HPYM.TO vs. HDIF.TO
Compare and contrast key facts about Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.TO) and Harvest Diversified Monthly Income ETF - Class A Units (HDIF.TO).
HPYM.TO and HDIF.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HPYM.TO is an actively managed fund by Harvest. It was launched on Jan 11, 2024. HDIF.TO is an actively managed fund by Harvest. It was launched on Feb 11, 2022.
Performance
HPYM.TO vs. HDIF.TO - Performance Comparison
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HPYM.TO vs. HDIF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
HPYM.TO Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units | -1.25% | 6.72% | -0.41% |
HDIF.TO Harvest Diversified Monthly Income ETF - Class A Units | -3.91% | 15.61% | 19.86% |
Returns By Period
In the year-to-date period, HPYM.TO achieves a -1.25% return, which is significantly higher than HDIF.TO's -3.91% return.
HPYM.TO
- 1D
- -0.48%
- 1M
- -2.68%
- YTD
- -1.25%
- 6M
- -0.29%
- 1Y
- 2.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HDIF.TO
- 1D
- 1.81%
- 1M
- -5.18%
- YTD
- -3.91%
- 6M
- 0.59%
- 1Y
- 12.93%
- 3Y*
- 13.29%
- 5Y*
- —
- 10Y*
- —
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HPYM.TO vs. HDIF.TO - Expense Ratio Comparison
HPYM.TO has a 0.45% expense ratio, which is lower than HDIF.TO's 2.47% expense ratio.
Return for Risk
HPYM.TO vs. HDIF.TO — Risk / Return Rank
HPYM.TO
HDIF.TO
HPYM.TO vs. HDIF.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.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.
| HPYM.TO | HDIF.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 0.72 | -0.23 |
Sortino ratioReturn per unit of downside risk | 0.71 | 1.10 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.17 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.03 | -0.14 |
Martin ratioReturn relative to average drawdown | 2.30 | 4.64 | -2.34 |
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
| HPYM.TO | HDIF.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 0.72 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.33 | +0.07 |
Correlation
The correlation between HPYM.TO and HDIF.TO is 0.16, 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
HPYM.TO vs. HDIF.TO - Dividend Comparison
HPYM.TO's dividend yield for the trailing twelve months is around 8.49%, less than HDIF.TO's 10.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HPYM.TO Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units | 8.49% | 9.01% | 8.07% | 0.00% | 0.00% |
HDIF.TO Harvest Diversified Monthly Income ETF - Class A Units | 10.05% | 9.93% | 10.15% | 10.62% | 8.95% |
Drawdowns
HPYM.TO vs. HDIF.TO - Drawdown Comparison
The maximum HPYM.TO drawdown since its inception was -6.19%, smaller than the maximum HDIF.TO drawdown of -24.07%. Use the drawdown chart below to compare losses from any high point for HPYM.TO and HDIF.TO.
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Drawdown Indicators
| HPYM.TO | HDIF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.19% | -24.07% | +17.88% |
Max Drawdown (1Y)Largest decline over 1 year | -2.89% | -13.20% | +10.31% |
Current DrawdownCurrent decline from peak | -2.70% | -7.13% | +4.43% |
Average DrawdownAverage peak-to-trough decline | -1.91% | -6.90% | +4.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.11% | 2.92% | -1.81% |
Volatility
HPYM.TO vs. HDIF.TO - Volatility Comparison
The current volatility for Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.TO) is 1.80%, while Harvest Diversified Monthly Income ETF - Class A Units (HDIF.TO) has a volatility of 5.28%. This indicates that HPYM.TO experiences smaller price fluctuations and is considered to be less risky than HDIF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HPYM.TO | HDIF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 5.28% | -3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 3.16% | 10.10% | -6.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.80% | 18.06% | -13.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.64% | 17.63% | -11.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.64% | 17.63% | -11.99% |