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HTAE.TO vs. BGIN.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HTAE.TO vs. BGIN.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO) and BMO Global Innovators Fund Active ETF Series (BGIN.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HTAE.TO achieves a 30.95% return, which is significantly lower than BGIN.NEO's 51.05% return.


HTAE.TO

1D
-1.26%
1M
17.01%
YTD
30.95%
6M
31.51%
1Y
53.16%
3Y*
31.28%
5Y*
10Y*

BGIN.NEO

1D
-2.25%
1M
17.03%
YTD
51.05%
6M
49.76%
1Y
84.48%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HTAE.TO vs. BGIN.NEO - Yearly Performance Comparison


2026 (YTD)202520242023
HTAE.TO
Harvest Tech Achievers Enhanced Income ETF - Class A Units
30.95%13.49%28.26%16.83%
BGIN.NEO
BMO Global Innovators Fund Active ETF Series
51.05%19.37%32.08%11.72%

Correlation

The correlation between HTAE.TO and BGIN.NEO is 0.65, 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

0.65

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2023

0.44

Over the past year, HTAE.TO and BGIN.NEO have become more correlated (0.65) than their long-term average of 0.43, meaning their price movements have been converging.

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Return for Risk

HTAE.TO vs. BGIN.NEO — Risk / Return Rank

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

HTAE.TO
HTAE.TO Risk / Return Rank: 6565
Overall Rank
HTAE.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HTAE.TO Sortino Ratio Rank: 6868
Sortino Ratio Rank
HTAE.TO Omega Ratio Rank: 6464
Omega Ratio Rank
HTAE.TO Calmar Ratio Rank: 5959
Calmar Ratio Rank
HTAE.TO Martin Ratio Rank: 5656
Martin Ratio Rank

BGIN.NEO
BGIN.NEO Risk / Return Rank: 9191
Overall Rank
BGIN.NEO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
BGIN.NEO Sortino Ratio Rank: 8787
Sortino Ratio Rank
BGIN.NEO Omega Ratio Rank: 9292
Omega Ratio Rank
BGIN.NEO Calmar Ratio Rank: 9393
Calmar Ratio Rank
BGIN.NEO Martin Ratio Rank: 9090
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.

HTAE.TO vs. BGIN.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO) and BMO Global Innovators Fund Active ETF Series (BGIN.NEO). 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.


HTAE.TOBGIN.NEODifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.38

1.61

-0.22

Calmar ratioReturn relative to maximum drawdown

2.91

6.42

-3.52

Martin ratioReturn relative to average drawdown

9.58

20.31

-10.73

HTAE.TO vs. BGIN.NEO - Sharpe Ratio Comparison

The current HTAE.TO Sharpe Ratio is 2.43, which is comparable to the BGIN.NEO Sharpe Ratio of 3.26. The chart below compares the historical Sharpe Ratios of HTAE.TO and BGIN.NEO, 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


HTAE.TOBGIN.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

3.26

-0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

1.37

1.52

-0.15

Drawdowns

HTAE.TO vs. BGIN.NEO - Drawdown Comparison

The maximum HTAE.TO drawdown since its inception was -30.83%, which is greater than BGIN.NEO's maximum drawdown of -29.19%. Use the drawdown chart below to compare losses from any high point for HTAE.TO and BGIN.NEO.


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Drawdown Indicators


HTAE.TOBGIN.NEODifference

Max Drawdown

Largest peak-to-trough decline

-30.83%

-29.19%

-1.64%

Max Drawdown (1Y)

Largest decline over 1 year

-18.39%

-13.23%

-5.16%

Max Drawdown (3Y)

Largest decline over 3 years

-30.83%

Current Drawdown

Current decline from peak

-2.26%

-2.25%

-0.01%

Average Drawdown

Average peak-to-trough decline

-4.57%

-4.44%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.56%

4.17%

+1.39%

Volatility

HTAE.TO vs. BGIN.NEO - Volatility Comparison

The current volatility for Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO) is 7.17%, while BMO Global Innovators Fund Active ETF Series (BGIN.NEO) has a volatility of 9.75%. This indicates that HTAE.TO experiences smaller price fluctuations and is considered to be less risky than BGIN.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HTAE.TOBGIN.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.17%

9.75%

-2.58%

Volatility (6M)

Calculated over the trailing 6-month period

17.59%

21.54%

-3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

21.98%

26.04%

-4.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.98%

26.12%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.98%

26.12%

+0.86%

HTAE.TO vs. BGIN.NEO - Expense Ratio Comparison

HTAE.TO has a 2.49% expense ratio, which is higher than BGIN.NEO's 1.07% expense ratio.


Dividends

HTAE.TO vs. BGIN.NEO - Dividend Comparison

HTAE.TO's dividend yield for the trailing twelve months is around 9.43%, more than BGIN.NEO's 0.20% yield.


PositionTTM2025202420232022
BGIN.NEO
BMO Global Innovators Fund Active ETF Series
0.20%0.30%0.36%0.12%0.00%
HTAE.TO
Harvest Tech Achievers Enhanced Income ETF - Class A Units
9.43%11.28%10.01%9.38%2.20%

Frequently Asked Questions


HTAE.TO and BGIN.NEO have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BGIN.NEO is cheaper at 1.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BGIN.NEO is cheaper with a 1.07% expense ratio, compared with 2.49% for HTAE.TO.

They also come from different issuers: Harvest and BMO. Their fees differ too: 2.49% for HTAE.TO and 1.07% for BGIN.NEO.

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