YAVG.NEO vs. GOGY.TO
YAVG.NEO (Broadcom (AVGO) Yield Shares Purpose ETF) and GOGY.TO (Harvest Alphabet Enhanced High Income Shares ETF Class A Units) are both Derivative Income funds. Both are actively managed. Over the past year, YAVG.NEO returned 133.32% vs 123.99% for GOGY.TO. At a 0.28 correlation, their price movements are largely independent.
Performance
YAVG.NEO vs. GOGY.TO - Performance Comparison
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Returns By Period
In the year-to-date period, YAVG.NEO achieves a 59.96% return, which is significantly higher than GOGY.TO's 14.33% return.
YAVG.NEO
- 1D
- -0.50%
- 1M
- 16.03%
- YTD
- 59.96%
- 6M
- 46.17%
- 1Y
- 133.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GOGY.TO
- 1D
- -0.88%
- 1M
- -5.59%
- YTD
- 14.33%
- 6M
- 10.62%
- 1Y
- 123.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YAVG.NEO vs. GOGY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 59.96% | 92.61% |
GOGY.TO Harvest Alphabet Enhanced High Income Shares ETF Class A Units | 14.33% | 80.98% |
Correlation
The correlation between YAVG.NEO and GOGY.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 7, 2025 | 0.28 |
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Return for Risk
YAVG.NEO vs. GOGY.TO — Risk / Return Rank
YAVG.NEO
GOGY.TO
YAVG.NEO vs. GOGY.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 Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.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.
| YAVG.NEO | GOGY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.62 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 5.18 | 6.19 | -1.01 |
| Martin ratioReturn relative to average drawdown | 15.35 | 22.77 | -7.43 |
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
| YAVG.NEO | GOGY.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.81 | 4.08 | -1.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.03 | 2.31 | -0.28 |
Drawdowns
YAVG.NEO vs. GOGY.TO - Drawdown Comparison
The maximum YAVG.NEO drawdown since its inception was -39.57%, which is greater than GOGY.TO's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for YAVG.NEO and GOGY.TO.
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Drawdown Indicators
| YAVG.NEO | GOGY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.57% | -20.87% | -18.70% |
Max Drawdown (1Y)Largest decline over 1 year | -25.90% | -20.14% | -5.76% |
Current DrawdownCurrent decline from peak | -0.50% | -10.57% | +10.07% |
Average DrawdownAverage peak-to-trough decline | -8.26% | -5.07% | -3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.72% | 5.47% | +3.25% |
Volatility
YAVG.NEO vs. GOGY.TO - Volatility Comparison
Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) has a higher volatility of 11.15% compared to Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.TO) at 9.16%. This indicates that YAVG.NEO's price experiences larger fluctuations and is considered to be riskier than GOGY.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 | GOGY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.15% | 9.16% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 37.61% | 21.42% | +16.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.84% | 30.67% | +17.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.43% | 34.61% | +17.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.43% | 34.61% | +17.82% |
Dividends
YAVG.NEO vs. GOGY.TO - Dividend Comparison
YAVG.NEO's dividend yield for the trailing twelve months is around 21.76%, more than GOGY.TO's 12.78% yield.
| Position | TTM | 2025 |
|---|---|---|
GOGY.TO Harvest Alphabet Enhanced High Income Shares ETF Class A Units | 12.78% | 8.04% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 21.76% | 8.90% |
Frequently Asked Questions
YAVG.NEO and GOGY.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.
They also come from different issuers: Purpose Investments and Harvest.
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