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

Performance

HLIF.TO vs. SMAX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Canadian Equity Income Leaders ETF Class A (HLIF.TO) and Hamilton U.S. Equity YIELD MAXIMIZER ETF (SMAX.TO). The values are adjusted to include any dividend payments, if applicable.

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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 SMAX.TO's 18.79% return.


HLIF.TO

1D
-0.32%
1M
3.60%
YTD
15.41%
6M
16.85%
1Y
36.13%
3Y*
19.93%
5Y*
10Y*

SMAX.TO

1D
0.31%
1M
10.49%
YTD
18.79%
6M
17.56%
1Y
44.38%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
HLIF.TO
Harvest Canadian Equity Income Leaders ETF Class A
15.41%25.43%17.21%10.29%
SMAX.TO
Hamilton U.S. Equity YIELD MAXIMIZER ETF
18.79%18.64%40.16%7.98%

Correlation

The correlation between HLIF.TO and SMAX.TO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2023

0.32

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Return for Risk

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

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

HLIF.TO
HLIF.TO Risk / Return Rank: 9898
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: 9797
Calmar Ratio Rank
HLIF.TO Martin Ratio Rank: 9898
Martin Ratio Rank

SMAX.TO
SMAX.TO Risk / Return Rank: 9494
Overall Rank
SMAX.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SMAX.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
SMAX.TO Omega Ratio Rank: 9494
Omega Ratio Rank
SMAX.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
SMAX.TO Martin Ratio Rank: 9393
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.

HLIF.TO vs. SMAX.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 Hamilton U.S. Equity YIELD MAXIMIZER ETF (SMAX.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.TOSMAX.TODifference
Sharpe ratioReturn per unit of total volatility

+1.69

Sortino ratioReturn per unit of downside risk

+2.94

Omega ratioGain probability vs. loss probability

2.10

1.71

+0.39

Calmar ratioReturn relative to maximum drawdown

11.74

6.95

+4.79

Martin ratioReturn relative to average drawdown

60.41

25.77

+34.64

HLIF.TO vs. SMAX.TO - Sharpe Ratio Comparison

The current HLIF.TO Sharpe Ratio is 5.30, which is higher than the SMAX.TO Sharpe Ratio of 3.61. The chart below compares the historical Sharpe Ratios of HLIF.TO and SMAX.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HLIF.TOSMAX.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.30

3.61

+1.69

Sharpe Ratio (All Time)

Calculated using the full available price history

1.45

2.32

-0.87

Drawdowns

HLIF.TO vs. SMAX.TO - Drawdown Comparison

The maximum HLIF.TO drawdown since its inception was -11.12%, smaller than the maximum SMAX.TO drawdown of -18.22%. Use the drawdown chart below to compare losses from any high point for HLIF.TO and SMAX.TO.


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Drawdown Indicators


HLIF.TOSMAX.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.12%

-18.22%

+7.10%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-6.42%

+3.33%

Max Drawdown (3Y)

Largest decline over 3 years

-9.96%

Current Drawdown

Current decline from peak

-0.32%

-0.32%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.02%

-2.09%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

1.73%

-1.13%

Volatility

HLIF.TO vs. SMAX.TO - Volatility Comparison

The current volatility for Harvest Canadian Equity Income Leaders ETF Class A (HLIF.TO) is 2.17%, while Hamilton U.S. Equity YIELD MAXIMIZER ETF (SMAX.TO) has a volatility of 5.51%. This indicates that HLIF.TO experiences smaller price fluctuations and is considered to be less risky than SMAX.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.TOSMAX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

5.51%

-3.34%

Volatility (6M)

Calculated over the trailing 6-month period

5.77%

9.72%

-3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

6.85%

12.36%

-5.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.47%

14.62%

-4.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.47%

14.62%

-4.15%

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

HLIF.TO has a 0.79% expense ratio, which is higher than SMAX.TO's 0.65% expense ratio.


Dividends

HLIF.TO vs. SMAX.TO - Dividend Comparison

HLIF.TO's dividend yield for the trailing twelve months is around 6.07%, less than SMAX.TO's 13.36% yield.


PositionTTM2025202420232022
HLIF.TO
Harvest Canadian Equity Income Leaders ETF Class A
6.07%6.26%7.33%7.96%3.91%
SMAX.TO
Hamilton U.S. Equity YIELD MAXIMIZER ETF
13.36%14.67%13.88%2.57%0.00%

Frequently Asked Questions


HLIF.TO and SMAX.TO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SMAX.TO is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMAX.TO is cheaper with a 0.65% expense ratio, compared with 0.79% for HLIF.TO.

They also come from different issuers: Harvest and Hamilton Capital. Their fees differ too: 0.79% for HLIF.TO and 0.65% for SMAX.TO.

Portfolio Optimizer

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