- ISIN
- US41151J2087
- Issuer
- Harbor
- Inception Date
- Sep 14, 2021
- Region
- Global (Broad)
- Category
- Multisector Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $34M
Highlights
- Avg. Volume (1M)
- 124
- Avg. Volume Value (1M)
- $5.36K
Share Price Chart
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Performance
SIFI Performance Chart
Harbor Scientific Alpha Income ETF (SIFI) is up 1.3% since the beginning of the year. SIFI is currently trading at $43 per share.
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Compare this symbol against anything
Returns By Period
Harbor Scientific Alpha Income ETF (SIFI) has returned 1.31% so far this year and 4.95% over the past 12 months.
Harbor Scientific Alpha Income ETF
- 1D
- -0.05%
- 1M
- -0.43%
- 6M
- 0.76%
- YTD
- 1.31%
- 1Y
- 4.95%
- 3Y*
- 7.14%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.27%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
SIFI Monthly Returns History
Based on dividend-adjusted daily data since Sep 16, 2021, SIFI's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, an investment would double in approximately 28.9 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2023 with a return of +3.8%, while the worst month was Apr 2022 at -3.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SIFI closed higher 52% of trading days. The best single day was Nov 10, 2022 with a return of +1.7%, while the worst single day was Jun 13, 2022 at -1.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.55% | 0.77% | -1.81% | 1.39% | 0.44% | 0.35% | -0.36% | 1.31% | |||||
| 2025 | 0.87% | 1.48% | -0.47% | 0.16% | 0.52% | 2.18% | -0.34% | 1.76% | 0.93% | 0.21% | 0.90% | 0.31% | 8.83% |
| 2024 | 0.42% | -0.95% | 1.10% | -1.59% | 1.75% | 0.78% | 2.10% | 1.35% | 1.13% | -1.50% | 1.40% | -0.96% | 5.05% |
| 2023 | 2.36% | -0.94% | 1.10% | 0.55% | -1.25% | 0.23% | 0.85% | 0.15% | -1.17% | -0.36% | 3.78% | 3.27% | 8.75% |
| 2022 | -3.63% | -1.16% | -2.11% | -3.63% | 0.92% | -3.36% | 3.33% | -1.84% | -2.78% | 0.92% | 2.61% | -0.07% | -10.58% |
| 2021 | -1.09% | -0.49% | -0.77% | 1.39% | -0.97% |
Benchmark Metrics
Harbor Scientific Alpha Income ETF has an annualized alpha of 0.41%, beta of 0.16, and R2 of 0.33 versus S&P 500 Index. Calculated based on daily prices since September 16, 2021.
- This ETF participated in 32.95% of S&P 500 Index downside but only 21.43% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.16 may look defensive, but with R2 of 0.33 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.33 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 0.41%
- Beta
- 0.16
- R²
- 0.33
- Upside Capture
- 21.43%
- Downside Capture
- 32.95%
Expense Ratio
SIFI has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SIFI ranks 71 for risk / return — above 71% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Harbor Scientific Alpha Income ETF (SIFI) and compare them to S&P 500 Index.
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.
| SIFI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.25 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 2.00 | +0.05 |
| Martin ratioReturn relative to average drawdown | 8.38 | 8.49 | -0.11 |
Dividends
Dividend History
Harbor Scientific Alpha Income ETF provided a 5.94% dividend yield over the last twelve months, with an annual payout of $2.58 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $2.58 | $2.88 | $2.53 | $2.48 | $1.64 | $0.42 |
Dividend yield | 5.94% | 6.57% | 5.87% | 5.71% | 3.88% | 0.86% |
Monthly Dividends
The table displays the monthly dividend distributions for Harbor Scientific Alpha Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.17 | $0.16 | $0.19 | $0.17 | $0.18 | $0.17 | $1.04 | |||||
| 2025 | $0.00 | $0.13 | $0.21 | $0.21 | $0.19 | $0.21 | $0.20 | $0.19 | $0.22 | $0.17 | $0.22 | $0.93 | $2.88 |
| 2024 | $0.00 | $0.13 | $0.17 | $0.19 | $0.18 | $0.23 | $0.16 | $0.18 | $0.20 | $0.16 | $0.22 | $0.71 | $2.53 |
| 2023 | $0.00 | $0.15 | $0.17 | $0.23 | $0.18 | $0.21 | $0.19 | $0.12 | $0.12 | $0.12 | $0.19 | $0.79 | $2.48 |
| 2022 | $0.00 | $0.06 | $0.09 | $0.12 | $0.11 | $0.11 | $0.11 | $0.13 | $0.11 | $0.13 | $0.13 | $0.53 | $1.64 |
| 2021 | $0.15 | $0.28 | $0.42 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Harbor Scientific Alpha Income ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Harbor Scientific Alpha Income ETF was 14.68%, occurring on Sep 27, 2022. Recovery took 464 trading sessions.
The current Harbor Scientific Alpha Income ETF drawdown is 0.48%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-14.68%Sep 2022 | 1y 10d | 1y 10mo | 2y 10moSep 2021 - Aug 2024 | Bear market2022 |
-3.46%Apr 2025 | 1mo 5d | 1mo 21d | 2mo 26dMar 2025 - May 2025 | 2025 selloff2025 |
-2.71%Mar 2026 | 25d | 2mo 17d | 3mo 12dMar 2026 - Jun 2026 | — |
-2.04%Jan 2025 | 1mo 5d | 23d | 1mo 28dDec 2024 - Feb 2025 | — |
-1.75%Nov 2024 | 1mo 12d | 1mo 5d | 2mo 17dSep 2024 - Dec 2024 | — |
Drawdown Indicators
| SIFI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.68% | -56.78% | +42.10% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -9.10% | +6.39% |
Max Drawdown (3Y)Largest decline over 3 years | -3.46% | -18.90% | +15.44% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.48% | -1.58% | +1.10% |
Average DrawdownAverage peak-to-trough decline | -4.67% | -10.70% | +6.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 2.14% | -1.48% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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