HPYT.TO vs. AVGY.TO
HPYT.TO (Harvest Premium Yield Treasury ETF 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, HPYT.TO returned 5.01% vs 107.90% for AVGY.TO. At a 0.12 correlation, their price movements are largely independent. HPYT.TO charges 0.45%/yr vs 0.40%/yr for AVGY.TO.
Performance
HPYT.TO vs. AVGY.TO - Performance Comparison
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Returns By Period
In the year-to-date period, HPYT.TO achieves a -0.30% return, which is significantly lower than AVGY.TO's 42.92% return.
HPYT.TO
- 1D
- -0.31%
- 1M
- 0.63%
- YTD
- -0.30%
- 6M
- -1.79%
- 1Y
- 5.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AVGY.TO
- 1D
- -0.45%
- 1M
- 19.17%
- YTD
- 42.92%
- 6M
- 27.21%
- 1Y
- 107.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HPYT.TO vs. AVGY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HPYT.TO Harvest Premium Yield Treasury ETF A | -0.30% | 0.51% |
AVGY.TO Harvest Broadcom Enhanced High Income Shares ETF - Class A Units | 42.92% | 83.42% |
Correlation
The correlation between HPYT.TO and AVGY.TO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025 | 0.12 |
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Return for Risk
HPYT.TO vs. AVGY.TO — Risk / Return Rank
HPYT.TO
AVGY.TO
HPYT.TO vs. AVGY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harvest Premium Yield Treasury ETF A (HPYT.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.
| HPYT.TO | AVGY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.01 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.38 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 3.81 | -3.05 |
| Martin ratioReturn relative to average drawdown | 2.06 | 8.81 | -6.75 |
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
| HPYT.TO | AVGY.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 2.39 | -1.77 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 2.30 | -2.22 |
Drawdowns
HPYT.TO vs. AVGY.TO - Drawdown Comparison
The maximum HPYT.TO drawdown since its inception was -13.17%, smaller than the maximum AVGY.TO drawdown of -28.78%. Use the drawdown chart below to compare losses from any high point for HPYT.TO and AVGY.TO.
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Drawdown Indicators
| HPYT.TO | AVGY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.17% | -28.78% | +15.61% |
Max Drawdown (1Y)Largest decline over 1 year | -6.61% | -28.50% | +21.89% |
Current DrawdownCurrent decline from peak | -7.33% | -0.45% | -6.88% |
Average DrawdownAverage peak-to-trough decline | -5.86% | -8.43% | +2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 12.29% | -9.85% |
Volatility
HPYT.TO vs. AVGY.TO - Volatility Comparison
The current volatility for Harvest Premium Yield Treasury ETF A (HPYT.TO) is 2.78%, while Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.TO) has a volatility of 13.20%. This indicates that HPYT.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
| HPYT.TO | AVGY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 13.20% | -10.42% |
Volatility (6M)Calculated over the trailing 6-month period | 5.67% | 33.23% | -27.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.14% | 45.46% | -37.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.87% | 51.13% | -40.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.87% | 51.13% | -40.26% |
HPYT.TO vs. AVGY.TO - Expense Ratio Comparison
HPYT.TO has a 0.45% expense ratio, which is higher than AVGY.TO's 0.40% expense ratio.
Dividends
HPYT.TO vs. AVGY.TO - Dividend Comparison
HPYT.TO's dividend yield for the trailing twelve months is around 17.40%, less than AVGY.TO's 19.08% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
AVGY.TO Harvest Broadcom Enhanced High Income Shares ETF - Class A Units | 19.08% | 14.82% | 0.00% | 0.00% |
HPYT.TO Harvest Premium Yield Treasury ETF A | 17.40% | 18.87% | 18.61% | 3.71% |
Frequently Asked Questions
HPYT.TO and AVGY.TO have a correlation of 0.22, 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 0.45% for HPYT.TO.
Their fees differ too: 0.45% for HPYT.TO and 0.40% for AVGY.TO.
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