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EBIT vs. SVAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EBIT vs. SVAL

Last updated Aug 2, 2026
Documentation

EBIT (Harbor AlphaEdge Small Cap Earners ETF) and SVAL (iShares US Small Cap Value Factor ETF) are both Small Cap Value Equities funds - EBIT tracks the Harbor AlphaEdge Small Cap Earners Index while SVAL tracks the Russell 2000 Focused Value Select Index. Both are passively managed. Over the past year, EBIT returned 32.33% vs 43.73% for SVAL. Their 0.96 correlation means they have historically moved very closely together. EBIT charges 0.29%/yr vs 0.20%/yr for SVAL.

Performance

EBIT vs. SVAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor AlphaEdge Small Cap Earners ETF (EBIT) and iShares US Small Cap Value Factor ETF (SVAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EBIT achieves a 18.92% return, which is significantly lower than SVAL's 25.30% return.

EBIT

1D
-0.17%
1M
0.56%
6M
12.95%
YTD
18.92%
1Y
32.33%
3Y*
—
5Y*
—
10Y*
—
ALL TIME*
17.17%

SVAL

1D
0.26%
1M
2.62%
6M
17.08%
YTD
25.30%
1Y
43.73%
3Y*
16.07%
5Y*
9.86%
10Y*
—
ALL TIME*
17.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

EBIT

Harbor AlphaEdge Small Cap Earners ETF
$44.42K$33.07K$33.60K

SVAL

iShares US Small Cap Value Factor ETF
$620.93K$633.76K$608.86K

EBIT vs. SVAL - Yearly Performance Comparison

2026 (YTD)20252024
EBIT
Harbor AlphaEdge Small Cap Earners ETF		18.92%6.85%9.01%
SVAL
iShares US Small Cap Value Factor ETF		25.30%8.23%13.87%

Correlation

The correlation between EBIT and SVAL is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.96

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2024

0.96

The correlation between EBIT and SVAL has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.

EBIT vs. SVAL - Sectors Allocation Comparison

Sectors
EBIT
SVAL

Financial Services

26.2%
22.7%

Consumer Cyclical

15.1%
11.8%

Industrials

14.7%
12.9%

Energy

10.6%
10.0%

Real Estate

7.7%
4.7%

Technology

7.5%
10.4%

Healthcare

4.6%
12.0%

Basic Materials

4.2%
4.7%

Communication Services

3.8%
3.0%

Consumer Defensive

2.9%
4.3%

Utilities

2.8%
3.4%

Financial Services

EBIT
26.2%
SVAL
22.7%

Consumer Cyclical

EBIT
15.1%
SVAL
11.8%

Industrials

EBIT
14.7%
SVAL
12.9%

Energy

EBIT
10.6%
SVAL
10.0%

Real Estate

EBIT
7.7%
SVAL
4.7%

Technology

EBIT
7.5%
SVAL
10.4%

Healthcare

EBIT
4.6%
SVAL
12.0%

Basic Materials

EBIT
4.2%
SVAL
4.7%

Communication Services

EBIT
3.8%
SVAL
3.0%

Consumer Defensive

EBIT
2.9%
SVAL
4.3%

Utilities

EBIT
2.8%
SVAL
3.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Harbor AlphaEdge Small Cap Earners ETF

iShares US Small Cap Value Factor ETF

Often compared with EBIT:
EBIT vs. MAPPEBIT vs. TSCVEBIT vs. BSVOEBIT vs. FYTEBIT vs. MEDIEBIT vs. AVUVEBIT vs. BSMC
Often compared with SVAL:
SVAL vs. AVUVSVAL vs. XSVMSVAL vs. SPYVSVAL vs. IJSSVAL vs. SLYVSVAL vs. IWOSVAL vs. VDC

