HHIS.TO vs. HDIF.TO
HHIS.TO (Harvest Diversified High Income Shares ETF) and HDIF.TO (Harvest Diversified Monthly Income ETF - Class A Units) are both Derivative Income funds from Harvest. Both are actively managed. Over the past year, HHIS.TO returned 32.43% vs 30.29% for HDIF.TO. A 0.63 correlation means they provide meaningful diversification when combined. HHIS.TO charges 0.00%/yr vs 2.47%/yr for HDIF.TO.
Performance
HHIS.TO vs. HDIF.TO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HHIS.TO achieves a 9.41% return, which is significantly lower than HDIF.TO's 12.37% return.
HHIS.TO
- 1D
- 0.08%
- 1M
- 7.23%
- YTD
- 9.41%
- 6M
- 4.62%
- 1Y
- 32.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HDIF.TO
- 1D
- 0.74%
- 1M
- 6.30%
- YTD
- 12.37%
- 6M
- 13.04%
- 1Y
- 30.29%
- 3Y*
- 18.69%
- 5Y*
- —
- 10Y*
- —
HHIS.TO vs. HDIF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HHIS.TO Harvest Diversified High Income Shares ETF | 9.41% | 24.40% |
HDIF.TO Harvest Diversified Monthly Income ETF - Class A Units | 12.37% | 13.56% |
Correlation
The correlation between HHIS.TO and HDIF.TO is 0.61, 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 | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2025 | 0.63 |
The correlation between HHIS.TO and HDIF.TO has been stable across timeframes, ranging from 0.61 to 0.63 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HHIS.TO vs. HDIF.TO — Risk / Return Rank
HHIS.TO
HDIF.TO
HHIS.TO vs. HDIF.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 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.
| HHIS.TO | HDIF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.44 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 3.46 | -2.13 |
| Martin ratioReturn relative to average drawdown | 3.32 | 14.34 | -11.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| HHIS.TO | HDIF.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 2.40 | -1.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.54 | +0.20 |
Drawdowns
HHIS.TO vs. HDIF.TO - Drawdown Comparison
The maximum HHIS.TO drawdown since its inception was -31.83%, 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 HHIS.TO and HDIF.TO.
Loading charts...
Drawdown Indicators
| HHIS.TO | HDIF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -24.07% | -7.76% |
Max Drawdown (1Y)Largest decline over 1 year | -24.43% | -8.79% | -15.64% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.60% | — |
Current DrawdownCurrent decline from peak | -2.87% | 0.00% | -2.87% |
Average DrawdownAverage peak-to-trough decline | -8.68% | -6.65% | -2.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.80% | 2.12% | +7.68% |
Volatility
HHIS.TO vs. HDIF.TO - Volatility Comparison
Harvest Diversified High Income Shares ETF (HHIS.TO) has a higher volatility of 5.52% compared to Harvest Diversified Monthly Income ETF - Class A Units (HDIF.TO) at 3.47%. This indicates that HHIS.TO's price experiences larger fluctuations and is considered to be riskier than HDIF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| HHIS.TO | HDIF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 3.47% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 16.96% | 10.39% | +6.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.32% | 12.68% | +10.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.73% | 17.49% | +16.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.73% | 17.49% | +16.24% |
HHIS.TO vs. HDIF.TO - Expense Ratio Comparison
HHIS.TO has a 0.00% expense ratio, which is lower than HDIF.TO's 2.47% expense ratio.
Dividends
HHIS.TO vs. HDIF.TO - Dividend Comparison
HHIS.TO's dividend yield for the trailing twelve months is around 26.60%, more than HDIF.TO's 10.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
HDIF.TO Harvest Diversified Monthly Income ETF - Class A Units | 10.14% | 9.93% | 10.15% | 10.62% | 8.95% |
HHIS.TO Harvest Diversified High Income Shares ETF | 26.60% | 22.88% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HHIS.TO and HDIF.TO have a correlation of 0.61, 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 2.47% for HDIF.TO.
Their fees differ too: 0.00% for HHIS.TO and 2.47% for HDIF.TO.
Find the right allocation for HHIS.TO and HDIF.TO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer