YCST.NEO vs. AVGY.TO
YCST.NEO (Costco (COST) 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, YCST.NEO returned -7.85% vs 107.90% for AVGY.TO. At a correlation of -0.08, they often move in opposite directions. Both charge a 0.40% expense ratio.
Performance
YCST.NEO vs. AVGY.TO - Performance Comparison
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Returns By Period
In the year-to-date period, YCST.NEO achieves a 12.72% return, which is significantly lower than AVGY.TO's 42.92% return.
YCST.NEO
- 1D
- 0.77%
- 1M
- -5.63%
- YTD
- 12.72%
- 6M
- 5.30%
- 1Y
- -7.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AVGY.TO
- 1D
- -0.45%
- 1M
- 19.17%
- YTD
- 42.92%
- 6M
- 27.21%
- 1Y
- 107.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YCST.NEO vs. AVGY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 12.72% | -17.59% |
AVGY.TO Harvest Broadcom Enhanced High Income Shares ETF - Class A Units | 42.92% | 83.42% |
Correlation
The correlation between YCST.NEO and AVGY.TO is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025 | -0.08 |
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Return for Risk
YCST.NEO vs. AVGY.TO — Risk / Return Rank
YCST.NEO
AVGY.TO
YCST.NEO vs. AVGY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco (COST) Yield Shares Purpose ETF (YCST.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.
| YCST.NEO | AVGY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.77 | ||
| Sortino ratioReturn per unit of downside risk | -3.34 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.38 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 3.81 | -4.21 |
| Martin ratioReturn relative to average drawdown | -0.81 | 8.81 | -9.62 |
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
| YCST.NEO | AVGY.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.38 | 2.39 | -2.77 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.18 | 2.30 | -2.48 |
Drawdowns
YCST.NEO vs. AVGY.TO - Drawdown Comparison
The maximum YCST.NEO drawdown since its inception was -19.70%, smaller than the maximum AVGY.TO drawdown of -28.78%. Use the drawdown chart below to compare losses from any high point for YCST.NEO and AVGY.TO.
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Drawdown Indicators
| YCST.NEO | AVGY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.70% | -28.78% | +9.08% |
Max Drawdown (1Y)Largest decline over 1 year | -19.54% | -28.50% | +8.96% |
Current DrawdownCurrent decline from peak | -12.62% | -0.45% | -12.17% |
Average DrawdownAverage peak-to-trough decline | -8.56% | -8.43% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.91% | 12.29% | -2.38% |
Volatility
YCST.NEO vs. AVGY.TO - Volatility Comparison
The current volatility for Costco (COST) Yield Shares Purpose ETF (YCST.NEO) is 10.33%, while Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.TO) has a volatility of 13.20%. This indicates that YCST.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
| YCST.NEO | AVGY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.33% | 13.20% | -2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 16.64% | 33.23% | -16.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.54% | 45.46% | -24.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.22% | 51.13% | -25.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.22% | 51.13% | -25.91% |
YCST.NEO vs. AVGY.TO - Expense Ratio Comparison
Both YCST.NEO and AVGY.TO have an expense ratio of 0.40%.
Dividends
YCST.NEO vs. AVGY.TO - Dividend Comparison
YCST.NEO's dividend yield for the trailing twelve months is around 14.01%, less than AVGY.TO's 19.08% yield.
| Position | TTM | 2025 |
|---|---|---|
AVGY.TO Harvest Broadcom Enhanced High Income Shares ETF - Class A Units | 19.08% | 14.82% |
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 14.01% | 10.21% |
Frequently Asked Questions
YCST.NEO and AVGY.TO have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
YCST.NEO and AVGY.TO have the same expense ratio: 0.40% per year.
They also come from different issuers: Purpose Investments and Harvest.
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