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LIFE.TO vs. HHIS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LIFE.TO vs. HHIS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve Global Healthcare Enhanced Yield Fund (LIFE.TO) and Harvest Diversified High Income Shares ETF (HHIS.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, LIFE.TO achieves a -9.18% return, which is significantly lower than HHIS.TO's 9.32% return.


LIFE.TO

1D
0.61%
1M
0.09%
YTD
-9.18%
6M
-9.83%
1Y
1.72%
3Y*
2.72%
5Y*
4.43%
10Y*

HHIS.TO

1D
-1.25%
1M
7.52%
YTD
9.32%
6M
4.61%
1Y
31.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LIFE.TO vs. HHIS.TO - Yearly Performance Comparison


Correlation

The correlation between LIFE.TO and HHIS.TO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2025

0.19

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Return for Risk

LIFE.TO vs. HHIS.TO — Risk / Return Rank

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

LIFE.TO
LIFE.TO Risk / Return Rank: 1010
Overall Rank
LIFE.TO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
LIFE.TO Sortino Ratio Rank: 1010
Sortino Ratio Rank
LIFE.TO Omega Ratio Rank: 1010
Omega Ratio Rank
LIFE.TO Calmar Ratio Rank: 1010
Calmar Ratio Rank
LIFE.TO Martin Ratio Rank: 1010
Martin Ratio Rank

HHIS.TO
HHIS.TO Risk / Return Rank: 3232
Overall Rank
HHIS.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HHIS.TO Sortino Ratio Rank: 3535
Sortino Ratio Rank
HHIS.TO Omega Ratio Rank: 3636
Omega Ratio Rank
HHIS.TO Calmar Ratio Rank: 2727
Calmar Ratio Rank
HHIS.TO Martin Ratio Rank: 2424
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.

LIFE.TO vs. HHIS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve Global Healthcare Enhanced Yield Fund (LIFE.TO) and Harvest Diversified High Income Shares ETF (HHIS.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.


LIFE.TOHHIS.TODifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.61

Omega ratioGain probability vs. loss probability

1.03

1.24

-0.21

Calmar ratioReturn relative to maximum drawdown

0.13

1.31

-1.18

Martin ratioReturn relative to average drawdown

0.34

3.27

-2.93

LIFE.TO vs. HHIS.TO - Sharpe Ratio Comparison

The current LIFE.TO Sharpe Ratio is 0.12, which is lower than the HHIS.TO Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of LIFE.TO and HHIS.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


LIFE.TOHHIS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

1.38

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.74

-0.32

Drawdowns

LIFE.TO vs. HHIS.TO - Drawdown Comparison

The maximum LIFE.TO drawdown since its inception was -20.04%, smaller than the maximum HHIS.TO drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for LIFE.TO and HHIS.TO.


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Drawdown Indicators


LIFE.TOHHIS.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.04%

-31.83%

+11.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.29%

-24.43%

+11.14%

Max Drawdown (3Y)

Largest decline over 3 years

-16.33%

Max Drawdown (5Y)

Largest decline over 5 years

-16.33%

Current Drawdown

Current decline from peak

-11.90%

-2.95%

-8.95%

Average Drawdown

Average peak-to-trough decline

-4.31%

-8.70%

+4.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.01%

9.79%

-4.78%

Volatility

LIFE.TO vs. HHIS.TO - Volatility Comparison

The current volatility for Evolve Global Healthcare Enhanced Yield Fund (LIFE.TO) is 4.71%, while Harvest Diversified High Income Shares ETF (HHIS.TO) has a volatility of 5.51%. This indicates that LIFE.TO experiences smaller price fluctuations and is considered to be less risky than HHIS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LIFE.TOHHIS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

5.51%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.88%

16.97%

-7.09%

Volatility (1Y)

Calculated over the trailing 1-year period

13.96%

23.36%

-9.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.42%

33.78%

-20.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.94%

33.78%

-18.84%

Dividends

LIFE.TO vs. HHIS.TO - Dividend Comparison

LIFE.TO's dividend yield for the trailing twelve months is around 13.73%, less than HHIS.TO's 26.63% yield.


PositionTTM20252024202320222021202020192018
HHIS.TO
Harvest Diversified High Income Shares ETF
26.63%22.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LIFE.TO
Evolve Global Healthcare Enhanced Yield Fund
13.73%11.83%10.90%9.24%8.20%6.46%7.09%6.33%4.84%

Frequently Asked Questions


LIFE.TO and HHIS.TO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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