YAVG.NEO vs. FHI.TO
YAVG.NEO (Broadcom (AVGO) Yield Shares Purpose ETF) and FHI.TO (CI Health Care Giants Covered Call ETF) are both Derivative Income funds. Both are actively managed. Over the past year, YAVG.NEO returned 80.53% vs 21.20% for FHI.TO. Their -0.11 correlation means they have often moved in opposite directions in the past. YAVG.NEO charges 1.19%/yr vs 0.71%/yr for FHI.TO.
Performance
YAVG.NEO vs. FHI.TO - Performance Comparison
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Returns By Period
In the year-to-date period, YAVG.NEO achieves a 44.89% return, which is significantly higher than FHI.TO's 5.99% return.
YAVG.NEO
- 1D
- 13.56%
- 1M
- 19.71%
- 6M
- 56.88%
- YTD
- 44.89%
- 1Y
- 80.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 75.79%
FHI.TO
- 1D
- -0.54%
- 1M
- 1.72%
- 6M
- 4.90%
- YTD
- 5.99%
- 1Y
- 21.20%
- 3Y*
- 6.31%
- 5Y*
- 5.92%
- 10Y*
- —
- ALL TIME*
- 8.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| CA$67.96K | CA$47.75K | CA$59.75K | |
| CA$129.79K | CA$111.65K | CA$131.34K |
YAVG.NEO vs. FHI.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 44.89% | 56.73% |
FHI.TO CI Health Care Giants Covered Call ETF | 5.99% | 8.63% |
Correlation
The correlation between YAVG.NEO and FHI.TO is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.14 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025 | -0.11 |
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Return for Risk
YAVG.NEO vs. FHI.TO — Risk / Return Rank
YAVG.NEO
FHI.TO
YAVG.NEO vs. FHI.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) and CI Health Care Giants Covered Call ETF (FHI.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.
| YAVG.NEO | FHI.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 2.40 | +0.74 |
| Martin ratioReturn relative to average drawdown | 7.06 | 5.58 | +1.48 |
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Drawdowns
YAVG.NEO vs. FHI.TO - Drawdown Comparison
The maximum YAVG.NEO drawdown since its inception was -40.03%, which is greater than FHI.TO's maximum drawdown of -29.85%. Use the drawdown chart below to compare losses from any high point for YAVG.NEO and FHI.TO.
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Drawdown Indicators
| YAVG.NEO | FHI.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.03% | -29.85% | -10.18% |
Max Drawdown (1Y)Largest decline over 1 year | -25.90% | -8.87% | -17.03% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.43% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.43% | — |
Current DrawdownCurrent decline from peak | -9.87% | -2.28% | -7.59% |
Average DrawdownAverage peak-to-trough decline | -9.46% | -4.42% | -5.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.48% | 3.81% | +7.67% |
Volatility
YAVG.NEO vs. FHI.TO - Volatility Comparison
Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) has a higher volatility of 16.60% compared to CI Health Care Giants Covered Call ETF (FHI.TO) at 4.68%. This indicates that YAVG.NEO's price experiences larger fluctuations and is considered to be riskier than FHI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YAVG.NEO | FHI.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.60% | 4.68% | +11.92% |
Volatility (6M)Calculated over the trailing 6-month period | 45.34% | 10.12% | +35.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.11% | 13.67% | +43.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.12% | 14.25% | +41.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.12% | 16.53% | +39.59% |
YAVG.NEO vs. FHI.TO - Expense Ratio Comparison
YAVG.NEO has a 1.19% expense ratio, which is higher than FHI.TO's 0.71% expense ratio.
Dividends
YAVG.NEO vs. FHI.TO - Dividend Comparison
YAVG.NEO's dividend yield for the trailing twelve months is around 27.31%, more than FHI.TO's 7.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
FHI.TO CI Health Care Giants Covered Call ETF | 7.38% | 7.14% | 7.84% | 5.80% | 5.98% | 7.38% | 9.69% | 5.42% | 2.42% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 27.31% | 8.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
YAVG.NEO and FHI.TO have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FHI.TO is cheaper at 0.71% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FHI.TO is cheaper with a 0.71% expense ratio, compared with 1.19% for YAVG.NEO.
They also come from different issuers: Purpose and CI. Their fees differ too: 1.19% for YAVG.NEO and 0.71% for FHI.TO.
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