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HTAE.TO vs. HVOI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HTAE.TO vs. HVOI.TO - 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 Harvest Low Volatility Canadian Equity Income ETF Class A (HVOI.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, HTAE.TO achieves a 32.62% return, which is significantly higher than HVOI.TO's 5.50% return.


HTAE.TO

1D
-1.02%
1M
20.35%
YTD
32.62%
6M
33.74%
1Y
56.12%
3Y*
31.84%
5Y*
10Y*

HVOI.TO

1D
-0.29%
1M
2.06%
YTD
5.50%
6M
7.73%
1Y
13.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HTAE.TO vs. HVOI.TO - Yearly Performance Comparison


Correlation

The correlation between HTAE.TO and HVOI.TO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2025

0.21

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Return for Risk

HTAE.TO vs. HVOI.TO — 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: 6666
Overall Rank
HTAE.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
HTAE.TO Sortino Ratio Rank: 6969
Sortino Ratio Rank
HTAE.TO Omega Ratio Rank: 6565
Omega Ratio Rank
HTAE.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
HTAE.TO Martin Ratio Rank: 5757
Martin Ratio Rank

HVOI.TO
HVOI.TO Risk / Return Rank: 4848
Overall Rank
HVOI.TO Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
HVOI.TO Sortino Ratio Rank: 5050
Sortino Ratio Rank
HVOI.TO Omega Ratio Rank: 5050
Omega Ratio Rank
HVOI.TO Calmar Ratio Rank: 4343
Calmar Ratio Rank
HVOI.TO Martin Ratio Rank: 5050
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. HVOI.TO - 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 Harvest Low Volatility Canadian Equity Income ETF Class A (HVOI.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.


HTAE.TOHVOI.TODifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.40

1.31

+0.09

Calmar ratioReturn relative to maximum drawdown

3.07

2.08

+0.99

Martin ratioReturn relative to average drawdown

10.12

8.33

+1.80

HTAE.TO vs. HVOI.TO - Sharpe Ratio Comparison

The current HTAE.TO Sharpe Ratio is 2.57, which is higher than the HVOI.TO Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of HTAE.TO and HVOI.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


HTAE.TOHVOI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

1.65

+0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

1.39

2.26

-0.87

Drawdowns

HTAE.TO vs. HVOI.TO - Drawdown Comparison

The maximum HTAE.TO drawdown since its inception was -30.83%, which is greater than HVOI.TO's maximum drawdown of -6.72%. Use the drawdown chart below to compare losses from any high point for HTAE.TO and HVOI.TO.


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Drawdown Indicators


HTAE.TOHVOI.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.83%

-6.72%

-24.11%

Max Drawdown (1Y)

Largest decline over 1 year

-18.39%

-6.72%

-11.67%

Max Drawdown (3Y)

Largest decline over 3 years

-30.83%

Current Drawdown

Current decline from peak

-1.02%

-1.35%

+0.33%

Average Drawdown

Average peak-to-trough decline

-4.57%

-0.97%

-3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.56%

1.68%

+3.88%

Volatility

HTAE.TO vs. HVOI.TO - Volatility Comparison

Harvest Tech Achievers Enhanced Income ETF - Class A Units (HTAE.TO) has a higher volatility of 6.89% compared to Harvest Low Volatility Canadian Equity Income ETF Class A (HVOI.TO) at 2.27%. This indicates that HTAE.TO's price experiences larger fluctuations and is considered to be riskier than HVOI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HTAE.TOHVOI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

2.27%

+4.62%

Volatility (6M)

Calculated over the trailing 6-month period

17.54%

6.84%

+10.70%

Volatility (1Y)

Calculated over the trailing 1-year period

21.98%

8.47%

+13.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.99%

8.39%

+18.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.99%

8.39%

+18.60%

Dividends

HTAE.TO vs. HVOI.TO - Dividend Comparison

HTAE.TO's dividend yield for the trailing twelve months is around 9.31%, more than HVOI.TO's 6.97% yield.


PositionTTM2025202420232022
HTAE.TO
Harvest Tech Achievers Enhanced Income ETF - Class A Units
9.31%11.28%10.01%9.38%2.20%
HVOI.TO
Harvest Low Volatility Canadian Equity Income ETF Class A
6.97%4.76%0.00%0.00%0.00%

Frequently Asked Questions


HTAE.TO and HVOI.TO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HTAE.TO is categorized as Technology Equities, while HVOI.TO is Canada Equities.

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