FAMEX vs. HMCNX
FAMEX (FAM Dividend Focus Fund) and HMCNX (Harbor Mid Cap Fund) are both Mid Cap Blend Equities funds. Over the past 5 years, FAMEX returned 4.72%/yr vs 6.60%/yr for HMCNX. Their correlation of 0.90 means they have usually moved in the same direction. FAMEX charges 1.23%/yr vs 1.24%/yr for HMCNX.
Performance
FAMEX vs. HMCNX - Performance Comparison
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Returns By Period
In the year-to-date period, FAMEX achieves a 2.92% return, which is significantly lower than HMCNX's 13.54% return.
FAMEX
- 1D
- -1.37%
- 1M
- -0.41%
- 6M
- -0.54%
- YTD
- 2.92%
- 1Y
- -0.13%
- 3Y*
- 6.35%
- 5Y*
- 4.72%
- 10Y*
- 10.43%
- ALL TIME*
- 8.86%
HMCNX
- 1D
- 0.34%
- 1M
- -1.23%
- 6M
- 7.41%
- YTD
- 13.54%
- 1Y
- 23.52%
- 3Y*
- 11.51%
- 5Y*
- 6.60%
- 10Y*
- —
- ALL TIME*
- 10.50%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
HMCNX Harbor Mid Cap Fund | $0.00 | $0.00 | $0.00 |
FAMEX vs. HMCNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 2.92% | 1.91% | 7.56% | 19.70% | -13.40% | 25.61% | 13.19% | 3.46% |
HMCNX Harbor Mid Cap Fund | 13.54% | 9.38% | 7.01% | 16.44% | -17.46% | 24.12% | 18.45% | 3.52% |
Correlation
The correlation between FAMEX and HMCNX is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2019 | 0.90 |
The correlation between FAMEX and HMCNX has been stable across timeframes, ranging from 0.81 to 0.90 - a consistent structural relationship.
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Return for Risk
FAMEX vs. HMCNX — Risk / Return Rank
FAMEX
HMCNX
FAMEX vs. HMCNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Dividend Focus Fund (FAMEX) and Harbor Mid Cap Fund (HMCNX). 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.
| FAMEX | HMCNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.26 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 2.31 | -2.46 |
| Martin ratioReturn relative to average drawdown | -0.34 | 9.05 | -9.38 |
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Drawdowns
FAMEX vs. HMCNX - Drawdown Comparison
The maximum FAMEX drawdown since its inception was -54.68%, which is greater than HMCNX's maximum drawdown of -38.10%. Use the drawdown chart below to compare losses from any high point for FAMEX and HMCNX.
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Drawdown Indicators
| FAMEX | HMCNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.68% | -38.10% | -16.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -9.00% | -2.90% |
Max Drawdown (3Y)Largest decline over 3 years | -15.36% | -20.80% | +5.44% |
Max Drawdown (5Y)Largest decline over 5 years | -24.10% | -23.82% | -0.28% |
Max Drawdown (10Y)Largest decline over 10 years | -35.96% | — | — |
Current DrawdownCurrent decline from peak | -5.29% | -2.53% | -2.76% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -6.76% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.05% | 2.31% | +2.74% |
Volatility
FAMEX vs. HMCNX - Volatility Comparison
FAM Dividend Focus Fund (FAMEX) has a higher volatility of 3.94% compared to Harbor Mid Cap Fund (HMCNX) at 3.19%. This indicates that FAMEX's price experiences larger fluctuations and is considered to be riskier than HMCNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAMEX | HMCNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 3.19% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 10.69% | 10.88% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 14.49% | -0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 17.07% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 21.17% | -3.23% |
FAMEX vs. HMCNX - Expense Ratio Comparison
FAMEX has a 1.23% expense ratio, which is lower than HMCNX's 1.24% expense ratio.
Dividends
FAMEX vs. HMCNX - Dividend Comparison
FAMEX's dividend yield for the trailing twelve months is around 3.64%, more than HMCNX's 2.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 3.64% | 3.74% | 3.34% | 0.67% | 1.36% | 1.36% | 2.18% | 2.97% | 1.35% | 0.70% | 8.80% | 5.19% |
HMCNX Harbor Mid Cap Fund | 2.20% | 2.50% | 0.27% | 1.94% | 2.93% | 1.79% | 0.00% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FAMEX and HMCNX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAMEX has higher volatility (3.94%) compared to HMCNX (3.19%). In terms of maximum drawdown, FAMEX dropped -54.68% vs HMCNX's -38.10%.
HMCNX currently has the higher Sharpe Ratio (1.44 vs -0.13), 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.
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