HHIS.TO vs. AVGY.TO
HHIS.TO (Harvest Diversified High Income Shares ETF) and AVGY.TO (Harvest Broadcom Enhanced High Income Shares ETF - Class A Units) are both Derivative Income funds from Harvest. Both are actively managed. Over the past year, HHIS.TO returned 31.98% vs 107.90% for AVGY.TO. A 0.58 correlation means they provide meaningful diversification when combined. HHIS.TO charges 0.00%/yr vs 0.40%/yr for AVGY.TO.
Performance
HHIS.TO vs. AVGY.TO - Performance Comparison
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Returns By Period
In the year-to-date period, HHIS.TO achieves a 9.32% return, which is significantly lower than AVGY.TO's 42.92% return.
HHIS.TO
- 1D
- -1.25%
- 1M
- 7.52%
- YTD
- 9.32%
- 6M
- 4.61%
- 1Y
- 31.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AVGY.TO
- 1D
- -0.45%
- 1M
- 19.17%
- YTD
- 42.92%
- 6M
- 27.21%
- 1Y
- 107.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HHIS.TO vs. AVGY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HHIS.TO Harvest Diversified High Income Shares ETF | 9.32% | 30.64% |
AVGY.TO Harvest Broadcom Enhanced High Income Shares ETF - Class A Units | 42.92% | 83.42% |
Correlation
The correlation between HHIS.TO and AVGY.TO is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025 | 0.58 |
The correlation between HHIS.TO and AVGY.TO has been stable across timeframes, ranging from 0.53 to 0.58 - a consistent structural relationship.
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Return for Risk
HHIS.TO vs. AVGY.TO — Risk / Return Rank
HHIS.TO
AVGY.TO
HHIS.TO vs. AVGY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harvest Diversified High Income Shares ETF (HHIS.TO) and Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.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.
| HHIS.TO | AVGY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.38 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 3.81 | -2.49 |
| Martin ratioReturn relative to average drawdown | 3.27 | 8.81 | -5.54 |
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
| HHIS.TO | AVGY.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 2.39 | -1.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 2.30 | -1.55 |
Drawdowns
HHIS.TO vs. AVGY.TO - Drawdown Comparison
The maximum HHIS.TO drawdown since its inception was -31.83%, which is greater than AVGY.TO's maximum drawdown of -28.78%. Use the drawdown chart below to compare losses from any high point for HHIS.TO and AVGY.TO.
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Drawdown Indicators
| HHIS.TO | AVGY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -28.78% | -3.05% |
Max Drawdown (1Y)Largest decline over 1 year | -24.43% | -28.50% | +4.07% |
Current DrawdownCurrent decline from peak | -2.95% | -0.45% | -2.50% |
Average DrawdownAverage peak-to-trough decline | -8.70% | -8.43% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.79% | 12.29% | -2.50% |
Volatility
HHIS.TO vs. AVGY.TO - Volatility Comparison
The current volatility for Harvest Diversified High Income Shares ETF (HHIS.TO) is 5.51%, while Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.TO) has a volatility of 13.20%. This indicates that HHIS.TO experiences smaller price fluctuations and is considered to be less risky than AVGY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HHIS.TO | AVGY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 13.20% | -7.69% |
Volatility (6M)Calculated over the trailing 6-month period | 16.97% | 33.23% | -16.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.36% | 45.46% | -22.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.78% | 51.13% | -17.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.78% | 51.13% | -17.35% |
HHIS.TO vs. AVGY.TO - Expense Ratio Comparison
HHIS.TO has a 0.00% expense ratio, which is lower than AVGY.TO's 0.40% expense ratio.
Dividends
HHIS.TO vs. AVGY.TO - Dividend Comparison
HHIS.TO's dividend yield for the trailing twelve months is around 26.63%, more than AVGY.TO's 19.08% yield.
| Position | TTM | 2025 |
|---|---|---|
AVGY.TO Harvest Broadcom Enhanced High Income Shares ETF - Class A Units | 19.08% | 14.82% |
HHIS.TO Harvest Diversified High Income Shares ETF | 26.63% | 22.88% |
Frequently Asked Questions
HHIS.TO and AVGY.TO have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, HHIS.TO is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.
HHIS.TO is cheaper with a 0.00% expense ratio, compared with 0.40% for AVGY.TO.
Their fees differ too: 0.00% for HHIS.TO and 0.40% for AVGY.TO.
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