LONG.TO vs. HHL.TO
LONG.TO (CI Global Longevity Economy Fund) and HHL.TO (Harvest Healthcare Leaders Income ETF) are both Health & Biotech Equities funds. Both are actively managed. Over the past 5 years, LONG.TO returned 10.40%/yr vs 5.82%/yr for HHL.TO. At a 0.08 correlation, their price movements are largely independent.
Performance
LONG.TO vs. HHL.TO - Performance Comparison
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Returns By Period
In the year-to-date period, LONG.TO achieves a 7.64% return, which is significantly higher than HHL.TO's -3.47% return.
LONG.TO
- 1D
- 0.82%
- 1M
- 0.20%
- YTD
- 7.64%
- 6M
- 7.66%
- 1Y
- 21.51%
- 3Y*
- 17.35%
- 5Y*
- 10.40%
- 10Y*
- —
HHL.TO
- 1D
- -1.12%
- 1M
- 3.63%
- YTD
- -3.47%
- 6M
- -4.09%
- 1Y
- 8.98%
- 3Y*
- 5.15%
- 5Y*
- 5.82%
- 10Y*
- 6.68%
LONG.TO vs. HHL.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LONG.TO CI Global Longevity Economy Fund | 7.64% | 6.19% | 25.86% | 19.50% | -9.01% | 11.77% | 22.32% |
HHL.TO Harvest Healthcare Leaders Income ETF | -3.47% | 10.47% | 3.87% | 6.74% | 1.28% | 23.97% | 9.21% |
Correlation
The correlation between LONG.TO and HHL.TO is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2020 | 0.08 |
The correlation between LONG.TO and HHL.TO shifts across timeframes, from -0.04 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LONG.TO vs. HHL.TO — Risk / Return Rank
LONG.TO
HHL.TO
LONG.TO vs. HHL.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CI Global Longevity Economy Fund (LONG.TO) and Harvest Healthcare Leaders Income ETF (HHL.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.
| LONG.TO | HHL.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.11 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 0.70 | +0.76 |
| Martin ratioReturn relative to average drawdown | 5.21 | 1.58 | +3.63 |
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Drawdowns
LONG.TO vs. HHL.TO - Drawdown Comparison
The maximum LONG.TO drawdown since its inception was -23.65%, smaller than the maximum HHL.TO drawdown of -26.70%. Use the drawdown chart below to compare losses from any high point for LONG.TO and HHL.TO.
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Drawdown Indicators
| LONG.TO | HHL.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.65% | -26.70% | +3.05% |
Max Drawdown (1Y)Largest decline over 1 year | -16.39% | -12.88% | -3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -22.45% | -16.01% | -6.44% |
Max Drawdown (5Y)Largest decline over 5 years | -23.65% | -16.01% | -7.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.70% | — |
Current DrawdownCurrent decline from peak | -1.91% | -6.62% | +4.71% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -6.24% | +0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 5.68% | -1.10% |
Volatility
LONG.TO vs. HHL.TO - Volatility Comparison
CI Global Longevity Economy Fund (LONG.TO) has a higher volatility of 6.73% compared to Harvest Healthcare Leaders Income ETF (HHL.TO) at 5.40%. This indicates that LONG.TO's price experiences larger fluctuations and is considered to be riskier than HHL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LONG.TO | HHL.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 5.40% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 13.94% | 10.92% | +3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.87% | 15.03% | +1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.38% | 14.24% | +3.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 15.79% | +1.93% |
Dividends
LONG.TO vs. HHL.TO - Dividend Comparison
LONG.TO has not paid dividends to shareholders, while HHL.TO's dividend yield for the trailing twelve months is around 10.20%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HHL.TO Harvest Healthcare Leaders Income ETF | 10.20% | 9.36% | 9.27% | 8.71% | 8.51% | 7.91% | 9.02% | 8.65% | 9.00% | 8.45% | 8.83% | 8.19% |
LONG.TO CI Global Longevity Economy Fund | 0.00% | 0.00% | 0.00% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LONG.TO and HHL.TO have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: CI and Harvest.
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