YAVG.NEO vs. PYF.TO
YAVG.NEO (Broadcom (AVGO) Yield Shares Purpose ETF) and PYF.TO (Purpose Premium Yield Fund Series ETF) are both exchange-traded funds - YAVG.NEO is a Derivative Income fund actively managed by Purpose, while PYF.TO is a Diversified Portfolio fund actively managed by Purpose. Both are actively managed. Over the past year, YAVG.NEO returned 80.53% vs 4.21% for PYF.TO. Their 0.15 correlation means their historical movements had little consistent relationship. YAVG.NEO charges 1.19%/yr vs 0.78%/yr for PYF.TO.
Performance
YAVG.NEO vs. PYF.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 PYF.TO's 3.37% 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%
PYF.TO
- 1D
- 0.48%
- 1M
- 1.88%
- 6M
- 4.06%
- YTD
- 3.37%
- 1Y
- 4.21%
- 3Y*
- 6.69%
- 5Y*
- 6.22%
- 10Y*
- 4.77%
- ALL TIME*
- 4.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| CA$195.64K | CA$163.45K | CA$428.75K | |
| CA$129.79K | CA$111.65K | CA$131.34K |
YAVG.NEO vs. PYF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 44.89% | 56.73% |
PYF.TO Purpose Premium Yield Fund Series ETF | 3.37% | 3.76% |
Correlation
The correlation between YAVG.NEO and PYF.TO is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025 | 0.15 |
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Return for Risk
YAVG.NEO vs. PYF.TO — Risk / Return Rank
YAVG.NEO
PYF.TO
YAVG.NEO vs. PYF.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 Purpose Premium Yield Fund Series ETF (PYF.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 | PYF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.25 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 2.00 | +1.14 |
| Martin ratioReturn relative to average drawdown | 7.06 | 5.34 | +1.72 |
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Drawdowns
YAVG.NEO vs. PYF.TO - Drawdown Comparison
The maximum YAVG.NEO drawdown since its inception was -40.03%, which is greater than PYF.TO's maximum drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for YAVG.NEO and PYF.TO.
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Drawdown Indicators
| YAVG.NEO | PYF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.03% | -20.53% | -19.50% |
Max Drawdown (1Y)Largest decline over 1 year | -25.90% | -2.11% | -23.79% |
Max Drawdown (3Y)Largest decline over 3 years | — | -5.57% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -5.57% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.53% | — |
Current DrawdownCurrent decline from peak | -9.87% | 0.00% | -9.87% |
Average DrawdownAverage peak-to-trough decline | -9.46% | -0.97% | -8.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.48% | 0.79% | +10.69% |
Volatility
YAVG.NEO vs. PYF.TO - Volatility Comparison
Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) has a higher volatility of 16.60% compared to Purpose Premium Yield Fund Series ETF (PYF.TO) at 1.05%. This indicates that YAVG.NEO's price experiences larger fluctuations and is considered to be riskier than PYF.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 | PYF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.60% | 1.05% | +15.55% |
Volatility (6M)Calculated over the trailing 6-month period | 45.34% | 2.86% | +42.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.11% | 3.28% | +53.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.12% | 5.26% | +50.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.12% | 6.68% | +49.44% |
YAVG.NEO vs. PYF.TO - Expense Ratio Comparison
YAVG.NEO has a 1.19% expense ratio, which is higher than PYF.TO's 0.78% expense ratio.
Dividends
YAVG.NEO vs. PYF.TO - Dividend Comparison
YAVG.NEO's dividend yield for the trailing twelve months is around 27.31%, more than PYF.TO's 7.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
PYF.TO Purpose Premium Yield Fund Series ETF | 7.04% | 7.84% | 7.66% | 7.47% | 5.78% | 5.74% | 5.69% | 5.29% | 5.38% | 5.83% | 6.59% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
YAVG.NEO and PYF.TO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PYF.TO is cheaper at 0.78% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PYF.TO is cheaper with a 0.78% expense ratio, compared with 1.19% for YAVG.NEO.
YAVG.NEO is categorized as Derivative Income, while PYF.TO is Diversified Portfolio. Their fees differ too: 1.19% for YAVG.NEO and 0.78% for PYF.TO.
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