YAMZ.NEO vs. AVGY.TO
YAMZ.NEO (Amazon (AMZN) Yield Shares Purpose ETF) and AVGY.TO (Harvest Broadcom Enhanced High Income Shares ETF - Class A Units) are both Derivative Income funds. Both are actively managed. Over the past year, YAMZ.NEO returned 22.62% vs 82.43% for AVGY.TO. At a 0.36 correlation, their price movements are largely independent. YAMZ.NEO charges 1.72%/yr vs 0.40%/yr for AVGY.TO.
Performance
YAMZ.NEO vs. AVGY.TO - Performance Comparison
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Returns By Period
In the year-to-date period, YAMZ.NEO achieves a 5.68% return, which is significantly lower than AVGY.TO's 25.75% return.
YAMZ.NEO
- 1D
- 2.01%
- 1M
- -7.96%
- YTD
- 5.68%
- 6M
- 10.29%
- 1Y
- 22.62%
- 3Y*
- 29.37%
- 5Y*
- —
- 10Y*
- —
AVGY.TO
- 1D
- -12.01%
- 1M
- 0.50%
- YTD
- 25.75%
- 6M
- 11.32%
- 1Y
- 82.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YAMZ.NEO vs. AVGY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YAMZ.NEO Amazon (AMZN) Yield Shares Purpose ETF | 5.68% | 15.49% |
AVGY.TO Harvest Broadcom Enhanced High Income Shares ETF - Class A Units | 25.75% | 83.42% |
Correlation
The correlation between YAMZ.NEO and AVGY.TO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025 | 0.36 |
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Return for Risk
YAMZ.NEO vs. AVGY.TO — Risk / Return Rank
YAMZ.NEO
AVGY.TO
YAMZ.NEO vs. AVGY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon (AMZN) Yield Shares Purpose ETF (YAMZ.NEO) and Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.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.
| YAMZ.NEO | AVGY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.31 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 2.91 | -1.87 |
| Martin ratioReturn relative to average drawdown | 2.59 | 6.72 | -4.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YAMZ.NEO | AVGY.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 1.76 | -1.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.22 | 1.83 | -0.61 |
Drawdowns
YAMZ.NEO vs. AVGY.TO - Drawdown Comparison
The maximum YAMZ.NEO drawdown since its inception was -34.37%, which is greater than AVGY.TO's maximum drawdown of -28.78%. Use the drawdown chart below to compare losses from any high point for YAMZ.NEO and AVGY.TO.
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Drawdown Indicators
| YAMZ.NEO | AVGY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.37% | -28.78% | -5.59% |
Max Drawdown (1Y)Largest decline over 1 year | -21.79% | -28.50% | +6.71% |
Max Drawdown (3Y)Largest decline over 3 years | -34.37% | — | — |
Current DrawdownCurrent decline from peak | -8.54% | -12.41% | +3.87% |
Average DrawdownAverage peak-to-trough decline | -7.20% | -8.44% | +1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.75% | 12.31% | -3.56% |
Volatility
YAMZ.NEO vs. AVGY.TO - Volatility Comparison
The current volatility for Amazon (AMZN) Yield Shares Purpose ETF (YAMZ.NEO) is 9.66%, while Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.TO) has a volatility of 18.51%. This indicates that YAMZ.NEO experiences smaller price fluctuations and is considered to be less risky than AVGY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YAMZ.NEO | AVGY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.66% | 18.51% | -8.85% |
Volatility (6M)Calculated over the trailing 6-month period | 22.71% | 35.65% | -12.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.46% | 47.07% | -14.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.24% | 52.24% | -18.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.24% | 52.24% | -18.00% |
YAMZ.NEO vs. AVGY.TO - Expense Ratio Comparison
YAMZ.NEO has a 1.72% expense ratio, which is higher than AVGY.TO's 0.40% expense ratio.
Dividends
YAMZ.NEO vs. AVGY.TO - Dividend Comparison
YAMZ.NEO's dividend yield for the trailing twelve months is around 14.64%, less than AVGY.TO's 21.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
AVGY.TO Harvest Broadcom Enhanced High Income Shares ETF - Class A Units | 21.68% | 14.82% | 0.00% | 0.00% | 0.00% |
YAMZ.NEO Amazon (AMZN) Yield Shares Purpose ETF | 14.64% | 14.12% | 8.07% | 7.89% | 1.02% |
Frequently Asked Questions
YAMZ.NEO and AVGY.TO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AVGY.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AVGY.TO is cheaper with a 0.40% expense ratio, compared with 1.72% for YAMZ.NEO.
They also come from different issuers: Purpose Investments and Harvest. Their fees differ too: 1.72% for YAMZ.NEO and 0.40% for AVGY.TO.
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