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HHIH.TO vs. HHIS.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HHIH.TO vs. HHIS.TO - Performance Comparison

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

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HHIH.TO vs. HHIS.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, HHIH.TO achieves a -10.68% return, which is significantly lower than HHIS.TO's -10.04% return.


HHIH.TO

1D
2.19%
1M
-2.15%
YTD
-10.68%
6M
-11.10%
1Y
3Y*
5Y*
10Y*

HHIS.TO

1D
2.41%
1M
-0.85%
YTD
-10.04%
6M
-11.96%
1Y
29.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HHIH.TO vs. HHIS.TO - Expense Ratio Comparison

HHIH.TO has a 0.40% expense ratio, which is higher than HHIS.TO's 0.00% expense ratio.


Return for Risk

HHIH.TO vs. HHIS.TO — Risk / Return Rank

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

HHIH.TO

HHIS.TO
HHIS.TO Risk / Return Rank: 4646
Overall Rank
HHIS.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
HHIS.TO Sortino Ratio Rank: 5555
Sortino Ratio Rank
HHIS.TO Omega Ratio Rank: 5050
Omega Ratio Rank
HHIS.TO Calmar Ratio Rank: 4343
Calmar Ratio Rank
HHIS.TO Martin Ratio Rank: 3434
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.

HHIH.TO vs. HHIS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest High Income Equity Shares ETF Class A Units (HHIH.TO) and Harvest Diversified High Income Shares ETF (HHIS.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.

HHIH.TO vs. HHIS.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HHIH.TOHHIS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.42

0.28

-0.70

Correlation

The correlation between HHIH.TO and HHIS.TO is 0.95, 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

HHIH.TO vs. HHIS.TO - Dividend Comparison

HHIH.TO's dividend yield for the trailing twelve months is around 11.08%, less than HHIS.TO's 30.49% yield.


Drawdowns

HHIH.TO vs. HHIS.TO - Drawdown Comparison

The maximum HHIH.TO drawdown since its inception was -19.68%, smaller than the maximum HHIS.TO drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for HHIH.TO and HHIS.TO.


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Drawdown Indicators


HHIH.TOHHIS.TODifference

Max Drawdown

Largest peak-to-trough decline

-19.68%

-31.83%

+12.15%

Max Drawdown (1Y)

Largest decline over 1 year

-24.43%

Current Drawdown

Current decline from peak

-17.92%

-18.95%

+1.03%

Average Drawdown

Average peak-to-trough decline

-6.89%

-8.79%

+1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.16%

Volatility

HHIH.TO vs. HHIS.TO - Volatility Comparison


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Volatility by Period


HHIH.TOHHIS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.58%

Volatility (6M)

Calculated over the trailing 6-month period

19.38%

Volatility (1Y)

Calculated over the trailing 1-year period

20.76%

32.59%

-11.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.76%

35.37%

-14.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.76%

35.37%

-14.61%