO experiences smaller price fluctuations and is considered to be less risky than HDIF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HGR.TOHDIF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

5.28%

-2.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

10.10%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

14.69%

18.06%

-3.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.77%

17.63%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

17.63%

+0.76%