YAVG.NEO vs. HDIF.TO
YAVG.NEO (Broadcom (AVGO) Yield Shares Purpose ETF) and HDIF.TO (Harvest Diversified Monthly Income ETF - Class A Units) are both Derivative Income funds. Both are actively managed. Over the past year, YAVG.NEO returned 105.48% vs 30.29% for HDIF.TO. At a 0.34 correlation, their price movements are largely independent.
Performance
YAVG.NEO vs. HDIF.TO - Performance Comparison
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Returns By Period
In the year-to-date period, YAVG.NEO achieves a 42.78% return, which is significantly higher than HDIF.TO's 12.37% return.
YAVG.NEO
- 1D
- -10.74%
- 1M
- 0.69%
- YTD
- 42.78%
- 6M
- 30.18%
- 1Y
- 105.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HDIF.TO
- 1D
- 0.74%
- 1M
- 6.30%
- YTD
- 12.37%
- 6M
- 13.04%
- 1Y
- 30.29%
- 3Y*
- 18.69%
- 5Y*
- —
- 10Y*
- —
YAVG.NEO vs. HDIF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 42.78% | 57.91% |
HDIF.TO Harvest Diversified Monthly Income ETF - Class A Units | 12.37% | 10.72% |
Correlation
The correlation between YAVG.NEO and HDIF.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2025 | 0.34 |
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Return for Risk
YAVG.NEO vs. HDIF.TO — Risk / Return Rank
YAVG.NEO
HDIF.TO
YAVG.NEO vs. HDIF.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 Diversified Monthly Income ETF - Class A Units (HDIF.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 | HDIF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.44 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 3.46 | +0.63 |
| Martin ratioReturn relative to average drawdown | 12.10 | 14.34 | -2.24 |
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 | HDIF.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 2.40 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.67 | 0.54 | +1.12 |
Drawdowns
YAVG.NEO vs. HDIF.TO - Drawdown Comparison
The maximum YAVG.NEO drawdown since its inception was -39.57%, which is greater than HDIF.TO's maximum drawdown of -24.07%. Use the drawdown chart below to compare losses from any high point for YAVG.NEO and HDIF.TO.
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Drawdown Indicators
| YAVG.NEO | HDIF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.57% | -24.07% | -15.50% |
Max Drawdown (1Y)Largest decline over 1 year | -25.90% | -8.79% | -17.11% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.60% | — |
Current DrawdownCurrent decline from peak | -11.18% | 0.00% | -11.18% |
Average DrawdownAverage peak-to-trough decline | -8.27% | -6.65% | -1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.75% | 2.12% | +6.63% |
Volatility
YAVG.NEO vs. HDIF.TO - Volatility Comparison
Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) has a higher volatility of 16.20% compared to Harvest Diversified Monthly Income ETF - Class A Units (HDIF.TO) at 3.47%. This indicates that YAVG.NEO's price experiences larger fluctuations and is considered to be riskier than HDIF.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 | HDIF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.20% | 3.47% | +12.73% |
Volatility (6M)Calculated over the trailing 6-month period | 39.35% | 10.39% | +28.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.06% | 12.68% | +36.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.26% | 17.49% | +35.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.26% | 17.49% | +35.77% |
Dividends
YAVG.NEO vs. HDIF.TO - Dividend Comparison
YAVG.NEO's dividend yield for the trailing twelve months is around 24.38%, more than HDIF.TO's 10.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
HDIF.TO Harvest Diversified Monthly Income ETF - Class A Units | 10.14% | 9.93% | 10.15% | 10.62% | 8.95% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 24.38% | 8.90% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
YAVG.NEO and HDIF.TO have a correlation of 0.30, 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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