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HHIC.TO vs. HXCN.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HHIC.TO vs. HXCN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Canadian High Income Shares ETF (HHIC.TO) and Global X S&P/TSX Capped Composite Index Corporate Class ETF (HXCN.TO). The values are adjusted to include any dividend payments, if applicable.

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HHIC.TO vs. HXCN.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, HHIC.TO achieves a 10.76% return, which is significantly higher than HXCN.TO's 4.55% return.


HHIC.TO

1D
0.28%
1M
-2.68%
YTD
10.76%
6M
16.67%
1Y
3Y*
5Y*
10Y*

HXCN.TO

1D
0.74%
1M
-4.24%
YTD
4.55%
6M
10.60%
1Y
34.72%
3Y*
21.31%
5Y*
14.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HHIC.TO vs. HXCN.TO - Expense Ratio Comparison

HHIC.TO has a 0.40% expense ratio, which is higher than HXCN.TO's 0.05% expense ratio.


Return for Risk

HHIC.TO vs. HXCN.TO — Risk / Return Rank

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

HHIC.TO

HXCN.TO
HXCN.TO Risk / Return Rank: 9292
Overall Rank
HXCN.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
HXCN.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
HXCN.TO Omega Ratio Rank: 9393
Omega Ratio Rank
HXCN.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
HXCN.TO Martin Ratio Rank: 9393
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.

HHIC.TO vs. HXCN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Canadian High Income Shares ETF (HHIC.TO) and Global X S&P/TSX Capped Composite Index Corporate Class ETF (HXCN.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

HHIC.TO vs. HXCN.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HHIC.TOHXCN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

2.97

0.78

+2.19

Correlation

The correlation between HHIC.TO and HXCN.TO is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HHIC.TO vs. HXCN.TO - Dividend Comparison

HHIC.TO's dividend yield for the trailing twelve months is around 8.08%, while HXCN.TO has not paid dividends to shareholders.


Drawdowns

HHIC.TO vs. HXCN.TO - Drawdown Comparison

The maximum HHIC.TO drawdown since its inception was -7.26%, smaller than the maximum HXCN.TO drawdown of -37.09%. Use the drawdown chart below to compare losses from any high point for HHIC.TO and HXCN.TO.


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Drawdown Indicators


HHIC.TOHXCN.TODifference

Max Drawdown

Largest peak-to-trough decline

-7.26%

-37.09%

+29.83%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

Max Drawdown (5Y)

Largest decline over 5 years

-16.27%

Current Drawdown

Current decline from peak

-2.68%

-4.24%

+1.56%

Average Drawdown

Average peak-to-trough decline

-1.31%

-4.18%

+2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

Volatility

HHIC.TO vs. HXCN.TO - Volatility Comparison


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Volatility by Period


HHIC.TOHXCN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.69%

Volatility (1Y)

Calculated over the trailing 1-year period

17.35%

15.62%

+1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

13.63%

+3.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.35%

17.95%

-0.60%