Return for Risk

EBIT vs. SVAL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
EBIT
EBIT Risk / Return Rank: 8282
Overall Rank
EBIT Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EBIT Sortino Ratio Rank: 8383
Sortino Ratio Rank
EBIT Omega Ratio Rank: 7777
Omega Ratio Rank
EBIT Calmar Ratio Rank: 8888
Calmar Ratio Rank
EBIT Martin Ratio Rank: 8282
Martin Ratio Rank
SVAL
SVAL Risk / Return Rank: 9292
Overall Rank
SVAL Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SVAL Sortino Ratio Rank: 9393
Sortino Ratio Rank
SVAL Omega Ratio Rank: 9191
Omega Ratio Rank
SVAL Calmar Ratio Rank: 9393
Calmar Ratio Rank
SVAL Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EBIT vs. SVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor AlphaEdge Small Cap Earners ETF (EBIT) and iShares US Small Cap Value Factor ETF (SVAL). 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.

EBITSVALDifference
Sharpe ratioReturn per unit of total volatility
1.81
2.41

-0.60

Sortino ratioReturn per unit of downside risk
2.75
3.51

-0.76

Omega ratioGain probability vs. loss probability

1.33

1.42

-0.10

Calmar ratioReturn relative to maximum drawdown

3.58

4.59

-1.01

Martin ratioReturn relative to average drawdown

10.93

15.49

-4.56

EBIT vs. SVAL - Sharpe Ratio Comparison

The current EBIT Sharpe Ratio is 1.81, which is comparable to the SVAL Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of EBIT and SVAL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

EBIT vs. SVAL - Drawdown Comparison

The maximum EBIT drawdown since its inception was -26.64%, roughly equal to the maximum SVAL drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for EBIT and SVAL.

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Drawdown Indicators

EBITSVALDifference

Max Drawdown

Largest peak-to-trough decline

-26.64%

-27.44%

+0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-8.94%

+0.60%

Max Drawdown (3Y)

Largest decline over 3 years

—

-27.44%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-27.44%

—

Current Drawdown

Current decline from peak

-1.12%

-0.79%

-0.33%

Average Drawdown

Average peak-to-trough decline

-6.10%

-8.29%

+2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.64%

+0.09%

Volatility

EBIT vs. SVAL - Volatility Comparison

Harbor AlphaEdge Small Cap Earners ETF (EBIT) and iShares US Small Cap Value Factor ETF (SVAL) have volatilities of 3.04% and 3.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EBITSVALDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

3.19%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

10.99%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

16.50%

17.03%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.68%

22.01%

-1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.68%

23.04%

-2.36%

EBIT vs. SVAL - Expense Ratio Comparison

EBIT has a 0.29% expense ratio, which is higher than SVAL's 0.20% expense ratio.

Dividends

EBIT vs. SVAL - Dividend Comparison

EBIT's dividend yield for the trailing twelve months is around 1.68%, less than SVAL's 2.04% yield.

PositionTTM202520242023202220212020
EBIT
Harbor AlphaEdge Small Cap Earners ETF		1.68%2.00%2.40%0.00%0.00%0.00%0.00%
SVAL
iShares US Small Cap Value Factor ETF		2.04%2.33%1.82%2.25%2.09%2.33%0.28%

Frequently Asked Questions

With a correlation of 0.96, EBIT and SVAL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SVAL has higher volatility (3.19%) compared to EBIT (3.04%). In terms of maximum drawdown, EBIT dropped -26.64% vs SVAL's -27.44%.

On 1-year performance, SVAL leads with 43.73% vs 32.33% for EBIT. On fees, SVAL is cheaper at 0.20% per year. On volatility, EBIT has been the lower-risk option at 3.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SVAL has performed better with a 43.73% return vs 32.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SVAL is cheaper with a 0.20% expense ratio, compared with 0.29% for EBIT.

SVAL has the higher dividend yield at 2.04%, compared with 1.68% for EBIT.

EBIT tracks Harbor AlphaEdge Small Cap Earners Index, while SVAL tracks Russell 2000 Focused Value Select Index. They also come from different issuers: Harbor and iShares. Their fees differ too: 0.29% for EBIT and 0.20% for SVAL.

SVAL currently has the higher Sharpe Ratio (2.41 vs 1.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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