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TLF.TO vs. MSFH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLF.TO vs. MSFH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Tech Leaders Income ETF (TLF.TO) and Harvest Microsoft High Income Shares ETF Class A Units (MSFH.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, TLF.TO achieves a 23.03% return, which is significantly higher than MSFH.TO's -13.55% return.


TLF.TO

1D
-3.28%
1M
-5.50%
6M
20.92%
YTD
23.03%
1Y
35.54%
3Y*
24.16%
5Y*
16.29%
10Y*
21.43%

MSFH.TO

1D
1.37%
1M
1.91%
6M
-9.96%
YTD
-13.55%
1Y
-15.13%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLF.TO vs. MSFH.TO - Yearly Performance Comparison


2026 (YTD)20252024
TLF.TO
Brompton Tech Leaders Income ETF
23.03%18.20%4.47%
MSFH.TO
Harvest Microsoft High Income Shares ETF Class A Units
-13.55%6.58%5.90%

Correlation

The correlation between TLF.TO and MSFH.TO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2024

0.43

The correlation between TLF.TO and MSFH.TO shifts across timeframes, from 0.29 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TLF.TO vs. MSFH.TO — Risk / Return Rank

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

TLF.TO
TLF.TO Risk / Return Rank: 5454
Overall Rank
TLF.TO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
TLF.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
TLF.TO Omega Ratio Rank: 5151
Omega Ratio Rank
TLF.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
TLF.TO Martin Ratio Rank: 6060
Martin Ratio Rank

MSFH.TO
MSFH.TO Risk / Return Rank: 55
Overall Rank
MSFH.TO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MSFH.TO Sortino Ratio Rank: 55
Sortino Ratio Rank
MSFH.TO Omega Ratio Rank: 44
Omega Ratio Rank
MSFH.TO Calmar Ratio Rank: 55
Calmar Ratio Rank
MSFH.TO Martin Ratio Rank: 55
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.

TLF.TO vs. MSFH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Tech Leaders Income ETF (TLF.TO) and Harvest Microsoft High Income Shares ETF Class A Units (MSFH.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.


TLF.TOMSFH.TODifference
Sharpe ratioReturn per unit of total volatility

+2.08

Sortino ratioReturn per unit of downside risk

+2.60

Omega ratioGain probability vs. loss probability

1.26

0.91

+0.36

Calmar ratioReturn relative to maximum drawdown

2.42

-0.49

+2.92

Martin ratioReturn relative to average drawdown

8.32

-0.89

+9.21

TLF.TO vs. MSFH.TO - Sharpe Ratio Comparison

The current TLF.TO Sharpe Ratio is 1.45, which is higher than the MSFH.TO Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of TLF.TO and MSFH.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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Drawdowns

TLF.TO vs. MSFH.TO - Drawdown Comparison

The maximum TLF.TO drawdown since its inception was -37.19%, which is greater than MSFH.TO's maximum drawdown of -31.00%. Use the drawdown chart below to compare losses from any high point for TLF.TO and MSFH.TO.


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Drawdown Indicators


TLF.TOMSFH.TODifference

Max Drawdown

Largest peak-to-trough decline

-37.19%

-31.00%

-6.19%

Max Drawdown (1Y)

Largest decline over 1 year

-14.73%

-31.00%

+16.27%

Max Drawdown (3Y)

Largest decline over 3 years

-24.99%

Max Drawdown (5Y)

Largest decline over 5 years

-37.19%

Max Drawdown (10Y)

Largest decline over 10 years

-37.19%

Current Drawdown

Current decline from peak

-9.90%

-22.12%

+12.22%

Average Drawdown

Average peak-to-trough decline

-7.35%

-9.89%

+2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

17.17%

-12.89%

Volatility

TLF.TO vs. MSFH.TO - Volatility Comparison

Brompton Tech Leaders Income ETF (TLF.TO) has a higher volatility of 13.68% compared to Harvest Microsoft High Income Shares ETF Class A Units (MSFH.TO) at 10.93%. This indicates that TLF.TO's price experiences larger fluctuations and is considered to be riskier than MSFH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLF.TOMSFH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.68%

10.93%

+2.75%

Volatility (6M)

Calculated over the trailing 6-month period

21.94%

21.82%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

24.64%

24.39%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.84%

23.47%

+2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.22%

23.47%

+0.75%

Dividends

TLF.TO vs. MSFH.TO - Dividend Comparison

TLF.TO's dividend yield for the trailing twelve months is around 5.60%, less than MSFH.TO's 18.88% yield.


PositionTTM20252024202320222021202020192018201720162015
MSFH.TO
Harvest Microsoft High Income Shares ETF Class A Units
18.88%14.88%4.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLF.TO
Brompton Tech Leaders Income ETF
5.60%5.90%5.86%5.31%6.97%3.40%3.49%4.64%6.05%5.94%7.67%7.63%

Frequently Asked Questions


TLF.TO and MSFH.TO have a correlation of 0.29, 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: Brompton and Harvest.

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