PortfoliosLab logoPortfoliosLab logo
HUTE.TO vs. FCMI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HUTE.TO vs. FCMI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Equal Weight Global Utilities Enhanced Income ETF (HUTE.TO) and Fidelity Canadian Monthly High Income ETF (FCMI.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HUTE.TO achieves a 14.28% return, which is significantly higher than FCMI.TO's 9.25% return.


HUTE.TO

1D
0.76%
1M
3.68%
6M
12.63%
YTD
14.28%
1Y
20.60%
3Y*
17.79%
5Y*
10Y*

FCMI.TO

1D
0.00%
1M
-0.44%
6M
6.69%
YTD
9.25%
1Y
19.66%
3Y*
13.93%
5Y*
8.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HUTE.TO vs. FCMI.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
HUTE.TO
Harvest Equal Weight Global Utilities Enhanced Income ETF
14.28%19.04%18.16%0.10%0.94%
FCMI.TO
Fidelity Canadian Monthly High Income ETF
9.25%15.02%13.11%5.49%3.10%

Correlation

The correlation between HUTE.TO and FCMI.TO is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2022

0.10

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

HUTE.TO vs. FCMI.TO — Risk / Return Rank

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

HUTE.TO
HUTE.TO Risk / Return Rank: 6767
Overall Rank
HUTE.TO Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
HUTE.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
HUTE.TO Omega Ratio Rank: 6464
Omega Ratio Rank
HUTE.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
HUTE.TO Martin Ratio Rank: 6363
Martin Ratio Rank

FCMI.TO
FCMI.TO Risk / Return Rank: 9696
Overall Rank
FCMI.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FCMI.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
FCMI.TO Omega Ratio Rank: 9797
Omega Ratio Rank
FCMI.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
FCMI.TO Martin Ratio Rank: 9595
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.

HUTE.TO vs. FCMI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Equal Weight Global Utilities Enhanced Income ETF (HUTE.TO) and Fidelity Canadian Monthly High Income ETF (FCMI.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HUTE.TOFCMI.TODifference
Sharpe ratioReturn per unit of total volatility

-1.36

Sortino ratioReturn per unit of downside risk

-2.38

Omega ratioGain probability vs. loss probability

1.30

1.80

-0.50

Calmar ratioReturn relative to maximum drawdown

3.02

5.36

-2.34

Martin ratioReturn relative to average drawdown

8.58

20.62

-12.04

HUTE.TO vs. FCMI.TO - Sharpe Ratio Comparison

The current HUTE.TO Sharpe Ratio is 1.67, which is lower than the FCMI.TO Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of HUTE.TO and FCMI.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.


Loading charts...

Drawdowns

HUTE.TO vs. FCMI.TO - Drawdown Comparison

The maximum HUTE.TO drawdown since its inception was -18.35%, smaller than the maximum FCMI.TO drawdown of -63.80%. Use the drawdown chart below to compare losses from any high point for HUTE.TO and FCMI.TO.


Loading charts...

Drawdown Indicators


HUTE.TOFCMI.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.35%

-63.80%

+45.45%

Max Drawdown (1Y)

Largest decline over 1 year

-6.85%

-3.62%

-3.23%

Max Drawdown (3Y)

Largest decline over 3 years

-13.25%

-6.63%

-6.62%

Max Drawdown (5Y)

Largest decline over 5 years

-10.00%

Current Drawdown

Current decline from peak

-2.86%

-18.96%

+16.10%

Average Drawdown

Average peak-to-trough decline

-3.91%

-41.59%

+37.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

0.94%

+1.47%

Volatility

HUTE.TO vs. FCMI.TO - Volatility Comparison

Harvest Equal Weight Global Utilities Enhanced Income ETF (HUTE.TO) has a higher volatility of 4.71% compared to Fidelity Canadian Monthly High Income ETF (FCMI.TO) at 2.08%. This indicates that HUTE.TO's price experiences larger fluctuations and is considered to be riskier than FCMI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HUTE.TOFCMI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

2.08%

+2.63%

Volatility (6M)

Calculated over the trailing 6-month period

10.66%

4.99%

+5.67%

Volatility (1Y)

Calculated over the trailing 1-year period

12.35%

6.39%

+5.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.62%

7.80%

+6.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.62%

22.19%

-7.57%

HUTE.TO vs. FCMI.TO - Expense Ratio Comparison

Both HUTE.TO and FCMI.TO have an expense ratio of 0.50%.


Dividends

HUTE.TO vs. FCMI.TO - Dividend Comparison

HUTE.TO's dividend yield for the trailing twelve months is around 9.20%, more than FCMI.TO's 3.28% yield.


PositionTTM202520242023202220212020
FCMI.TO
Fidelity Canadian Monthly High Income ETF
3.28%3.38%3.63%4.09%3.73%2.76%6.22%
HUTE.TO
Harvest Equal Weight Global Utilities Enhanced Income ETF
9.20%9.64%10.24%10.72%1.61%0.00%0.00%

Frequently Asked Questions


HUTE.TO and FCMI.TO have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

HUTE.TO and FCMI.TO have the same expense ratio: 0.50% per year.

HUTE.TO is categorized as Derivative Income, while FCMI.TO is Canada Equities. They also come from different issuers: Harvest and Fidelity.

Portfolio Optimizer

Find the right allocation for HUTE.TO and FCMI.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer