HLIF.TO vs. AVGY.TO
HLIF.TO (Harvest Canadian Equity Income Leaders ETF Class A) 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, HLIF.TO returned 36.13% vs 107.90% for AVGY.TO. At a 0.13 correlation, their price movements are largely independent. HLIF.TO charges 0.79%/yr vs 0.40%/yr for AVGY.TO.
Performance
HLIF.TO vs. AVGY.TO - Performance Comparison
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Returns By Period
In the year-to-date period, HLIF.TO achieves a 15.41% return, which is significantly lower than AVGY.TO's 42.92% return.
HLIF.TO
- 1D
- -0.32%
- 1M
- 3.60%
- YTD
- 15.41%
- 6M
- 16.85%
- 1Y
- 36.13%
- 3Y*
- 19.93%
- 5Y*
- —
- 10Y*
- —
AVGY.TO
- 1D
- -0.45%
- 1M
- 19.17%
- YTD
- 42.92%
- 6M
- 27.21%
- 1Y
- 107.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HLIF.TO vs. AVGY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HLIF.TO Harvest Canadian Equity Income Leaders ETF Class A | 15.41% | 25.09% |
AVGY.TO Harvest Broadcom Enhanced High Income Shares ETF - Class A Units | 42.92% | 83.42% |
Correlation
The correlation between HLIF.TO and AVGY.TO is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025 | 0.13 |
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Return for Risk
HLIF.TO vs. AVGY.TO — Risk / Return Rank
HLIF.TO
AVGY.TO
HLIF.TO vs. AVGY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harvest Canadian Equity Income Leaders ETF Class A (HLIF.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.
| HLIF.TO | AVGY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.91 | ||
| Sortino ratioReturn per unit of downside risk | +5.00 | ||
| Omega ratioGain probability vs. loss probability | 2.10 | 1.38 | +0.72 |
| Calmar ratioReturn relative to maximum drawdown | 11.74 | 3.81 | +7.93 |
| Martin ratioReturn relative to average drawdown | 60.41 | 8.81 | +51.60 |
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
| HLIF.TO | AVGY.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.30 | 2.39 | +2.91 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.45 | 2.30 | -0.85 |
Drawdowns
HLIF.TO vs. AVGY.TO - Drawdown Comparison
The maximum HLIF.TO drawdown since its inception was -11.12%, smaller than the maximum AVGY.TO drawdown of -28.78%. Use the drawdown chart below to compare losses from any high point for HLIF.TO and AVGY.TO.
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Drawdown Indicators
| HLIF.TO | AVGY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.12% | -28.78% | +17.66% |
Max Drawdown (1Y)Largest decline over 1 year | -3.09% | -28.50% | +25.41% |
Max Drawdown (3Y)Largest decline over 3 years | -9.96% | — | — |
Current DrawdownCurrent decline from peak | -0.32% | -0.45% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -2.02% | -8.43% | +6.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 12.29% | -11.69% |
Volatility
HLIF.TO vs. AVGY.TO - Volatility Comparison
The current volatility for Harvest Canadian Equity Income Leaders ETF Class A (HLIF.TO) is 2.17%, while Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.TO) has a volatility of 13.20%. This indicates that HLIF.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
| HLIF.TO | AVGY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.17% | 13.20% | -11.03% |
Volatility (6M)Calculated over the trailing 6-month period | 5.77% | 33.23% | -27.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.85% | 45.46% | -38.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.47% | 51.13% | -40.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.47% | 51.13% | -40.66% |
HLIF.TO vs. AVGY.TO - Expense Ratio Comparison
HLIF.TO has a 0.79% expense ratio, which is higher than AVGY.TO's 0.40% expense ratio.
Dividends
HLIF.TO vs. AVGY.TO - Dividend Comparison
HLIF.TO's dividend yield for the trailing twelve months is around 6.07%, less than AVGY.TO's 19.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
AVGY.TO Harvest Broadcom Enhanced High Income Shares ETF - Class A Units | 19.08% | 14.82% | 0.00% | 0.00% | 0.00% |
HLIF.TO Harvest Canadian Equity Income Leaders ETF Class A | 6.07% | 6.26% | 7.33% | 7.96% | 3.91% |
Frequently Asked Questions
HLIF.TO and AVGY.TO have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AVGY.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AVGY.TO is cheaper with a 0.40% expense ratio, compared with 0.79% for HLIF.TO.
Their fees differ too: 0.79% for HLIF.TO and 0.40% for AVGY.TO.
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