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

Performance

HHIH.TO vs. HLIF.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 Canadian Equity Income Leaders ETF Class A (HLIF.TO). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

In the year-to-date period, HHIH.TO achieves a -7.69% return, which is significantly lower than HLIF.TO's 9.41% return.


HHIH.TO

1D
1.40%
1M
-0.24%
YTD
-7.69%
6M
-9.31%
1Y
3Y*
5Y*
10Y*

HLIF.TO

1D
0.21%
1M
0.34%
YTD
9.41%
6M
16.84%
1Y
33.00%
3Y*
18.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

HHIH.TO has a 0.40% expense ratio, which is lower than HLIF.TO's 0.79% expense ratio.


Return for Risk

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

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

HHIH.TO

HLIF.TO
HLIF.TO Risk / Return Rank: 9797
Overall Rank
HLIF.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HLIF.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
HLIF.TO Omega Ratio Rank: 9898
Omega Ratio Rank
HLIF.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
HLIF.TO Martin Ratio Rank: 9898
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. HLIF.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 Canadian Equity Income Leaders ETF Class A (HLIF.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. HLIF.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HHIH.TOHLIF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.46

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

1.35

-1.52

Correlation

The correlation between HHIH.TO and HLIF.TO is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HHIH.TO vs. HLIF.TO - Dividend Comparison

HHIH.TO's dividend yield for the trailing twelve months is around 12.75%, more than HLIF.TO's 6.13% yield.


TTM2025202420232022
HHIH.TO
Harvest High Income Equity Shares ETF Class A Units
12.75%6.37%0.00%0.00%0.00%
HLIF.TO
Harvest Canadian Equity Income Leaders ETF Class A
6.13%6.26%7.33%7.96%3.91%

Drawdowns

HHIH.TO vs. HLIF.TO - Drawdown Comparison

The maximum HHIH.TO drawdown since its inception was -19.68%, which is greater than HLIF.TO's maximum drawdown of -11.12%. Use the drawdown chart below to compare losses from any high point for HHIH.TO and HLIF.TO.


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Drawdown Indicators


HHIH.TOHLIF.TODifference

Max Drawdown

Largest peak-to-trough decline

-19.68%

-11.12%

-8.56%

Max Drawdown (1Y)

Largest decline over 1 year

-8.43%

Current Drawdown

Current decline from peak

-15.17%

0.00%

-15.17%

Average Drawdown

Average peak-to-trough decline

-6.94%

-2.10%

-4.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

Volatility

HHIH.TO vs. HLIF.TO - Volatility Comparison


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Volatility by Period


HHIH.TOHLIF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

Volatility (6M)

Calculated over the trailing 6-month period

5.56%

Volatility (1Y)

Calculated over the trailing 1-year period

21.26%

9.58%

+11.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.26%

10.58%

+10.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.26%

10.58%

+10.68%