HVOI.TO vs. NVHE.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Harvest Low Volatility Canadian Equity Income ETF Class A (HVOI.TO) and Harvest NVIDIA Enhanced High Income Shares ETF (NVHE.TO).

HVOI.TO and NVHE.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HVOI.TO is an actively managed fund by Harvest. It was launched on Apr 11, 2025. NVHE.TO is an actively managed fund by Harvest. It was launched on Aug 19, 2024.

Performance

HVOI.TO vs. NVHE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Low Volatility Canadian Equity Income ETF Class A (HVOI.TO) and Harvest NVIDIA Enhanced High Income Shares ETF (NVHE.TO). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025
HVOI.TO Harvest Low Volatility Canadian Equity Income ETF Class A	2.01%	15.20%
NVHE.TO Harvest NVIDIA Enhanced High Income Shares ETF	-2.66%	68.78%

Returns By Period

In the year-to-date period, HVOI.TO achieves a 2.01% return, which is significantly higher than NVHE.TO's -2.66% return.

HVOI.TO

• 1D: 0.30%
• 1M: -3.75%
• YTD: 2.01%
• 6M: 5.43%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

NVHE.TO

• 1D: 1.02%
• 1M: -1.61%
• YTD: -2.66%
• 6M: -1.35%
• 1Y: 62.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

HVOI.TO vs. NVHE.TO - Expense Ratio Comparison

NVHE.TO

Harvest NVIDIA Enhanced High Income Shares ETF

Return for Risk

HVOI.TO vs. NVHE.TO — Risk / Return Rank

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

NVHE.TO

NVHE.TO Risk / Return Rank: 77
NVHE.TO Sharpe Ratio Rank: 74
NVHE.TO Sortino Ratio Rank: 77
NVHE.TO Omega Ratio Rank: 70
NVHE.TO Calmar Ratio Rank: 92
NVHE.TO Martin Ratio Rank: 72

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.

HVOI.TO vs. NVHE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Low Volatility Canadian Equity Income ETF Class A (HVOI.TO) and Harvest NVIDIA Enhanced High Income Shares ETF (NVHE.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	HVOI.TO	NVHE.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.40	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.18	0.47	+1.71

Correlation

The correlation between HVOI.TO and NVHE.TO is 0.08, 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

HVOI.TO vs. NVHE.TO - Dividend Comparison

HVOI.TO's dividend yield for the trailing twelve months is around 6.53%, less than NVHE.TO's 24.45% yield.

	TTM	2025	2024
HVOI.TO Harvest Low Volatility Canadian Equity Income ETF Class A	6.53%	4.76%	0.00%
NVHE.TO Harvest NVIDIA Enhanced High Income Shares ETF	24.45%	21.62%	7.29%

Drawdowns

HVOI.TO vs. NVHE.TO - Drawdown Comparison

The maximum HVOI.TO drawdown since its inception was -6.72%, smaller than the maximum NVHE.TO drawdown of -40.87%. Use the drawdown chart below to compare losses from any high point for HVOI.TO and NVHE.TO.

Drawdown Indicators

	HVOI.TO	NVHE.TO	Difference
Max Drawdown Largest peak-to-trough decline	-6.72%	-40.87%	+34.15%
Max Drawdown (1Y) Largest decline over 1 year	—	-18.41%	—
Current Drawdown Current decline from peak	-4.02%	-12.42%	+8.40%
Average Drawdown Average peak-to-trough decline	-0.80%	-10.09%	+9.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	7.95%	—

Volatility

Volatility by Period

	HVOI.TO	NVHE.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	12.01%	—
Volatility (6M) Calculated over the trailing 6-month period	—	27.28%	—
Volatility (1Y) Calculated over the trailing 1-year period	8.43%	45.08%	-36.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.43%	50.30%	-41.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.43%	50.30%	-41.87%